mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary
Previous Current
30-Aug-2007 31-Aug-2007 Change Change % Previous Week
Open 13,400 13,372 -28 -0.2% 13,452
High 13,423 13,547 124 0.9% 13,547
Low 13,315 13,372 57 0.4% 13,146
Close 13,370 13,460 90 0.7% 13,460
Range 108 175 67 62.0% 401
ATR 203 201 -2 -0.9% 0
Volume 222 149 -73 -32.9% 722
Daily Pivots for day following 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,985 13,897 13,556
R3 13,810 13,722 13,508
R2 13,635 13,635 13,492
R1 13,547 13,547 13,476 13,591
PP 13,460 13,460 13,460 13,482
S1 13,372 13,372 13,444 13,416
S2 13,285 13,285 13,428
S3 13,110 13,197 13,412
S4 12,935 13,022 13,364
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,587 14,425 13,681
R3 14,186 14,024 13,570
R2 13,785 13,785 13,534
R1 13,623 13,623 13,497 13,704
PP 13,384 13,384 13,384 13,425
S1 13,222 13,222 13,423 13,303
S2 12,983 12,983 13,387
S3 12,582 12,821 13,350
S4 12,181 12,420 13,240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,547 13,146 401 3.0% 175 1.3% 78% True False 144
10 13,547 13,109 438 3.3% 161 1.2% 80% True False 123
20 13,810 12,649 1,161 8.6% 216 1.6% 70% False False 129
40 14,213 12,649 1,564 11.6% 185 1.4% 52% False False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,291
2.618 14,005
1.618 13,830
1.000 13,722
0.618 13,655
HIGH 13,547
0.618 13,480
0.500 13,460
0.382 13,439
LOW 13,372
0.618 13,264
1.000 13,197
1.618 13,089
2.618 12,914
4.250 12,628
Fisher Pivots for day following 31-Aug-2007
Pivot 1 day 3 day
R1 13,460 13,422
PP 13,460 13,384
S1 13,460 13,347

These figures are updated between 7pm and 10pm EST after a trading day.

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