mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary
Previous Current
06-Sep-2007 07-Sep-2007 Change Change % Previous Week
Open 13,430 13,461 31 0.2% 13,450
High 13,510 13,465 -45 -0.3% 13,610
Low 13,395 13,200 -195 -1.5% 13,200
Close 13,476 13,262 -214 -1.6% 13,262
Range 115 265 150 130.4% 410
ATR 194 200 6 3.0% 0
Volume 480 548 68 14.2% 2,114
Daily Pivots for day following 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,104 13,948 13,408
R3 13,839 13,683 13,335
R2 13,574 13,574 13,311
R1 13,418 13,418 13,286 13,364
PP 13,309 13,309 13,309 13,282
S1 13,153 13,153 13,238 13,099
S2 13,044 13,044 13,214
S3 12,779 12,888 13,189
S4 12,514 12,623 13,116
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,587 14,335 13,488
R3 14,177 13,925 13,375
R2 13,767 13,767 13,337
R1 13,515 13,515 13,300 13,436
PP 13,357 13,357 13,357 13,318
S1 13,105 13,105 13,225 13,026
S2 12,947 12,947 13,187
S3 12,537 12,695 13,149
S4 12,127 12,285 13,037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,610 13,200 410 3.1% 188 1.4% 15% False True 452
10 13,610 13,146 464 3.5% 183 1.4% 25% False False 302
20 13,610 12,649 961 7.2% 203 1.5% 64% False False 220
40 14,213 12,649 1,564 11.8% 191 1.4% 39% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 14,591
2.618 14,159
1.618 13,894
1.000 13,730
0.618 13,629
HIGH 13,465
0.618 13,364
0.500 13,333
0.382 13,301
LOW 13,200
0.618 13,036
1.000 12,935
1.618 12,771
2.618 12,506
4.250 12,074
Fisher Pivots for day following 07-Sep-2007
Pivot 1 day 3 day
R1 13,333 13,373
PP 13,309 13,336
S1 13,286 13,299

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

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