mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 13,505 13,541 36 0.3% 13,233
High 13,569 13,556 -13 -0.1% 13,581
Low 13,434 13,465 31 0.2% 13,137
Close 13,551 13,503 -48 -0.4% 13,551
Range 135 91 -44 -32.6% 444
ATR 187 180 -7 -3.7% 0
Volume 91,601 128,893 37,292 40.7% 112,418
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,781 13,733 13,553
R3 13,690 13,642 13,528
R2 13,599 13,599 13,520
R1 13,551 13,551 13,511 13,530
PP 13,508 13,508 13,508 13,497
S1 13,460 13,460 13,495 13,439
S2 13,417 13,417 13,486
S3 13,326 13,369 13,478
S4 13,235 13,278 13,453
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,755 14,597 13,795
R3 14,311 14,153 13,673
R2 13,867 13,867 13,633
R1 13,709 13,709 13,592 13,788
PP 13,423 13,423 13,423 13,463
S1 13,265 13,265 13,510 13,344
S2 12,979 12,979 13,470
S3 12,535 12,821 13,429
S4 12,091 12,377 13,307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,581 13,238 343 2.5% 141 1.0% 77% False False 47,828
10 13,610 13,137 473 3.5% 165 1.2% 77% False False 24,342
20 13,610 13,109 501 3.7% 163 1.2% 79% False False 12,233
40 14,131 12,649 1,482 11.0% 204 1.5% 58% False False 6,165
60 14,213 12,649 1,564 11.6% 156 1.2% 55% False False 4,116
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 13,943
2.618 13,794
1.618 13,703
1.000 13,647
0.618 13,612
HIGH 13,556
0.618 13,521
0.500 13,511
0.382 13,500
LOW 13,465
0.618 13,409
1.000 13,374
1.618 13,318
2.618 13,227
4.250 13,078
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 13,511 13,499
PP 13,508 13,495
S1 13,506 13,491

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

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