mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 12,960 13,291 331 2.6% 13,214
High 13,350 13,371 21 0.2% 13,228
Low 12,906 13,241 335 2.6% 12,809
Close 13,307 13,333 26 0.2% 12,986
Range 444 130 -314 -70.7% 419
ATR 250 241 -9 -3.4% 0
Volume 268,857 221,731 -47,126 -17.5% 981,190
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,705 13,649 13,405
R3 13,575 13,519 13,369
R2 13,445 13,445 13,357
R1 13,389 13,389 13,345 13,417
PP 13,315 13,315 13,315 13,329
S1 13,259 13,259 13,321 13,287
S2 13,185 13,185 13,309
S3 13,055 13,129 13,297
S4 12,925 12,999 13,262
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,265 14,044 13,217
R3 13,846 13,625 13,101
R2 13,427 13,427 13,063
R1 13,206 13,206 13,025 13,107
PP 13,008 13,008 13,008 12,958
S1 12,787 12,787 12,948 12,688
S2 12,589 12,589 12,909
S3 12,170 12,368 12,871
S4 11,751 11,949 12,756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,371 12,742 629 4.7% 269 2.0% 94% True False 199,128
10 13,371 12,742 629 4.7% 250 1.9% 94% True False 221,453
20 13,949 12,742 1,207 9.1% 259 1.9% 49% False False 231,698
40 14,267 12,742 1,525 11.4% 218 1.6% 39% False False 199,011
60 14,267 12,742 1,525 11.4% 194 1.5% 39% False False 164,565
80 14,267 12,649 1,618 12.1% 197 1.5% 42% False False 123,468
100 14,267 12,649 1,618 12.1% 192 1.4% 42% False False 98,785
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 49
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 13,924
2.618 13,711
1.618 13,581
1.000 13,501
0.618 13,451
HIGH 13,371
0.618 13,321
0.500 13,306
0.382 13,291
LOW 13,241
0.618 13,161
1.000 13,111
1.618 13,031
2.618 12,901
4.250 12,689
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 13,324 13,244
PP 13,315 13,154
S1 13,306 13,065

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

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