mini-sized Dow ($5) Future December 2007

Trading Metrics calculated at close of trading on 12-Dec-2007

Day Change Summary
	Previous	Current
	11-Dec-2007	12-Dec-2007	Change	Change %	Previous Week
Open	13,757	13,471	-286	-2.1%	13,410
High	13,799	13,755	-44	-0.3%	13,690
Low	13,427	13,330	-97	-0.7%	13,255
Close	13,450	13,500	50	0.4%	13,650
Range	372	425	53	14.2%	435
ATR	221	236	15	6.6%	0
Volume	104,256	213,712	109,456	105.0%	772,717

Daily Pivots for day following 12-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,803	14,577	13,734
R3	14,378	14,152	13,617
R2	13,953	13,953	13,578
R1	13,727	13,727	13,539	13,840
PP	13,528	13,528	13,528	13,585
S1	13,302	13,302	13,461	13,415
S2	13,103	13,103	13,422
S3	12,678	12,877	13,383
S4	12,253	12,452	13,266

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,837	14,678	13,889
R3	14,402	14,243	13,770
R2	13,967	13,967	13,730
R1	13,808	13,808	13,690	13,888
PP	13,532	13,532	13,532	13,571
S1	13,373	13,373	13,610	13,453
S2	13,097	13,097	13,570
S3	12,662	12,938	13,531
S4	12,227	12,503	13,411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,799	13,330	469	3.5%	263	1.9%	36%	False	True	149,909
10	13,799	13,241	558	4.1%	206	1.5%	46%	False	False	162,855
20	13,799	12,742	1,057	7.8%	231	1.7%	72%	False	False	190,766
40	14,078	12,742	1,336	9.9%	231	1.7%	57%	False	False	203,163
60	14,267	12,742	1,525	11.3%	199	1.5%	50%	False	False	181,805
80	14,267	12,742	1,525	11.3%	193	1.4%	50%	False	False	141,037
100	14,267	12,649	1,618	12.0%	204	1.5%	53%	False	False	112,849
120	14,267	12,649	1,618	12.0%	180	1.3%	53%	False	False	94,044

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	46
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	15,561
2.618	14,868
1.618	14,443
1.000	14,180
0.618	14,018
HIGH	13,755
0.618	13,593
0.500	13,543
0.382	13,492
LOW	13,330
0.618	13,067
1.000	12,905
1.618	12,642
2.618	12,217
4.250	11,524

Fisher Pivots for day following 12-Dec-2007
Pivot	1 day	3 day
R1	13,543	13,565
PP	13,528	13,543
S1	13,514	13,522

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols