mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 13,233 13,245 12 0.1% 13,450
High 13,316 13,437 121 0.9% 13,610
Low 13,137 13,238 101 0.8% 13,200
Close 13,254 13,422 168 1.3% 13,262
Range 179 199 20 11.2% 410
ATR 199 199 0 0.0% 0
Volume 2,167 2,269 102 4.7% 2,114
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,963 13,891 13,532
R3 13,764 13,692 13,477
R2 13,565 13,565 13,459
R1 13,493 13,493 13,440 13,529
PP 13,366 13,366 13,366 13,384
S1 13,294 13,294 13,404 13,330
S2 13,167 13,167 13,386
S3 12,968 13,095 13,367
S4 12,769 12,896 13,313
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 13,545 13,137 408 3.0% 188 1.4% 70% False False 1,258
10 13,610 13,137 473 3.5% 192 1.4% 60% False False 712
20 13,610 12,649 961 7.2% 201 1.5% 80% False False 409
40 14,213 12,649 1,564 11.7% 199 1.5% 49% False False 248
60 14,213 12,649 1,564 11.7% 154 1.1% 49% False False 169
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 22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,283
2.618 13,958
1.618 13,759
1.000 13,636
0.618 13,560
HIGH 13,437
0.618 13,361
0.500 13,338
0.382 13,314
LOW 13,238
0.618 13,115
1.000 13,039
1.618 12,916
2.618 12,717
4.250 12,392
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 13,394 13,382
PP 13,366 13,341
S1 13,338 13,301

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

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