mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 13,245 13,406 161 1.2% 13,450
High 13,437 13,476 39 0.3% 13,610
Low 13,238 13,375 137 1.0% 13,200
Close 13,422 13,429 7 0.1% 13,262
Range 199 101 -98 -49.2% 410
ATR 199 192 -7 -3.5% 0
Volume 2,269 4,646 2,377 104.8% 2,114
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,730 13,680 13,485
R3 13,629 13,579 13,457
R2 13,528 13,528 13,448
R1 13,478 13,478 13,438 13,503
PP 13,427 13,427 13,427 13,439
S1 13,377 13,377 13,420 13,402
S2 13,326 13,326 13,411
S3 13,225 13,276 13,401
S4 13,124 13,175 13,374
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 13,510 13,137 373 2.8% 172 1.3% 78% False False 2,022
10 13,610 13,137 473 3.5% 179 1.3% 62% False False 1,168
20 13,610 12,649 961 7.2% 195 1.4% 81% False False 638
40 14,213 12,649 1,564 11.6% 200 1.5% 50% False False 364
60 14,213 12,649 1,564 11.6% 156 1.2% 50% False False 246
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 25
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 13,905
2.618 13,741
1.618 13,640
1.000 13,577
0.618 13,539
HIGH 13,476
0.618 13,438
0.500 13,426
0.382 13,414
LOW 13,375
0.618 13,313
1.000 13,274
1.618 13,212
2.618 13,111
4.250 12,946
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 13,428 13,388
PP 13,427 13,347
S1 13,426 13,307

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

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