mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 13,423 13,505 82 0.6% 13,233
High 13,581 13,569 -12 -0.1% 13,581
Low 13,401 13,434 33 0.2% 13,137
Close 13,536 13,551 15 0.1% 13,551
Range 180 135 -45 -25.0% 444
ATR 191 187 -4 -2.1% 0
Volume 11,735 91,601 79,866 680.6% 112,418
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,923 13,872 13,625
R3 13,788 13,737 13,588
R2 13,653 13,653 13,576
R1 13,602 13,602 13,564 13,628
PP 13,518 13,518 13,518 13,531
S1 13,467 13,467 13,539 13,493
S2 13,383 13,383 13,526
S3 13,248 13,332 13,514
S4 13,113 13,197 13,477
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 13,137 444 3.3% 159 1.2% 93% False False 22,483
10 13,610 13,137 473 3.5% 173 1.3% 88% False False 11,468
20 13,610 12,887 723 5.3% 179 1.3% 92% False False 5,797
40 14,131 12,649 1,482 10.9% 204 1.5% 61% False False 2,943
60 14,213 12,649 1,564 11.5% 156 1.2% 58% False False 1,968
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,143
2.618 13,923
1.618 13,788
1.000 13,704
0.618 13,653
HIGH 13,569
0.618 13,518
0.500 13,502
0.382 13,486
LOW 13,434
0.618 13,351
1.000 13,299
1.618 13,216
2.618 13,081
4.250 12,860
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 13,535 13,527
PP 13,518 13,502
S1 13,502 13,478

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

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