mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 13,541 13,503 -38 -0.3% 13,233
High 13,556 13,847 291 2.1% 13,581
Low 13,465 13,472 7 0.1% 13,137
Close 13,503 13,835 332 2.5% 13,551
Range 91 375 284 312.1% 444
ATR 180 194 14 7.7% 0
Volume 128,893 130,055 1,162 0.9% 112,418
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,843 14,714 14,041
R3 14,468 14,339 13,938
R2 14,093 14,093 13,904
R1 13,964 13,964 13,870 14,029
PP 13,718 13,718 13,718 13,750
S1 13,589 13,589 13,801 13,654
S2 13,343 13,343 13,766
S3 12,968 13,214 13,732
S4 12,593 12,839 13,629
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 13,847 13,375 472 3.4% 177 1.3% 97% True False 73,386
10 13,847 13,137 710 5.1% 182 1.3% 98% True False 37,322
20 13,847 13,137 710 5.1% 174 1.3% 98% True False 18,733
40 14,100 12,649 1,451 10.5% 211 1.5% 82% False False 9,416
60 14,213 12,649 1,564 11.3% 162 1.2% 76% False False 6,283
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 30
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 15,441
2.618 14,829
1.618 14,454
1.000 14,222
0.618 14,079
HIGH 13,847
0.618 13,704
0.500 13,660
0.382 13,615
LOW 13,472
0.618 13,240
1.000 13,097
1.618 12,865
2.618 12,490
4.250 11,878
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 13,777 13,770
PP 13,718 13,705
S1 13,660 13,641

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

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