mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 13,503 13,846 343 2.5% 13,233
High 13,847 13,962 115 0.8% 13,581
Low 13,472 13,830 358 2.7% 13,137
Close 13,835 13,898 63 0.5% 13,551
Range 375 132 -243 -64.8% 444
ATR 194 190 -4 -2.3% 0
Volume 130,055 193,840 63,785 49.0% 112,418
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,293 14,227 13,971
R3 14,161 14,095 13,934
R2 14,029 14,029 13,922
R1 13,963 13,963 13,910 13,996
PP 13,897 13,897 13,897 13,913
S1 13,831 13,831 13,886 13,864
S2 13,765 13,765 13,874
S3 13,633 13,699 13,862
S4 13,501 13,567 13,826
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 13,962 13,401 561 4.0% 183 1.3% 89% True False 111,224
10 13,962 13,137 825 5.9% 177 1.3% 92% True False 56,623
20 13,962 13,137 825 5.9% 175 1.3% 92% True False 28,421
40 13,994 12,649 1,345 9.7% 209 1.5% 93% False False 14,260
60 14,213 12,649 1,564 11.3% 164 1.2% 80% False False 9,514
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,523
2.618 14,308
1.618 14,176
1.000 14,094
0.618 14,044
HIGH 13,962
0.618 13,912
0.500 13,896
0.382 13,881
LOW 13,830
0.618 13,749
1.000 13,698
1.618 13,617
2.618 13,485
4.250 13,269
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 13,897 13,837
PP 13,897 13,775
S1 13,896 13,714

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

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