mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 13,846 13,888 42 0.3% 13,233
High 13,962 13,918 -44 -0.3% 13,581
Low 13,830 13,837 7 0.1% 13,137
Close 13,898 13,855 -43 -0.3% 13,551
Range 132 81 -51 -38.6% 444
ATR 190 182 -8 -4.1% 0
Volume 193,840 137,246 -56,594 -29.2% 112,418
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,113 14,065 13,900
R3 14,032 13,984 13,877
R2 13,951 13,951 13,870
R1 13,903 13,903 13,863 13,887
PP 13,870 13,870 13,870 13,862
S1 13,822 13,822 13,848 13,806
S2 13,789 13,789 13,840
S3 13,708 13,741 13,833
S4 13,627 13,660 13,811
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 13,434 528 3.8% 163 1.2% 80% False False 136,327
10 13,962 13,137 825 6.0% 174 1.3% 87% False False 70,300
20 13,962 13,137 825 6.0% 173 1.3% 87% False False 35,277
40 13,962 12,649 1,313 9.5% 208 1.5% 92% False False 17,690
60 14,213 12,649 1,564 11.3% 164 1.2% 77% False False 11,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 14,262
2.618 14,130
1.618 14,049
1.000 13,999
0.618 13,968
HIGH 13,918
0.618 13,887
0.500 13,878
0.382 13,868
LOW 13,837
0.618 13,787
1.000 13,756
1.618 13,706
2.618 13,625
4.250 13,493
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 13,878 13,809
PP 13,870 13,763
S1 13,863 13,717

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

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