mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 13,888 13,849 -39 -0.3% 13,541
High 13,918 13,969 51 0.4% 13,969
Low 13,837 13,845 8 0.1% 13,465
Close 13,855 13,901 46 0.3% 13,901
Range 81 124 43 53.1% 504
ATR 182 178 -4 -2.3% 0
Volume 137,246 148,459 11,213 8.2% 738,493
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,277 14,213 13,969
R3 14,153 14,089 13,935
R2 14,029 14,029 13,924
R1 13,965 13,965 13,912 13,997
PP 13,905 13,905 13,905 13,921
S1 13,841 13,841 13,890 13,873
S2 13,781 13,781 13,878
S3 13,657 13,717 13,867
S4 13,533 13,593 13,833
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 15,290 15,100 14,178
R3 14,786 14,596 14,040
R2 14,282 14,282 13,994
R1 14,092 14,092 13,947 14,187
PP 13,778 13,778 13,778 13,826
S1 13,588 13,588 13,855 13,683
S2 13,274 13,274 13,809
S3 12,770 13,084 13,763
S4 12,266 12,580 13,624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,969 13,465 504 3.6% 161 1.2% 87% True False 147,698
10 13,969 13,137 832 6.0% 160 1.1% 92% True False 85,091
20 13,969 13,137 832 6.0% 171 1.2% 92% True False 42,696
40 13,969 12,649 1,320 9.5% 203 1.5% 95% True False 21,399
60 14,213 12,649 1,564 11.3% 166 1.2% 80% False False 14,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,496
2.618 14,294
1.618 14,170
1.000 14,093
0.618 14,046
HIGH 13,969
0.618 13,922
0.500 13,907
0.382 13,892
LOW 13,845
0.618 13,768
1.000 13,721
1.618 13,644
2.618 13,520
4.250 13,318
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 13,907 13,901
PP 13,905 13,900
S1 13,903 13,900

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

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