mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 13,896 13,837 -59 -0.4% 13,541
High 13,963 13,885 -78 -0.6% 13,969
Low 13,841 13,782 -59 -0.4% 13,465
Close 13,862 13,868 6 0.0% 13,901
Range 122 103 -19 -15.6% 504
ATR 174 169 -5 -2.9% 0
Volume 96,902 131,784 34,882 36.0% 738,493
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,154 14,114 13,925
R3 14,051 14,011 13,896
R2 13,948 13,948 13,887
R1 13,908 13,908 13,878 13,928
PP 13,845 13,845 13,845 13,855
S1 13,805 13,805 13,859 13,825
S2 13,742 13,742 13,849
S3 13,639 13,702 13,840
S4 13,536 13,599 13,811
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 13,782 187 1.3% 113 0.8% 46% False True 141,646
10 13,969 13,375 594 4.3% 145 1.0% 83% False False 107,516
20 13,969 13,137 832 6.0% 168 1.2% 88% False False 54,114
40 13,969 12,649 1,320 9.5% 197 1.4% 92% False False 27,113
60 14,213 12,649 1,564 11.3% 167 1.2% 78% False False 18,087
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 True
Bull Hook False
Stretch 32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,323
2.618 14,155
1.618 14,052
1.000 13,988
0.618 13,949
HIGH 13,885
0.618 13,846
0.500 13,834
0.382 13,821
LOW 13,782
0.618 13,718
1.000 13,679
1.618 13,615
2.618 13,512
4.250 13,344
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 13,857 13,876
PP 13,845 13,873
S1 13,834 13,871

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

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