mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 28-Sep-2007
Day Change Summary
Previous Current
27-Sep-2007 28-Sep-2007 Change Change % Previous Week
Open 13,964 13,992 28 0.2% 13,896
High 14,036 14,008 -28 -0.2% 14,036
Low 13,952 13,932 -20 -0.1% 13,782
Close 14,005 13,994 -11 -0.1% 13,994
Range 84 76 -8 -9.5% 254
ATR 160 154 -6 -3.8% 0
Volume 151,662 124,648 -27,014 -17.8% 646,577
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,206 14,176 14,036
R3 14,130 14,100 14,015
R2 14,054 14,054 14,008
R1 14,024 14,024 14,001 14,039
PP 13,978 13,978 13,978 13,986
S1 13,948 13,948 13,987 13,963
S2 13,902 13,902 13,980
S3 13,826 13,872 13,973
S4 13,750 13,796 13,952
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,699 14,601 14,134
R3 14,445 14,347 14,064
R2 14,191 14,191 14,041
R1 14,093 14,093 14,017 14,142
PP 13,937 13,937 13,937 13,962
S1 13,839 13,839 13,971 13,888
S2 13,683 13,683 13,948
S3 13,429 13,585 13,924
S4 13,175 13,331 13,854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,036 13,782 254 1.8% 103 0.7% 83% False False 129,315
10 14,036 13,465 571 4.1% 132 0.9% 93% False False 138,507
20 14,036 13,137 899 6.4% 153 1.1% 95% False False 74,987
40 14,036 12,649 1,387 9.9% 188 1.3% 97% False False 37,555
60 14,213 12,649 1,564 11.2% 171 1.2% 86% False False 25,051
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 14,331
2.618 14,207
1.618 14,131
1.000 14,084
0.618 14,055
HIGH 14,008
0.618 13,979
0.500 13,970
0.382 13,961
LOW 13,932
0.618 13,885
1.000 13,856
1.618 13,809
2.618 13,733
4.250 13,609
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 13,986 13,980
PP 13,978 13,967
S1 13,970 13,953

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

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