mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 13,992 13,981 -11 -0.1% 13,896
High 14,008 14,198 190 1.4% 14,036
Low 13,932 13,963 31 0.2% 13,782
Close 13,994 14,157 163 1.2% 13,994
Range 76 235 159 209.2% 254
ATR 154 160 6 3.8% 0
Volume 124,648 126,581 1,933 1.6% 646,577
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,811 14,719 14,286
R3 14,576 14,484 14,222
R2 14,341 14,341 14,200
R1 14,249 14,249 14,179 14,295
PP 14,106 14,106 14,106 14,129
S1 14,014 14,014 14,136 14,060
S2 13,871 13,871 14,114
S3 13,636 13,779 14,093
S4 13,401 13,544 14,028
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 14,198 13,782 416 2.9% 126 0.9% 90% True False 135,251
10 14,198 13,472 726 5.1% 146 1.0% 94% True False 138,275
20 14,198 13,137 1,061 7.5% 156 1.1% 96% True False 81,309
40 14,198 12,649 1,549 10.9% 186 1.3% 97% True False 40,719
60 14,213 12,649 1,564 11.0% 175 1.2% 96% False False 27,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 15,197
2.618 14,813
1.618 14,578
1.000 14,433
0.618 14,343
HIGH 14,198
0.618 14,108
0.500 14,081
0.382 14,053
LOW 13,963
0.618 13,818
1.000 13,728
1.618 13,583
2.618 13,348
4.250 12,964
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 14,132 14,126
PP 14,106 14,096
S1 14,081 14,065

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

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