mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 13,981 14,152 171 1.2% 13,896
High 14,198 14,191 -7 0.0% 14,036
Low 13,963 14,092 129 0.9% 13,782
Close 14,157 14,106 -51 -0.4% 13,994
Range 235 99 -136 -57.9% 254
ATR 160 156 -4 -2.7% 0
Volume 126,581 164,099 37,518 29.6% 646,577
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,427 14,365 14,161
R3 14,328 14,266 14,133
R2 14,229 14,229 14,124
R1 14,167 14,167 14,115 14,149
PP 14,130 14,130 14,130 14,120
S1 14,068 14,068 14,097 14,050
S2 14,031 14,031 14,088
S3 13,932 13,969 14,079
S4 13,833 13,870 14,052
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 13,870 328 2.3% 125 0.9% 72% False False 141,714
10 14,198 13,782 416 2.9% 119 0.8% 78% False False 141,680
20 14,198 13,137 1,061 7.5% 150 1.1% 91% False False 89,501
40 14,198 12,649 1,549 11.0% 181 1.3% 94% False False 44,820
60 14,213 12,649 1,564 11.1% 176 1.2% 93% False False 29,896
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,612
2.618 14,450
1.618 14,351
1.000 14,290
0.618 14,252
HIGH 14,191
0.618 14,153
0.500 14,142
0.382 14,130
LOW 14,092
0.618 14,031
1.000 13,993
1.618 13,932
2.618 13,833
4.250 13,671
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 14,142 14,092
PP 14,130 14,079
S1 14,118 14,065

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

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