mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 14,106 14,057 -49 -0.3% 13,896
High 14,116 14,090 -26 -0.2% 14,036
Low 14,024 14,026 2 0.0% 13,782
Close 14,052 14,041 -11 -0.1% 13,994
Range 92 64 -28 -30.4% 254
ATR 151 145 -6 -4.1% 0
Volume 124,265 131,584 7,319 5.9% 646,577
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,244 14,207 14,076
R3 14,180 14,143 14,059
R2 14,116 14,116 14,053
R1 14,079 14,079 14,047 14,066
PP 14,052 14,052 14,052 14,046
S1 14,015 14,015 14,035 14,002
S2 13,988 13,988 14,029
S3 13,924 13,951 14,024
S4 13,860 13,887 14,006
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 13,932 266 1.9% 113 0.8% 41% False False 134,235
10 14,198 13,782 416 3.0% 113 0.8% 62% False False 134,156
20 14,198 13,137 1,061 7.6% 143 1.0% 85% False False 102,228
40 14,198 12,649 1,549 11.0% 174 1.2% 90% False False 51,214
60 14,213 12,649 1,564 11.1% 175 1.2% 89% False False 34,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 14,362
2.618 14,258
1.618 14,194
1.000 14,154
0.618 14,130
HIGH 14,090
0.618 14,066
0.500 14,058
0.382 14,051
LOW 14,026
0.618 13,987
1.000 13,962
1.618 13,923
2.618 13,859
4.250 13,754
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 14,058 14,108
PP 14,052 14,085
S1 14,047 14,063

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

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