mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 08-Oct-2007
Day Change Summary
Previous Current
05-Oct-2007 08-Oct-2007 Change Change % Previous Week
Open 14,029 14,147 118 0.8% 13,981
High 14,204 14,164 -40 -0.3% 14,204
Low 14,025 14,086 61 0.4% 13,963
Close 14,156 14,112 -44 -0.3% 14,156
Range 179 78 -101 -56.4% 241
ATR 147 142 -5 -3.4% 0
Volume 87,204 137,314 50,110 57.5% 633,733
Daily Pivots for day following 08-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,355 14,311 14,155
R3 14,277 14,233 14,134
R2 14,199 14,199 14,126
R1 14,155 14,155 14,119 14,138
PP 14,121 14,121 14,121 14,112
S1 14,077 14,077 14,105 14,060
S2 14,043 14,043 14,098
S3 13,965 13,999 14,091
S4 13,887 13,921 14,069
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,831 14,734 14,289
R3 14,590 14,493 14,222
R2 14,349 14,349 14,200
R1 14,252 14,252 14,178 14,301
PP 14,108 14,108 14,108 14,132
S1 14,011 14,011 14,134 14,060
S2 13,867 13,867 14,112
S3 13,626 13,770 14,090
S4 13,385 13,529 14,024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,204 14,024 180 1.3% 103 0.7% 49% False False 128,893
10 14,204 13,782 422 3.0% 114 0.8% 78% False False 132,072
20 14,204 13,238 966 6.8% 134 0.9% 90% False False 113,318
40 14,204 12,649 1,555 11.0% 166 1.2% 94% False False 56,816
60 14,213 12,649 1,564 11.1% 174 1.2% 94% False False 37,901
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 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,496
2.618 14,368
1.618 14,290
1.000 14,242
0.618 14,212
HIGH 14,164
0.618 14,134
0.500 14,125
0.382 14,116
LOW 14,086
0.618 14,038
1.000 14,008
1.618 13,960
2.618 13,882
4.250 13,755
Fisher Pivots for day following 08-Oct-2007
Pivot 1 day 3 day
R1 14,125 14,115
PP 14,121 14,114
S1 14,116 14,113

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

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