mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 09-Oct-2007
Day Change Summary
Previous Current
08-Oct-2007 09-Oct-2007 Change Change % Previous Week
Open 14,147 14,119 -28 -0.2% 13,981
High 14,164 14,248 84 0.6% 14,204
Low 14,086 14,095 9 0.1% 13,963
Close 14,112 14,237 125 0.9% 14,156
Range 78 153 75 96.2% 241
ATR 142 143 1 0.5% 0
Volume 137,314 68,308 -69,006 -50.3% 633,733
Daily Pivots for day following 09-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,652 14,598 14,321
R3 14,499 14,445 14,279
R2 14,346 14,346 14,265
R1 14,292 14,292 14,251 14,319
PP 14,193 14,193 14,193 14,207
S1 14,139 14,139 14,223 14,166
S2 14,040 14,040 14,209
S3 13,887 13,986 14,195
S4 13,734 13,833 14,153
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 14,248 14,024 224 1.6% 113 0.8% 95% True False 109,735
10 14,248 13,870 378 2.7% 119 0.8% 97% True False 125,724
20 14,248 13,375 873 6.1% 132 0.9% 99% True False 116,620
40 14,248 12,649 1,599 11.2% 167 1.2% 99% True False 58,515
60 14,248 12,649 1,599 11.2% 176 1.2% 99% True False 39,038
80 14,248 12,649 1,599 11.2% 149 1.0% 99% True False 29,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,898
2.618 14,649
1.618 14,496
1.000 14,401
0.618 14,343
HIGH 14,248
0.618 14,190
0.500 14,172
0.382 14,154
LOW 14,095
0.618 14,001
1.000 13,942
1.618 13,848
2.618 13,695
4.250 13,445
Fisher Pivots for day following 09-Oct-2007
Pivot 1 day 3 day
R1 14,215 14,204
PP 14,193 14,170
S1 14,172 14,137

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

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