mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 14,228 14,144 -84 -0.6% 13,981
High 14,234 14,267 33 0.2% 14,204
Low 14,076 14,015 -61 -0.4% 13,963
Close 14,142 14,086 -56 -0.4% 14,156
Range 158 252 94 59.5% 241
ATR 144 152 8 5.3% 0
Volume 126,669 147,329 20,660 16.3% 633,733
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,879 14,734 14,225
R3 14,627 14,482 14,155
R2 14,375 14,375 14,132
R1 14,230 14,230 14,109 14,177
PP 14,123 14,123 14,123 14,096
S1 13,978 13,978 14,063 13,925
S2 13,871 13,871 14,040
S3 13,619 13,726 14,017
S4 13,367 13,474 13,948
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 14,267 14,015 252 1.8% 164 1.2% 28% True True 113,364
10 14,267 13,932 335 2.4% 139 1.0% 46% True False 123,800
20 14,267 13,434 833 5.9% 138 1.0% 78% True False 129,501
40 14,267 12,649 1,618 11.5% 164 1.2% 89% True False 65,361
60 14,267 12,649 1,618 11.5% 181 1.3% 89% True False 43,603
80 14,267 12,649 1,618 11.5% 150 1.1% 89% True False 32,706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 15,338
2.618 14,927
1.618 14,675
1.000 14,519
0.618 14,423
HIGH 14,267
0.618 14,171
0.500 14,141
0.382 14,111
LOW 14,015
0.618 13,859
1.000 13,763
1.618 13,607
2.618 13,355
4.250 12,944
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 14,141 14,141
PP 14,123 14,123
S1 14,104 14,104

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

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