mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 14,144 14,076 -68 -0.5% 14,147
High 14,267 14,193 -74 -0.5% 14,267
Low 14,015 14,038 23 0.2% 14,015
Close 14,086 14,179 93 0.7% 14,179
Range 252 155 -97 -38.5% 252
ATR 152 152 0 0.1% 0
Volume 147,329 223,193 75,864 51.5% 702,813
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,602 14,545 14,264
R3 14,447 14,390 14,222
R2 14,292 14,292 14,208
R1 14,235 14,235 14,193 14,264
PP 14,137 14,137 14,137 14,151
S1 14,080 14,080 14,165 14,109
S2 13,982 13,982 14,151
S3 13,827 13,925 14,137
S4 13,672 13,770 14,094
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,910 14,796 14,318
R3 14,658 14,544 14,248
R2 14,406 14,406 14,225
R1 14,292 14,292 14,202 14,349
PP 14,154 14,154 14,154 14,182
S1 14,040 14,040 14,156 14,097
S2 13,902 13,902 14,133
S3 13,650 13,788 14,110
S4 13,398 13,536 14,041
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% 159 1.1% 65% False False 140,562
10 14,267 13,963 304 2.1% 147 1.0% 71% False False 133,654
20 14,267 13,465 802 5.7% 139 1.0% 89% False False 136,080
40 14,267 12,887 1,380 9.7% 159 1.1% 94% False False 70,938
60 14,267 12,649 1,618 11.4% 182 1.3% 95% False False 47,322
80 14,267 12,649 1,618 11.4% 152 1.1% 95% False False 35,496
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 True
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,852
2.618 14,599
1.618 14,444
1.000 14,348
0.618 14,289
HIGH 14,193
0.618 14,134
0.500 14,116
0.382 14,097
LOW 14,038
0.618 13,942
1.000 13,883
1.618 13,787
2.618 13,632
4.250 13,379
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 14,158 14,166
PP 14,137 14,154
S1 14,116 14,141

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

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