mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 14,183 14,064 -119 -0.8% 14,147
High 14,205 14,085 -120 -0.8% 14,267
Low 13,967 13,937 -30 -0.2% 14,015
Close 14,066 13,972 -94 -0.7% 14,179
Range 238 148 -90 -37.8% 252
ATR 158 158 -1 -0.5% 0
Volume 141,927 177,237 35,310 24.9% 702,813
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,442 14,355 14,054
R3 14,294 14,207 14,013
R2 14,146 14,146 13,999
R1 14,059 14,059 13,986 14,029
PP 13,998 13,998 13,998 13,983
S1 13,911 13,911 13,959 13,881
S2 13,850 13,850 13,945
S3 13,702 13,763 13,931
S4 13,554 13,615 13,891
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 13,937 330 2.4% 190 1.4% 11% False True 163,271
10 14,267 13,937 330 2.4% 152 1.1% 11% False True 136,503
20 14,267 13,782 485 3.5% 135 1.0% 39% False False 139,091
40 14,267 13,137 1,130 8.1% 155 1.1% 74% False False 78,912
60 14,267 12,649 1,618 11.6% 186 1.3% 82% False False 52,641
80 14,267 12,649 1,618 11.6% 155 1.1% 82% False False 39,485
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,714
2.618 14,473
1.618 14,325
1.000 14,233
0.618 14,177
HIGH 14,085
0.618 14,029
0.500 14,011
0.382 13,994
LOW 13,937
0.618 13,846
1.000 13,789
1.618 13,698
2.618 13,550
4.250 13,308
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 14,011 14,071
PP 13,998 14,038
S1 13,985 14,005

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

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