mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 17-Oct-2007
Day Change Summary
Previous Current
16-Oct-2007 17-Oct-2007 Change Change % Previous Week
Open 14,064 14,012 -52 -0.4% 14,147
High 14,085 14,078 -7 0.0% 14,267
Low 13,937 13,831 -106 -0.8% 14,015
Close 13,972 13,967 -5 0.0% 14,179
Range 148 247 99 66.9% 252
ATR 158 164 6 4.1% 0
Volume 177,237 175,258 -1,979 -1.1% 702,813
Daily Pivots for day following 17-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,700 14,580 14,103
R3 14,453 14,333 14,035
R2 14,206 14,206 14,012
R1 14,086 14,086 13,990 14,023
PP 13,959 13,959 13,959 13,927
S1 13,839 13,839 13,944 13,776
S2 13,712 13,712 13,922
S3 13,465 13,592 13,899
S4 13,218 13,345 13,831
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 13,831 436 3.1% 208 1.5% 31% False True 172,988
10 14,267 13,831 436 3.1% 167 1.2% 31% False True 141,602
20 14,267 13,782 485 3.5% 141 1.0% 38% False False 138,162
40 14,267 13,137 1,130 8.1% 158 1.1% 73% False False 83,292
60 14,267 12,649 1,618 11.6% 186 1.3% 81% False False 55,561
80 14,267 12,649 1,618 11.6% 158 1.1% 81% False False 41,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 15,128
2.618 14,725
1.618 14,478
1.000 14,325
0.618 14,231
HIGH 14,078
0.618 13,984
0.500 13,955
0.382 13,925
LOW 13,831
0.618 13,678
1.000 13,584
1.618 13,431
2.618 13,184
4.250 12,781
Fisher Pivots for day following 17-Oct-2007
Pivot 1 day 3 day
R1 13,963 14,018
PP 13,959 14,001
S1 13,955 13,984

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

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