mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 18-Oct-2007
Day Change Summary
Previous Current
17-Oct-2007 18-Oct-2007 Change Change % Previous Week
Open 14,012 13,963 -49 -0.3% 14,147
High 14,078 13,984 -94 -0.7% 14,267
Low 13,831 13,878 47 0.3% 14,015
Close 13,967 13,940 -27 -0.2% 14,179
Range 247 106 -141 -57.1% 252
ATR 164 160 -4 -2.5% 0
Volume 175,258 215,864 40,606 23.2% 702,813
Daily Pivots for day following 18-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,252 14,202 13,998
R3 14,146 14,096 13,969
R2 14,040 14,040 13,960
R1 13,990 13,990 13,950 13,962
PP 13,934 13,934 13,934 13,920
S1 13,884 13,884 13,930 13,856
S2 13,828 13,828 13,921
S3 13,722 13,778 13,911
S4 13,616 13,672 13,882
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 14,205 13,831 374 2.7% 179 1.3% 29% False False 186,695
10 14,267 13,831 436 3.1% 172 1.2% 25% False False 150,030
20 14,267 13,782 485 3.5% 142 1.0% 33% False False 142,093
40 14,267 13,137 1,130 8.1% 158 1.1% 71% False False 88,685
60 14,267 12,649 1,618 11.6% 186 1.3% 80% False False 59,157
80 14,267 12,649 1,618 11.6% 158 1.1% 80% False False 44,374
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 14,435
2.618 14,262
1.618 14,156
1.000 14,090
0.618 14,050
HIGH 13,984
0.618 13,944
0.500 13,931
0.382 13,919
LOW 13,878
0.618 13,813
1.000 13,772
1.618 13,707
2.618 13,601
4.250 13,428
Fisher Pivots for day following 18-Oct-2007
Pivot 1 day 3 day
R1 13,937 13,958
PP 13,934 13,952
S1 13,931 13,946

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

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