mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 13,963 13,957 -6 0.0% 14,183
High 13,984 13,957 -27 -0.2% 14,205
Low 13,878 13,521 -357 -2.6% 13,521
Close 13,940 13,560 -380 -2.7% 13,560
Range 106 436 330 311.3% 684
ATR 160 180 20 12.3% 0
Volume 215,864 142,182 -73,682 -34.1% 852,468
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,987 14,710 13,800
R3 14,551 14,274 13,680
R2 14,115 14,115 13,640
R1 13,838 13,838 13,600 13,759
PP 13,679 13,679 13,679 13,640
S1 13,402 13,402 13,520 13,323
S2 13,243 13,243 13,480
S3 12,807 12,966 13,440
S4 12,371 12,530 13,320
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 15,814 15,371 13,936
R3 15,130 14,687 13,748
R2 14,446 14,446 13,686
R1 14,003 14,003 13,623 13,883
PP 13,762 13,762 13,762 13,702
S1 13,319 13,319 13,497 13,199
S2 13,078 13,078 13,435
S3 12,394 12,635 13,372
S4 11,710 11,951 13,184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,205 13,521 684 5.0% 235 1.7% 6% False True 170,493
10 14,267 13,521 746 5.5% 197 1.5% 5% False True 155,528
20 14,267 13,521 746 5.5% 158 1.2% 5% False True 141,779
40 14,267 13,137 1,130 8.3% 165 1.2% 37% False False 92,238
60 14,267 12,649 1,618 11.9% 188 1.4% 56% False False 61,526
80 14,267 12,649 1,618 11.9% 164 1.2% 56% False False 46,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 15,810
2.618 15,099
1.618 14,663
1.000 14,393
0.618 14,227
HIGH 13,957
0.618 13,791
0.500 13,739
0.382 13,688
LOW 13,521
0.618 13,252
1.000 13,085
1.618 12,816
2.618 12,380
4.250 11,668
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 13,739 13,800
PP 13,679 13,720
S1 13,620 13,640

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

View Archives - Comment on this page... - Back to Index of Symbols