mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 22-Oct-2007
Day Change Summary
Previous Current
19-Oct-2007 22-Oct-2007 Change Change % Previous Week
Open 13,957 13,532 -425 -3.0% 14,183
High 13,957 13,637 -320 -2.3% 14,205
Low 13,521 13,412 -109 -0.8% 13,521
Close 13,560 13,610 50 0.4% 13,560
Range 436 225 -211 -48.4% 684
ATR 180 183 3 1.8% 0
Volume 142,182 274,198 132,016 92.9% 852,468
Daily Pivots for day following 22-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,228 14,144 13,734
R3 14,003 13,919 13,672
R2 13,778 13,778 13,651
R1 13,694 13,694 13,631 13,736
PP 13,553 13,553 13,553 13,574
S1 13,469 13,469 13,590 13,511
S2 13,328 13,328 13,569
S3 13,103 13,244 13,548
S4 12,878 13,019 13,486
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 14,085 13,412 673 4.9% 233 1.7% 29% False True 196,947
10 14,267 13,412 855 6.3% 212 1.6% 23% False True 169,216
20 14,267 13,412 855 6.3% 163 1.2% 23% False True 150,644
40 14,267 13,137 1,130 8.3% 166 1.2% 42% False False 99,088
60 14,267 12,649 1,618 11.9% 187 1.4% 59% False False 66,095
80 14,267 12,649 1,618 11.9% 165 1.2% 59% False False 49,579
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,593
2.618 14,226
1.618 14,001
1.000 13,862
0.618 13,776
HIGH 13,637
0.618 13,551
0.500 13,525
0.382 13,498
LOW 13,412
0.618 13,273
1.000 13,187
1.618 13,048
2.618 12,823
4.250 12,456
Fisher Pivots for day following 22-Oct-2007
Pivot 1 day 3 day
R1 13,582 13,698
PP 13,553 13,669
S1 13,525 13,639

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

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