mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 13,532 13,639 107 0.8% 14,183
High 13,637 13,727 90 0.7% 14,205
Low 13,412 13,584 172 1.3% 13,521
Close 13,610 13,707 97 0.7% 13,560
Range 225 143 -82 -36.4% 684
ATR 183 180 -3 -1.6% 0
Volume 274,198 239,618 -34,580 -12.6% 852,468
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,102 14,047 13,786
R3 13,959 13,904 13,746
R2 13,816 13,816 13,733
R1 13,761 13,761 13,720 13,789
PP 13,673 13,673 13,673 13,686
S1 13,618 13,618 13,694 13,646
S2 13,530 13,530 13,681
S3 13,387 13,475 13,668
S4 13,244 13,332 13,628
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 14,078 13,412 666 4.9% 232 1.7% 44% False False 209,424
10 14,267 13,412 855 6.2% 211 1.5% 35% False False 186,347
20 14,267 13,412 855 6.2% 165 1.2% 35% False False 156,036
40 14,267 13,137 1,130 8.2% 167 1.2% 50% False False 105,075
60 14,267 12,649 1,618 11.8% 186 1.4% 65% False False 70,087
80 14,267 12,649 1,618 11.8% 167 1.2% 65% False False 52,574
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 46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,335
2.618 14,101
1.618 13,958
1.000 13,870
0.618 13,815
HIGH 13,727
0.618 13,672
0.500 13,656
0.382 13,639
LOW 13,584
0.618 13,496
1.000 13,441
1.618 13,353
2.618 13,210
4.250 12,976
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 13,690 13,700
PP 13,673 13,692
S1 13,656 13,685

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

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