mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 13,639 13,675 36 0.3% 14,183
High 13,727 13,733 6 0.0% 14,205
Low 13,584 13,505 -79 -0.6% 13,521
Close 13,707 13,706 -1 0.0% 13,560
Range 143 228 85 59.4% 684
ATR 180 183 3 1.9% 0
Volume 239,618 181,589 -58,029 -24.2% 852,468
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,332 14,247 13,832
R3 14,104 14,019 13,769
R2 13,876 13,876 13,748
R1 13,791 13,791 13,727 13,834
PP 13,648 13,648 13,648 13,669
S1 13,563 13,563 13,685 13,606
S2 13,420 13,420 13,664
S3 13,192 13,335 13,643
S4 12,964 13,107 13,581
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 13,984 13,412 572 4.2% 228 1.7% 51% False False 210,690
10 14,267 13,412 855 6.2% 218 1.6% 34% False False 191,839
20 14,267 13,412 855 6.2% 170 1.2% 34% False False 158,036
40 14,267 13,137 1,130 8.2% 167 1.2% 50% False False 109,612
60 14,267 12,649 1,618 11.8% 186 1.4% 65% False False 73,113
80 14,267 12,649 1,618 11.8% 169 1.2% 65% False False 54,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,702
2.618 14,330
1.618 14,102
1.000 13,961
0.618 13,874
HIGH 13,733
0.618 13,646
0.500 13,619
0.382 13,592
LOW 13,505
0.618 13,364
1.000 13,277
1.618 13,136
2.618 12,908
4.250 12,536
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 13,677 13,662
PP 13,648 13,617
S1 13,619 13,573

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

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