mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 13,675 13,729 54 0.4% 14,183
High 13,733 13,776 43 0.3% 14,205
Low 13,505 13,582 77 0.6% 13,521
Close 13,706 13,739 33 0.2% 13,560
Range 228 194 -34 -14.9% 684
ATR 183 184 1 0.4% 0
Volume 181,589 272,458 90,869 50.0% 852,468
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,281 14,204 13,846
R3 14,087 14,010 13,792
R2 13,893 13,893 13,775
R1 13,816 13,816 13,757 13,855
PP 13,699 13,699 13,699 13,718
S1 13,622 13,622 13,721 13,661
S2 13,505 13,505 13,704
S3 13,311 13,428 13,686
S4 13,117 13,234 13,632
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 13,957 13,412 545 4.0% 245 1.8% 60% False False 222,009
10 14,205 13,412 793 5.8% 212 1.5% 41% False False 204,352
20 14,267 13,412 855 6.2% 175 1.3% 38% False False 164,076
40 14,267 13,137 1,130 8.2% 165 1.2% 53% False False 116,421
60 14,267 12,649 1,618 11.8% 184 1.3% 67% False False 77,653
80 14,267 12,649 1,618 11.8% 172 1.2% 67% False False 58,249
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 14,601
2.618 14,284
1.618 14,090
1.000 13,970
0.618 13,896
HIGH 13,776
0.618 13,702
0.500 13,679
0.382 13,656
LOW 13,582
0.618 13,462
1.000 13,388
1.618 13,268
2.618 13,074
4.250 12,758
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 13,719 13,706
PP 13,699 13,673
S1 13,679 13,641

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

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