mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 13,729 13,748 19 0.1% 13,532
High 13,776 13,874 98 0.7% 13,874
Low 13,582 13,710 128 0.9% 13,412
Close 13,739 13,848 109 0.8% 13,848
Range 194 164 -30 -15.5% 462
ATR 184 183 -1 -0.8% 0
Volume 272,458 225,195 -47,263 -17.3% 1,193,058
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,303 14,239 13,938
R3 14,139 14,075 13,893
R2 13,975 13,975 13,878
R1 13,911 13,911 13,863 13,943
PP 13,811 13,811 13,811 13,827
S1 13,747 13,747 13,833 13,779
S2 13,647 13,647 13,818
S3 13,483 13,583 13,803
S4 13,319 13,419 13,758
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 15,097 14,935 14,102
R3 14,635 14,473 13,975
R2 14,173 14,173 13,933
R1 14,011 14,011 13,890 14,092
PP 13,711 13,711 13,711 13,752
S1 13,549 13,549 13,806 13,630
S2 13,249 13,249 13,763
S3 12,787 13,087 13,721
S4 12,325 12,625 13,594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,874 13,412 462 3.3% 191 1.4% 94% True False 238,611
10 14,205 13,412 793 5.7% 213 1.5% 55% False False 204,552
20 14,267 13,412 855 6.2% 180 1.3% 51% False False 169,103
40 14,267 13,137 1,130 8.2% 166 1.2% 63% False False 122,045
60 14,267 12,649 1,618 11.7% 185 1.3% 74% False False 81,404
80 14,267 12,649 1,618 11.7% 174 1.3% 74% False False 61,064
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 3 trading days
Fibonacci Retracements and Extensions
4.250 14,571
2.618 14,303
1.618 14,139
1.000 14,038
0.618 13,975
HIGH 13,874
0.618 13,811
0.500 13,792
0.382 13,773
LOW 13,710
0.618 13,609
1.000 13,546
1.618 13,445
2.618 13,281
4.250 13,013
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 13,829 13,795
PP 13,811 13,742
S1 13,792 13,690

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

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