mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 13,748 13,855 107 0.8% 13,532
High 13,874 13,932 58 0.4% 13,874
Low 13,710 13,855 145 1.1% 13,412
Close 13,848 13,907 59 0.4% 13,848
Range 164 77 -87 -53.0% 462
ATR 183 176 -7 -3.9% 0
Volume 225,195 151,787 -73,408 -32.6% 1,193,058
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,129 14,095 13,949
R3 14,052 14,018 13,928
R2 13,975 13,975 13,921
R1 13,941 13,941 13,914 13,958
PP 13,898 13,898 13,898 13,907
S1 13,864 13,864 13,900 13,881
S2 13,821 13,821 13,893
S3 13,744 13,787 13,886
S4 13,667 13,710 13,865
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 13,932 13,505 427 3.1% 161 1.2% 94% True False 214,129
10 14,085 13,412 673 4.8% 197 1.4% 74% False False 205,538
20 14,267 13,412 855 6.1% 172 1.2% 58% False False 170,363
40 14,267 13,137 1,130 8.1% 164 1.2% 68% False False 125,836
60 14,267 12,649 1,618 11.6% 181 1.3% 78% False False 83,934
80 14,267 12,649 1,618 11.6% 174 1.3% 78% False False 62,962
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 41
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 14,259
2.618 14,134
1.618 14,057
1.000 14,009
0.618 13,980
HIGH 13,932
0.618 13,903
0.500 13,894
0.382 13,885
LOW 13,855
0.618 13,808
1.000 13,778
1.618 13,731
2.618 13,654
4.250 13,528
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 13,903 13,857
PP 13,898 13,807
S1 13,894 13,757

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

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