mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 31-Oct-2007
Day Change Summary
Previous Current
30-Oct-2007 31-Oct-2007 Change Change % Previous Week
Open 13,900 13,812 -88 -0.6% 13,532
High 13,900 13,994 94 0.7% 13,874
Low 13,808 13,792 -16 -0.1% 13,412
Close 13,822 13,936 114 0.8% 13,848
Range 92 202 110 119.6% 462
ATR 170 172 2 1.3% 0
Volume 104,263 103,311 -952 -0.9% 1,193,058
Daily Pivots for day following 31-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,513 14,427 14,047
R3 14,311 14,225 13,992
R2 14,109 14,109 13,973
R1 14,023 14,023 13,955 14,066
PP 13,907 13,907 13,907 13,929
S1 13,821 13,821 13,918 13,864
S2 13,705 13,705 13,899
S3 13,503 13,619 13,881
S4 13,301 13,417 13,825
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 13,994 13,582 412 3.0% 146 1.0% 86% True False 171,402
10 13,994 13,412 582 4.2% 187 1.3% 90% True False 191,046
20 14,267 13,412 855 6.1% 177 1.3% 61% False False 166,324
40 14,267 13,137 1,130 8.1% 162 1.2% 71% False False 130,998
60 14,267 12,649 1,618 11.6% 177 1.3% 80% False False 87,392
80 14,267 12,649 1,618 11.6% 176 1.3% 80% False False 65,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,853
2.618 14,523
1.618 14,321
1.000 14,196
0.618 14,119
HIGH 13,994
0.618 13,917
0.500 13,893
0.382 13,869
LOW 13,792
0.618 13,667
1.000 13,590
1.618 13,465
2.618 13,263
4.250 12,934
Fisher Pivots for day following 31-Oct-2007
Pivot 1 day 3 day
R1 13,922 13,922
PP 13,907 13,907
S1 13,893 13,893

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

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