mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 13,812 13,940 128 0.9% 13,532
High 13,994 13,949 -45 -0.3% 13,874
Low 13,792 13,571 -221 -1.6% 13,412
Close 13,936 13,608 -328 -2.4% 13,848
Range 202 378 176 87.1% 462
ATR 172 187 15 8.5% 0
Volume 103,311 189,499 86,188 83.4% 1,193,058
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,843 14,604 13,816
R3 14,465 14,226 13,712
R2 14,087 14,087 13,677
R1 13,848 13,848 13,643 13,779
PP 13,709 13,709 13,709 13,675
S1 13,470 13,470 13,573 13,401
S2 13,331 13,331 13,539
S3 12,953 13,092 13,504
S4 12,575 12,714 13,400
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 13,571 423 3.1% 183 1.3% 9% False True 154,811
10 13,994 13,412 582 4.3% 214 1.6% 34% False False 188,410
20 14,267 13,412 855 6.3% 193 1.4% 23% False False 169,220
40 14,267 13,137 1,130 8.3% 168 1.2% 42% False False 135,724
60 14,267 12,649 1,618 11.9% 180 1.3% 59% False False 90,549
80 14,267 12,649 1,618 11.9% 179 1.3% 59% False False 67,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 15,556
2.618 14,939
1.618 14,561
1.000 14,327
0.618 14,183
HIGH 13,949
0.618 13,805
0.500 13,760
0.382 13,716
LOW 13,571
0.618 13,338
1.000 13,193
1.618 12,960
2.618 12,582
4.250 11,965
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 13,760 13,783
PP 13,709 13,724
S1 13,659 13,666

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

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