mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 13,940 13,605 -335 -2.4% 13,855
High 13,949 13,685 -264 -1.9% 13,994
Low 13,571 13,467 -104 -0.8% 13,467
Close 13,608 13,642 34 0.2% 13,642
Range 378 218 -160 -42.3% 527
ATR 187 189 2 1.2% 0
Volume 189,499 229,033 39,534 20.9% 777,893
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,252 14,165 13,762
R3 14,034 13,947 13,702
R2 13,816 13,816 13,682
R1 13,729 13,729 13,662 13,773
PP 13,598 13,598 13,598 13,620
S1 13,511 13,511 13,622 13,555
S2 13,380 13,380 13,602
S3 13,162 13,293 13,582
S4 12,944 13,075 13,522
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 15,282 14,989 13,932
R3 14,755 14,462 13,787
R2 14,228 14,228 13,739
R1 13,935 13,935 13,690 13,818
PP 13,701 13,701 13,701 13,643
S1 13,408 13,408 13,594 13,291
S2 13,174 13,174 13,546
S3 12,647 12,881 13,497
S4 12,120 12,354 13,352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,994 13,467 527 3.9% 194 1.4% 33% False True 155,578
10 13,994 13,412 582 4.3% 192 1.4% 40% False False 197,095
20 14,267 13,412 855 6.3% 195 1.4% 27% False False 176,311
40 14,267 13,137 1,130 8.3% 167 1.2% 45% False False 141,436
60 14,267 12,649 1,618 11.9% 179 1.3% 61% False False 94,364
80 14,267 12,649 1,618 11.9% 179 1.3% 61% False False 70,787
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 41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,612
2.618 14,256
1.618 14,038
1.000 13,903
0.618 13,820
HIGH 13,685
0.618 13,602
0.500 13,576
0.382 13,550
LOW 13,467
0.618 13,332
1.000 13,249
1.618 13,114
2.618 12,896
4.250 12,541
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 13,620 13,731
PP 13,598 13,701
S1 13,576 13,672

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

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