mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 13,605 13,589 -16 -0.1% 13,855
High 13,685 13,640 -45 -0.3% 13,994
Low 13,467 13,467 0 0.0% 13,467
Close 13,642 13,555 -87 -0.6% 13,642
Range 218 173 -45 -20.6% 527
ATR 189 188 -1 -0.5% 0
Volume 229,033 271,643 42,610 18.6% 777,893
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,073 13,987 13,650
R3 13,900 13,814 13,603
R2 13,727 13,727 13,587
R1 13,641 13,641 13,571 13,598
PP 13,554 13,554 13,554 13,532
S1 13,468 13,468 13,539 13,425
S2 13,381 13,381 13,523
S3 13,208 13,295 13,508
S4 13,035 13,122 13,460
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% 213 1.6% 17% False True 179,549
10 13,994 13,467 527 3.9% 187 1.4% 17% False True 196,839
20 14,267 13,412 855 6.3% 199 1.5% 17% False False 183,028
40 14,267 13,238 1,029 7.6% 167 1.2% 31% False False 148,173
60 14,267 12,649 1,618 11.9% 177 1.3% 56% False False 98,886
80 14,267 12,649 1,618 11.9% 181 1.3% 56% False False 74,182
Crabel Price Patterns
NR True
NR4 True
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 36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,375
2.618 14,093
1.618 13,920
1.000 13,813
0.618 13,747
HIGH 13,640
0.618 13,574
0.500 13,554
0.382 13,533
LOW 13,467
0.618 13,360
1.000 13,294
1.618 13,187
2.618 13,014
4.250 12,732
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 13,555 13,708
PP 13,554 13,657
S1 13,554 13,606

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

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