mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary
Previous Current
05-Nov-2007 06-Nov-2007 Change Change % Previous Week
Open 13,589 13,559 -30 -0.2% 13,855
High 13,640 13,690 50 0.4% 13,994
Low 13,467 13,532 65 0.5% 13,467
Close 13,555 13,677 122 0.9% 13,642
Range 173 158 -15 -8.7% 527
ATR 188 186 -2 -1.2% 0
Volume 271,643 218,660 -52,983 -19.5% 777,893
Daily Pivots for day following 06-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,107 14,050 13,764
R3 13,949 13,892 13,721
R2 13,791 13,791 13,706
R1 13,734 13,734 13,692 13,763
PP 13,633 13,633 13,633 13,647
S1 13,576 13,576 13,663 13,605
S2 13,475 13,475 13,648
S3 13,317 13,418 13,634
S4 13,159 13,260 13,590
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% 226 1.7% 40% False False 202,429
10 13,994 13,467 527 3.9% 189 1.4% 40% False False 194,743
20 14,267 13,412 855 6.3% 200 1.5% 31% False False 190,545
40 14,267 13,375 892 6.5% 166 1.2% 34% False False 153,583
60 14,267 12,649 1,618 11.8% 178 1.3% 64% False False 102,525
80 14,267 12,649 1,618 11.8% 182 1.3% 64% False False 76,915
100 14,267 12,649 1,618 11.8% 159 1.2% 64% False False 61,534
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,362
2.618 14,104
1.618 13,946
1.000 13,848
0.618 13,788
HIGH 13,690
0.618 13,630
0.500 13,611
0.382 13,592
LOW 13,532
0.618 13,434
1.000 13,374
1.618 13,276
2.618 13,118
4.250 12,861
Fisher Pivots for day following 06-Nov-2007
Pivot 1 day 3 day
R1 13,655 13,644
PP 13,633 13,611
S1 13,611 13,579

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

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