mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 07-Nov-2007
Day Change Summary
Previous Current
06-Nov-2007 07-Nov-2007 Change Change % Previous Week
Open 13,559 13,662 103 0.8% 13,855
High 13,690 13,662 -28 -0.2% 13,994
Low 13,532 13,297 -235 -1.7% 13,467
Close 13,677 13,355 -322 -2.4% 13,642
Range 158 365 207 131.0% 527
ATR 186 200 14 7.4% 0
Volume 218,660 173,923 -44,737 -20.5% 777,893
Daily Pivots for day following 07-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,533 14,309 13,556
R3 14,168 13,944 13,456
R2 13,803 13,803 13,422
R1 13,579 13,579 13,389 13,509
PP 13,438 13,438 13,438 13,403
S1 13,214 13,214 13,322 13,144
S2 13,073 13,073 13,288
S3 12,708 12,849 13,255
S4 12,343 12,484 13,154
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 13,949 13,297 652 4.9% 259 1.9% 9% False True 216,551
10 13,994 13,297 697 5.2% 202 1.5% 8% False True 193,977
20 14,267 13,297 970 7.3% 210 1.6% 6% False True 192,908
40 14,267 13,297 970 7.3% 172 1.3% 6% False True 157,814
60 14,267 12,649 1,618 12.1% 180 1.3% 44% False False 105,422
80 14,267 12,649 1,618 12.1% 186 1.4% 44% False False 79,089
100 14,267 12,649 1,618 12.1% 162 1.2% 44% False False 63,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 15,213
2.618 14,618
1.618 14,253
1.000 14,027
0.618 13,888
HIGH 13,662
0.618 13,523
0.500 13,480
0.382 13,437
LOW 13,297
0.618 13,072
1.000 12,932
1.618 12,707
2.618 12,342
4.250 11,746
Fisher Pivots for day following 07-Nov-2007
Pivot 1 day 3 day
R1 13,480 13,494
PP 13,438 13,447
S1 13,397 13,401

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

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