mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 09-Nov-2007
Day Change Summary
Previous Current
08-Nov-2007 09-Nov-2007 Change Change % Previous Week
Open 13,293 13,278 -15 -0.1% 13,589
High 13,430 13,311 -119 -0.9% 13,690
Low 13,096 13,013 -83 -0.6% 13,013
Close 13,262 13,047 -215 -1.6% 13,047
Range 334 298 -36 -10.8% 677
ATR 210 216 6 3.0% 0
Volume 273,390 351,038 77,648 28.4% 1,288,654
Daily Pivots for day following 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,018 13,830 13,211
R3 13,720 13,532 13,129
R2 13,422 13,422 13,102
R1 13,234 13,234 13,074 13,179
PP 13,124 13,124 13,124 13,096
S1 12,936 12,936 13,020 12,881
S2 12,826 12,826 12,992
S3 12,528 12,638 12,965
S4 12,230 12,340 12,883
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 15,281 14,841 13,419
R3 14,604 14,164 13,233
R2 13,927 13,927 13,171
R1 13,487 13,487 13,109 13,369
PP 13,250 13,250 13,250 13,191
S1 12,810 12,810 12,985 12,692
S2 12,573 12,573 12,923
S3 11,896 12,133 12,861
S4 11,219 11,456 12,675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,690 13,013 677 5.2% 266 2.0% 5% False True 257,730
10 13,994 13,013 981 7.5% 230 1.8% 3% False True 206,654
20 14,205 13,013 1,192 9.1% 221 1.7% 3% False True 205,603
40 14,267 13,013 1,254 9.6% 180 1.4% 3% False True 170,842
60 14,267 12,887 1,380 10.6% 180 1.4% 12% False False 115,827
80 14,267 12,649 1,618 12.4% 192 1.5% 25% False False 86,893
100 14,267 12,649 1,618 12.4% 166 1.3% 25% False False 69,517
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 36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,578
2.618 14,091
1.618 13,793
1.000 13,609
0.618 13,495
HIGH 13,311
0.618 13,197
0.500 13,162
0.382 13,127
LOW 13,013
0.618 12,829
1.000 12,715
1.618 12,531
2.618 12,233
4.250 11,747
Fisher Pivots for day following 09-Nov-2007
Pivot 1 day 3 day
R1 13,162 13,338
PP 13,124 13,241
S1 13,085 13,144

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

View Archives - Comment on this page... - Back to Index of Symbols