mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
12-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 13,048 12,986 -62 -0.5% 13,589
High 13,178 13,352 174 1.3% 13,690
Low 12,976 12,985 9 0.1% 13,013
Close 12,990 13,330 340 2.6% 13,047
Range 202 367 165 81.7% 677
ATR 215 226 11 5.1% 0
Volume 292,700 225,589 -67,111 -22.9% 1,288,654
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,323 14,194 13,532
R3 13,956 13,827 13,431
R2 13,589 13,589 13,397
R1 13,460 13,460 13,364 13,525
PP 13,222 13,222 13,222 13,255
S1 13,093 13,093 13,296 13,158
S2 12,855 12,855 13,263
S3 12,488 12,726 13,229
S4 12,121 12,359 13,128
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 13,662 12,976 686 5.1% 313 2.3% 52% False False 263,328
10 13,994 12,976 1,018 7.6% 270 2.0% 35% False False 232,878
20 14,078 12,976 1,102 8.3% 230 1.7% 32% False False 215,559
40 14,267 12,976 1,291 9.7% 183 1.4% 27% False False 177,325
60 14,267 12,976 1,291 9.7% 180 1.3% 27% False False 124,461
80 14,267 12,649 1,618 12.1% 197 1.5% 42% False False 93,370
100 14,267 12,649 1,618 12.1% 170 1.3% 42% False False 74,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 14,912
2.618 14,313
1.618 13,946
1.000 13,719
0.618 13,579
HIGH 13,352
0.618 13,212
0.500 13,169
0.382 13,125
LOW 12,985
0.618 12,758
1.000 12,618
1.618 12,391
2.618 12,024
4.250 11,425
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 13,276 13,275
PP 13,222 13,219
S1 13,169 13,164

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

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