mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 14-Nov-2007
Day Change Summary
Previous Current
13-Nov-2007 14-Nov-2007 Change Change % Previous Week
Open 12,986 13,323 337 2.6% 13,589
High 13,352 13,423 71 0.5% 13,690
Low 12,985 13,229 244 1.9% 13,013
Close 13,330 13,275 -55 -0.4% 13,047
Range 367 194 -173 -47.1% 677
ATR 226 223 -2 -1.0% 0
Volume 225,589 193,962 -31,627 -14.0% 1,288,654
Daily Pivots for day following 14-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,891 13,777 13,382
R3 13,697 13,583 13,328
R2 13,503 13,503 13,311
R1 13,389 13,389 13,293 13,349
PP 13,309 13,309 13,309 13,289
S1 13,195 13,195 13,257 13,155
S2 13,115 13,115 13,240
S3 12,921 13,001 13,222
S4 12,727 12,807 13,168
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 13,430 12,976 454 3.4% 279 2.1% 66% False False 267,335
10 13,949 12,976 973 7.3% 269 2.0% 31% False False 241,943
20 13,994 12,976 1,018 7.7% 228 1.7% 29% False False 216,495
40 14,267 12,976 1,291 9.7% 184 1.4% 23% False False 177,328
60 14,267 12,976 1,291 9.7% 181 1.4% 23% False False 127,693
80 14,267 12,649 1,618 12.2% 197 1.5% 39% False False 95,794
100 14,267 12,649 1,618 12.2% 172 1.3% 39% False False 76,640
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 50
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,248
2.618 13,931
1.618 13,737
1.000 13,617
0.618 13,543
HIGH 13,423
0.618 13,349
0.500 13,326
0.382 13,303
LOW 13,229
0.618 13,109
1.000 13,035
1.618 12,915
2.618 12,721
4.250 12,405
Fisher Pivots for day following 14-Nov-2007
Pivot 1 day 3 day
R1 13,326 13,250
PP 13,309 13,225
S1 13,292 13,200

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

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