mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 13,323 13,275 -48 -0.4% 13,589
High 13,423 13,313 -110 -0.8% 13,690
Low 13,229 13,085 -144 -1.1% 13,013
Close 13,275 13,160 -115 -0.9% 13,047
Range 194 228 34 17.5% 677
ATR 223 224 0 0.1% 0
Volume 193,962 205,643 11,681 6.0% 1,288,654
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,870 13,743 13,286
R3 13,642 13,515 13,223
R2 13,414 13,414 13,202
R1 13,287 13,287 13,181 13,237
PP 13,186 13,186 13,186 13,161
S1 13,059 13,059 13,139 13,009
S2 12,958 12,958 13,118
S3 12,730 12,831 13,097
S4 12,502 12,603 13,035
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 13,423 12,976 447 3.4% 258 2.0% 41% False False 253,786
10 13,690 12,976 714 5.4% 254 1.9% 26% False False 243,558
20 13,994 12,976 1,018 7.7% 234 1.8% 18% False False 215,984
40 14,267 12,976 1,291 9.8% 188 1.4% 14% False False 179,038
60 14,267 12,976 1,291 9.8% 183 1.4% 14% False False 131,118
80 14,267 12,649 1,618 12.3% 198 1.5% 32% False False 98,364
100 14,267 12,649 1,618 12.3% 173 1.3% 32% False False 78,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,282
2.618 13,910
1.618 13,682
1.000 13,541
0.618 13,454
HIGH 13,313
0.618 13,226
0.500 13,199
0.382 13,172
LOW 13,085
0.618 12,944
1.000 12,857
1.618 12,716
2.618 12,488
4.250 12,116
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 13,199 13,204
PP 13,186 13,189
S1 13,173 13,175

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

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