mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 13,275 13,151 -124 -0.9% 13,048
High 13,313 13,243 -70 -0.5% 13,423
Low 13,085 13,080 -5 0.0% 12,976
Close 13,160 13,190 30 0.2% 13,190
Range 228 163 -65 -28.5% 447
ATR 224 219 -4 -1.9% 0
Volume 205,643 253,218 47,575 23.1% 1,171,112
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,660 13,588 13,280
R3 13,497 13,425 13,235
R2 13,334 13,334 13,220
R1 13,262 13,262 13,205 13,298
PP 13,171 13,171 13,171 13,189
S1 13,099 13,099 13,175 13,135
S2 13,008 13,008 13,160
S3 12,845 12,936 13,145
S4 12,682 12,773 13,100
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,537 14,311 13,436
R3 14,090 13,864 13,313
R2 13,643 13,643 13,272
R1 13,417 13,417 13,231 13,530
PP 13,196 13,196 13,196 13,253
S1 12,970 12,970 13,149 13,083
S2 12,749 12,749 13,108
S3 12,302 12,523 13,067
S4 11,855 12,076 12,944
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% 231 1.7% 48% False False 234,222
10 13,690 12,976 714 5.4% 248 1.9% 30% False False 245,976
20 13,994 12,976 1,018 7.7% 220 1.7% 21% False False 221,535
40 14,267 12,976 1,291 9.8% 189 1.4% 17% False False 181,657
60 14,267 12,976 1,291 9.8% 183 1.4% 17% False False 135,337
80 14,267 12,649 1,618 12.3% 196 1.5% 33% False False 101,528
100 14,267 12,649 1,618 12.3% 175 1.3% 33% False False 81,228
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 52
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,936
2.618 13,670
1.618 13,507
1.000 13,406
0.618 13,344
HIGH 13,243
0.618 13,181
0.500 13,162
0.382 13,142
LOW 13,080
0.618 12,979
1.000 12,917
1.618 12,816
2.618 12,653
4.250 12,387
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 13,181 13,252
PP 13,171 13,231
S1 13,162 13,211

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

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