mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 13,151 13,214 63 0.5% 13,048
High 13,243 13,228 -15 -0.1% 13,423
Low 13,080 12,964 -116 -0.9% 12,976
Close 13,190 12,993 -197 -1.5% 13,190
Range 163 264 101 62.0% 447
ATR 219 223 3 1.4% 0
Volume 253,218 245,033 -8,185 -3.2% 1,171,112
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,854 13,687 13,138
R3 13,590 13,423 13,066
R2 13,326 13,326 13,042
R1 13,159 13,159 13,017 13,111
PP 13,062 13,062 13,062 13,037
S1 12,895 12,895 12,969 12,847
S2 12,798 12,798 12,945
S3 12,534 12,631 12,921
S4 12,270 12,367 12,848
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 12,964 459 3.5% 243 1.9% 6% False True 224,689
10 13,690 12,964 726 5.6% 257 2.0% 4% False True 243,315
20 13,994 12,964 1,030 7.9% 222 1.7% 3% False True 220,077
40 14,267 12,964 1,303 10.0% 193 1.5% 2% False True 185,360
60 14,267 12,964 1,303 10.0% 184 1.4% 2% False True 139,418
80 14,267 12,649 1,618 12.5% 196 1.5% 21% False False 104,590
100 14,267 12,649 1,618 12.5% 176 1.4% 21% False False 83,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,350
2.618 13,919
1.618 13,655
1.000 13,492
0.618 13,391
HIGH 13,228
0.618 13,127
0.500 13,096
0.382 13,065
LOW 12,964
0.618 12,801
1.000 12,700
1.618 12,537
2.618 12,273
4.250 11,842
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 13,096 13,139
PP 13,062 13,090
S1 13,027 13,042

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

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