mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 13,214 13,017 -197 -1.5% 13,048
High 13,228 13,133 -95 -0.7% 13,423
Low 12,964 12,863 -101 -0.8% 12,976
Close 12,993 13,060 67 0.5% 13,190
Range 264 270 6 2.3% 447
ATR 223 226 3 1.5% 0
Volume 245,033 220,530 -24,503 -10.0% 1,171,112
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,829 13,714 13,209
R3 13,559 13,444 13,134
R2 13,289 13,289 13,110
R1 13,174 13,174 13,085 13,232
PP 13,019 13,019 13,019 13,047
S1 12,904 12,904 13,035 12,962
S2 12,749 12,749 13,011
S3 12,479 12,634 12,986
S4 12,209 12,364 12,912
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 12,863 560 4.3% 224 1.7% 35% False True 223,677
10 13,662 12,863 799 6.1% 269 2.1% 25% False True 243,502
20 13,994 12,863 1,131 8.7% 229 1.7% 17% False True 219,123
40 14,267 12,863 1,404 10.8% 197 1.5% 14% False True 187,579
60 14,267 12,863 1,404 10.8% 187 1.4% 14% False True 143,091
80 14,267 12,649 1,618 12.4% 197 1.5% 25% False False 107,346
100 14,267 12,649 1,618 12.4% 179 1.4% 25% False False 85,884
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,281
2.618 13,840
1.618 13,570
1.000 13,403
0.618 13,300
HIGH 13,133
0.618 13,030
0.500 12,998
0.382 12,966
LOW 12,863
0.618 12,696
1.000 12,593
1.618 12,426
2.618 12,156
4.250 11,716
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 13,039 13,058
PP 13,019 13,055
S1 12,998 13,053

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

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