mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 13,017 13,032 15 0.1% 13,048
High 13,133 13,041 -92 -0.7% 13,423
Low 12,863 12,809 -54 -0.4% 12,976
Close 13,060 12,816 -244 -1.9% 13,190
Range 270 232 -38 -14.1% 447
ATR 226 228 2 0.8% 0
Volume 220,530 294,469 73,939 33.5% 1,171,112
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,585 13,432 12,944
R3 13,353 13,200 12,880
R2 13,121 13,121 12,859
R1 12,968 12,968 12,837 12,929
PP 12,889 12,889 12,889 12,869
S1 12,736 12,736 12,795 12,697
S2 12,657 12,657 12,774
S3 12,425 12,504 12,752
S4 12,193 12,272 12,689
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 13,313 12,809 504 3.9% 232 1.8% 1% False True 243,778
10 13,430 12,809 621 4.8% 255 2.0% 1% False True 255,557
20 13,994 12,809 1,185 9.2% 229 1.8% 1% False True 224,767
40 14,267 12,809 1,458 11.4% 199 1.6% 0% False True 191,401
60 14,267 12,809 1,458 11.4% 187 1.5% 0% False True 147,997
80 14,267 12,649 1,618 12.6% 196 1.5% 10% False False 111,027
100 14,267 12,649 1,618 12.6% 181 1.4% 10% False False 88,828
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,027
2.618 13,649
1.618 13,417
1.000 13,273
0.618 13,185
HIGH 13,041
0.618 12,953
0.500 12,925
0.382 12,898
LOW 12,809
0.618 12,666
1.000 12,577
1.618 12,434
2.618 12,202
4.250 11,823
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 12,925 13,019
PP 12,889 12,951
S1 12,852 12,884

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

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