mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 13,032 12,887 -145 -1.1% 13,214
High 13,041 13,000 -41 -0.3% 13,228
Low 12,809 12,831 22 0.2% 12,809
Close 12,816 12,986 170 1.3% 12,986
Range 232 169 -63 -27.2% 419
ATR 228 225 -3 -1.4% 0
Volume 294,469 221,158 -73,311 -24.9% 981,190
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,446 13,385 13,079
R3 13,277 13,216 13,033
R2 13,108 13,108 13,017
R1 13,047 13,047 13,002 13,078
PP 12,939 12,939 12,939 12,954
S1 12,878 12,878 12,971 12,909
S2 12,770 12,770 12,955
S3 12,601 12,709 12,940
S4 12,432 12,540 12,893
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,265 14,044 13,217
R3 13,846 13,625 13,101
R2 13,427 13,427 13,063
R1 13,206 13,206 13,025 13,107
PP 13,008 13,008 13,008 12,958
S1 12,787 12,787 12,948 12,688
S2 12,589 12,589 12,909
S3 12,170 12,368 12,871
S4 11,751 11,949 12,756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,243 12,809 434 3.3% 220 1.7% 41% False False 246,881
10 13,423 12,809 614 4.7% 239 1.8% 29% False False 250,334
20 13,994 12,809 1,185 9.1% 228 1.8% 15% False False 222,202
40 14,267 12,809 1,458 11.2% 201 1.6% 12% False False 193,139
60 14,267 12,809 1,458 11.2% 186 1.4% 12% False False 151,681
80 14,267 12,649 1,618 12.5% 195 1.5% 21% False False 113,790
100 14,267 12,649 1,618 12.5% 183 1.4% 21% False False 91,040
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,718
2.618 13,443
1.618 13,274
1.000 13,169
0.618 13,105
HIGH 13,000
0.618 12,936
0.500 12,916
0.382 12,896
LOW 12,831
0.618 12,727
1.000 12,662
1.618 12,558
2.618 12,389
4.250 12,113
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 12,963 12,981
PP 12,939 12,976
S1 12,916 12,971

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

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