mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 12,887 13,005 118 0.9% 13,214
High 13,000 13,082 82 0.6% 13,228
Low 12,831 12,742 -89 -0.7% 12,809
Close 12,986 12,772 -214 -1.6% 12,986
Range 169 340 171 101.2% 419
ATR 225 233 8 3.7% 0
Volume 221,158 67,298 -153,860 -69.6% 981,190
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,885 13,669 12,959
R3 13,545 13,329 12,866
R2 13,205 13,205 12,834
R1 12,989 12,989 12,803 12,927
PP 12,865 12,865 12,865 12,835
S1 12,649 12,649 12,741 12,587
S2 12,525 12,525 12,710
S3 12,185 12,309 12,679
S4 11,845 11,969 12,585
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 13,228 12,742 486 3.8% 255 2.0% 6% False True 209,697
10 13,423 12,742 681 5.3% 243 1.9% 4% False True 221,960
20 13,994 12,742 1,252 9.8% 236 1.8% 2% False True 214,307
40 14,267 12,742 1,525 11.9% 208 1.6% 2% False True 191,705
60 14,267 12,742 1,525 11.9% 190 1.5% 2% False True 152,799
80 14,267 12,649 1,618 12.7% 198 1.5% 8% False False 114,630
100 14,267 12,649 1,618 12.7% 186 1.5% 8% False False 91,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 55
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 14,527
2.618 13,972
1.618 13,632
1.000 13,422
0.618 13,292
HIGH 13,082
0.618 12,952
0.500 12,912
0.382 12,872
LOW 12,742
0.618 12,532
1.000 12,402
1.618 12,192
2.618 11,852
4.250 11,297
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 12,912 12,912
PP 12,865 12,865
S1 12,819 12,819

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

View Archives - Comment on this page... - Back to Index of Symbols