mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 13,005 12,767 -238 -1.8% 13,214
High 13,082 13,018 -64 -0.5% 13,228
Low 12,742 12,759 17 0.1% 12,809
Close 12,772 12,955 183 1.4% 12,986
Range 340 259 -81 -23.8% 419
ATR 233 235 2 0.8% 0
Volume 67,298 216,599 149,301 221.9% 981,190
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,688 13,580 13,098
R3 13,429 13,321 13,026
R2 13,170 13,170 13,003
R1 13,062 13,062 12,979 13,116
PP 12,911 12,911 12,911 12,938
S1 12,803 12,803 12,931 12,857
S2 12,652 12,652 12,908
S3 12,393 12,544 12,884
S4 12,134 12,285 12,813
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 13,133 12,742 391 3.0% 254 2.0% 54% False False 204,010
10 13,423 12,742 681 5.3% 249 1.9% 31% False False 214,349
20 13,994 12,742 1,252 9.7% 245 1.9% 17% False False 217,547
40 14,267 12,742 1,525 11.8% 209 1.6% 14% False False 193,955
60 14,267 12,742 1,525 11.8% 191 1.5% 14% False False 156,407
80 14,267 12,649 1,618 12.5% 197 1.5% 19% False False 117,337
100 14,267 12,649 1,618 12.5% 188 1.5% 19% False False 93,879
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,119
2.618 13,696
1.618 13,437
1.000 13,277
0.618 13,178
HIGH 13,018
0.618 12,919
0.500 12,889
0.382 12,858
LOW 12,759
0.618 12,599
1.000 12,500
1.618 12,340
2.618 12,081
4.250 11,658
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 12,933 12,941
PP 12,911 12,926
S1 12,889 12,912

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

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