mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 12,767 12,960 193 1.5% 13,214
High 13,018 13,350 332 2.6% 13,228
Low 12,759 12,906 147 1.2% 12,809
Close 12,955 13,307 352 2.7% 12,986
Range 259 444 185 71.4% 419
ATR 235 250 15 6.4% 0
Volume 216,599 268,857 52,258 24.1% 981,190
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,520 14,357 13,551
R3 14,076 13,913 13,429
R2 13,632 13,632 13,389
R1 13,469 13,469 13,348 13,551
PP 13,188 13,188 13,188 13,228
S1 13,025 13,025 13,266 13,107
S2 12,744 12,744 13,226
S3 12,300 12,581 13,185
S4 11,856 12,137 13,063
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 13,350 12,742 608 4.6% 289 2.2% 93% True False 213,676
10 13,423 12,742 681 5.1% 256 1.9% 83% False False 218,676
20 13,994 12,742 1,252 9.4% 263 2.0% 45% False False 225,777
40 14,267 12,742 1,525 11.5% 217 1.6% 37% False False 196,574
60 14,267 12,742 1,525 11.5% 195 1.5% 37% False False 160,883
80 14,267 12,649 1,618 12.2% 199 1.5% 41% False False 120,697
100 14,267 12,649 1,618 12.2% 192 1.4% 41% False False 96,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54
Widest range in 116 trading days
Fibonacci Retracements and Extensions
4.250 15,237
2.618 14,513
1.618 14,069
1.000 13,794
0.618 13,625
HIGH 13,350
0.618 13,181
0.500 13,128
0.382 13,076
LOW 12,906
0.618 12,632
1.000 12,462
1.618 12,188
2.618 11,744
4.250 11,019
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 13,247 13,220
PP 13,188 13,133
S1 13,128 13,046

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

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