mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 13,291 13,341 50 0.4% 13,005
High 13,371 13,493 122 0.9% 13,493
Low 13,241 13,306 65 0.5% 12,742
Close 13,333 13,422 89 0.7% 13,422
Range 130 187 57 43.8% 751
ATR 241 237 -4 -1.6% 0
Volume 221,731 199,846 -21,885 -9.9% 974,331
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,968 13,882 13,525
R3 13,781 13,695 13,474
R2 13,594 13,594 13,456
R1 13,508 13,508 13,439 13,551
PP 13,407 13,407 13,407 13,429
S1 13,321 13,321 13,405 13,364
S2 13,220 13,220 13,388
S3 13,033 13,134 13,371
S4 12,846 12,947 13,319
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 15,472 15,198 13,835
R3 14,721 14,447 13,629
R2 13,970 13,970 13,560
R1 13,696 13,696 13,491 13,833
PP 13,219 13,219 13,219 13,288
S1 12,945 12,945 13,353 13,082
S2 12,468 12,468 13,284
S3 11,717 12,194 13,216
S4 10,966 11,443 13,009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,493 12,742 751 5.6% 272 2.0% 91% True False 194,866
10 13,493 12,742 751 5.6% 246 1.8% 91% True False 220,873
20 13,690 12,742 948 7.1% 250 1.9% 72% False False 232,216
40 14,267 12,742 1,525 11.4% 221 1.6% 45% False False 200,718
60 14,267 12,742 1,525 11.4% 195 1.5% 45% False False 167,888
80 14,267 12,649 1,618 12.1% 198 1.5% 48% False False 125,966
100 14,267 12,649 1,618 12.1% 193 1.4% 48% False False 100,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,288
2.618 13,983
1.618 13,796
1.000 13,680
0.618 13,609
HIGH 13,493
0.618 13,422
0.500 13,400
0.382 13,378
LOW 13,306
0.618 13,191
1.000 13,119
1.618 13,004
2.618 12,817
4.250 12,511
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 13,415 13,348
PP 13,407 13,274
S1 13,400 13,200

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

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