mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 13,341 13,410 69 0.5% 13,005
High 13,493 13,432 -61 -0.5% 13,493
Low 13,306 13,318 12 0.1% 12,742
Close 13,422 13,349 -73 -0.5% 13,422
Range 187 114 -73 -39.0% 751
ATR 237 229 -9 -3.7% 0
Volume 199,846 190,983 -8,863 -4.4% 974,331
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 13,708 13,643 13,412
R3 13,594 13,529 13,380
R2 13,480 13,480 13,370
R1 13,415 13,415 13,360 13,391
PP 13,366 13,366 13,366 13,354
S1 13,301 13,301 13,339 13,277
S2 13,252 13,252 13,328
S3 13,138 13,187 13,318
S4 13,024 13,073 13,286
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 12,759 734 5.5% 227 1.7% 80% False False 219,603
10 13,493 12,742 751 5.6% 241 1.8% 81% False False 214,650
20 13,690 12,742 948 7.1% 245 1.8% 64% False False 230,313
40 14,267 12,742 1,525 11.4% 220 1.6% 40% False False 203,312
60 14,267 12,742 1,525 11.4% 193 1.4% 40% False False 171,062
80 14,267 12,649 1,618 12.1% 195 1.5% 43% False False 128,351
100 14,267 12,649 1,618 12.1% 192 1.4% 43% False False 102,693
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 13,917
2.618 13,731
1.618 13,617
1.000 13,546
0.618 13,503
HIGH 13,432
0.618 13,389
0.500 13,375
0.382 13,362
LOW 13,318
0.618 13,248
1.000 13,204
1.618 13,134
2.618 13,020
4.250 12,834
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 13,375 13,367
PP 13,366 13,361
S1 13,358 13,355

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

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