mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 13,410 13,344 -66 -0.5% 13,005
High 13,432 13,354 -78 -0.6% 13,493
Low 13,318 13,255 -63 -0.5% 12,742
Close 13,349 13,262 -87 -0.7% 13,422
Range 114 99 -15 -13.2% 751
ATR 229 219 -9 -4.0% 0
Volume 190,983 135,612 -55,371 -29.0% 974,331
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 13,587 13,524 13,317
R3 13,488 13,425 13,289
R2 13,389 13,389 13,280
R1 13,326 13,326 13,271 13,308
PP 13,290 13,290 13,290 13,282
S1 13,227 13,227 13,253 13,209
S2 13,191 13,191 13,244
S3 13,092 13,128 13,235
S4 12,993 13,029 13,208
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 12,906 587 4.4% 195 1.5% 61% False False 203,405
10 13,493 12,742 751 5.7% 225 1.7% 69% False False 203,708
20 13,690 12,742 948 7.1% 241 1.8% 55% False False 223,511
40 14,267 12,742 1,525 11.5% 220 1.7% 34% False False 203,270
60 14,267 12,742 1,525 11.5% 192 1.4% 34% False False 173,286
80 14,267 12,649 1,618 12.2% 193 1.5% 38% False False 130,043
100 14,267 12,649 1,618 12.2% 193 1.5% 38% False False 104,048
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 13,775
2.618 13,613
1.618 13,514
1.000 13,453
0.618 13,415
HIGH 13,354
0.618 13,316
0.500 13,305
0.382 13,293
LOW 13,255
0.618 13,194
1.000 13,156
1.618 13,095
2.618 12,996
4.250 12,834
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 13,305 13,374
PP 13,290 13,337
S1 13,276 13,299

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

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