mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 13,344 13,268 -76 -0.6% 13,005
High 13,354 13,483 129 1.0% 13,493
Low 13,255 13,267 12 0.1% 12,742
Close 13,262 13,456 194 1.5% 13,422
Range 99 216 117 118.2% 751
ATR 219 219 0 0.1% 0
Volume 135,612 130,834 -4,778 -3.5% 974,331
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,050 13,969 13,575
R3 13,834 13,753 13,516
R2 13,618 13,618 13,496
R1 13,537 13,537 13,476 13,578
PP 13,402 13,402 13,402 13,422
S1 13,321 13,321 13,436 13,362
S2 13,186 13,186 13,417
S3 12,970 13,105 13,397
S4 12,754 12,889 13,337
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 13,241 252 1.9% 149 1.1% 85% False False 175,801
10 13,493 12,742 751 5.6% 219 1.6% 95% False False 194,738
20 13,662 12,742 920 6.8% 244 1.8% 78% False False 219,120
40 14,267 12,742 1,525 11.3% 222 1.6% 47% False False 204,833
60 14,267 12,742 1,525 11.3% 192 1.4% 47% False False 175,428
80 14,267 12,649 1,618 12.0% 194 1.4% 50% False False 131,674
100 14,267 12,649 1,618 12.0% 195 1.4% 50% False False 105,356
120 14,267 12,649 1,618 12.0% 173 1.3% 50% False False 87,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,401
2.618 14,049
1.618 13,833
1.000 13,699
0.618 13,617
HIGH 13,483
0.618 13,401
0.500 13,375
0.382 13,350
LOW 13,267
0.618 13,134
1.000 13,051
1.618 12,918
2.618 12,702
4.250 12,349
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 13,429 13,427
PP 13,402 13,398
S1 13,375 13,369

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

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