mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 13,268 13,501 233 1.8% 13,005
High 13,483 13,653 170 1.3% 13,493
Low 13,267 13,424 157 1.2% 12,742
Close 13,456 13,617 161 1.2% 13,422
Range 216 229 13 6.0% 751
ATR 219 220 1 0.3% 0
Volume 130,834 164,753 33,919 25.9% 974,331
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,252 14,163 13,743
R3 14,023 13,934 13,680
R2 13,794 13,794 13,659
R1 13,705 13,705 13,638 13,750
PP 13,565 13,565 13,565 13,587
S1 13,476 13,476 13,596 13,521
S2 13,336 13,336 13,575
S3 13,107 13,247 13,554
S4 12,878 13,018 13,491
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 13,653 13,255 398 2.9% 169 1.2% 91% True False 164,405
10 13,653 12,742 911 6.7% 219 1.6% 96% True False 181,767
20 13,653 12,742 911 6.7% 237 1.7% 96% True False 218,662
40 14,267 12,742 1,525 11.2% 224 1.6% 57% False False 205,785
60 14,267 12,742 1,525 11.2% 194 1.4% 57% False False 178,097
80 14,267 12,649 1,618 11.9% 194 1.4% 60% False False 133,732
100 14,267 12,649 1,618 11.9% 196 1.4% 60% False False 107,004
120 14,267 12,649 1,618 11.9% 175 1.3% 60% False False 89,171
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,626
2.618 14,253
1.618 14,024
1.000 13,882
0.618 13,795
HIGH 13,653
0.618 13,566
0.500 13,539
0.382 13,512
LOW 13,424
0.618 13,283
1.000 13,195
1.618 13,054
2.618 12,825
4.250 12,451
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 13,591 13,563
PP 13,565 13,508
S1 13,539 13,454

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

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