mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 13,649 13,757 108 0.8% 13,410
High 13,770 13,799 29 0.2% 13,690
Low 13,605 13,427 -178 -1.3% 13,255
Close 13,751 13,450 -301 -2.2% 13,650
Range 165 372 207 125.5% 435
ATR 210 221 12 5.5% 0
Volume 116,293 104,256 -12,037 -10.4% 772,717
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,675 14,434 13,655
R3 14,303 14,062 13,552
R2 13,931 13,931 13,518
R1 13,690 13,690 13,484 13,625
PP 13,559 13,559 13,559 13,526
S1 13,318 13,318 13,416 13,253
S2 13,187 13,187 13,382
S3 12,815 12,946 13,348
S4 12,443 12,574 13,246
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,837 14,678 13,889
R3 14,402 14,243 13,770
R2 13,967 13,967 13,730
R1 13,808 13,808 13,690 13,888
PP 13,532 13,532 13,532 13,571
S1 13,373 13,373 13,610 13,453
S2 13,097 13,097 13,570
S3 12,662 12,938 13,531
S4 12,227 12,503 13,411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,799 13,267 532 4.0% 221 1.6% 34% True False 133,334
10 13,799 12,906 893 6.6% 208 1.5% 61% True False 168,370
20 13,799 12,742 1,057 7.9% 228 1.7% 67% True False 191,359
40 14,085 12,742 1,343 10.0% 224 1.7% 53% False False 202,251
60 14,267 12,742 1,525 11.3% 198 1.5% 46% False False 180,411
80 14,267 12,742 1,525 11.3% 189 1.4% 46% False False 138,366
100 14,267 12,649 1,618 12.0% 200 1.5% 50% False False 110,712
120 14,267 12,649 1,618 12.0% 177 1.3% 50% False False 92,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 15,380
2.618 14,773
1.618 14,401
1.000 14,171
0.618 14,029
HIGH 13,799
0.618 13,657
0.500 13,613
0.382 13,569
LOW 13,427
0.618 13,197
1.000 13,055
1.618 12,825
2.618 12,453
4.250 11,846
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 13,613 13,613
PP 13,559 13,559
S1 13,504 13,504

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

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