mini-sized Dow ($5) Future December 2007

Trading Metrics calculated at close of trading on 18-Dec-2007

Day Change Summary
	Previous	Current
	17-Dec-2007	18-Dec-2007	Change	Change %	Previous Week
Open	13,352	13,265	-87	-0.7%	13,649
High	13,352	13,290	-62	-0.5%	13,799
Low	13,164	13,096	-68	-0.5%	13,330
Close	13,184	13,253	69	0.5%	13,355
Range	188	194	6	3.2%	469
ATR	228	226	-2	-1.1%	0
Volume	34,130	38,339	4,209	12.3%	761,135

Daily Pivots for day following 18-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	13,795	13,718	13,360
R3	13,601	13,524	13,306
R2	13,407	13,407	13,289
R1	13,330	13,330	13,271	13,272
PP	13,213	13,213	13,213	13,184
S1	13,136	13,136	13,235	13,078
S2	13,019	13,019	13,218
S3	12,825	12,942	13,200
S4	12,631	12,748	13,146

Weekly Pivots for week ending 14-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,902	14,597	13,613
R3	14,433	14,128	13,484
R2	13,964	13,964	13,441
R1	13,659	13,659	13,398	13,577
PP	13,495	13,495	13,495	13,454
S1	13,190	13,190	13,312	13,108
S2	13,026	13,026	13,269
S3	12,557	12,721	13,226
S4	12,088	12,252	13,097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,755	13,096	659	5.0%	242	1.8%	24%	False	True	122,611
10	13,799	13,096	703	5.3%	232	1.7%	22%	False	True	127,972
20	13,799	12,742	1,057	8.0%	228	1.7%	48%	False	False	165,840
40	13,994	12,742	1,252	9.4%	225	1.7%	41%	False	False	192,959
60	14,267	12,742	1,525	11.5%	204	1.5%	34%	False	False	178,854
80	14,267	12,742	1,525	11.5%	195	1.5%	34%	False	False	146,023
100	14,267	12,649	1,618	12.2%	202	1.5%	37%	False	False	116,840
120	14,267	12,649	1,618	12.2%	185	1.4%	37%	False	False	97,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,115
2.618	13,798
1.618	13,604
1.000	13,484
0.618	13,410
HIGH	13,290
0.618	13,216
0.500	13,193
0.382	13,170
LOW	13,096
0.618	12,976
1.000	12,902
1.618	12,782
2.618	12,588
4.250	12,272

Fisher Pivots for day following 18-Dec-2007
Pivot	1 day	3 day
R1	13,233	13,329
PP	13,213	13,304
S1	13,193	13,278

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols