mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 19-Dec-2007
Day Change Summary
Previous Current
18-Dec-2007 19-Dec-2007 Change Change % Previous Week
Open 13,265 13,265 0 0.0% 13,649
High 13,290 13,297 7 0.1% 13,799
Low 13,096 13,144 48 0.4% 13,330
Close 13,253 13,212 -41 -0.3% 13,355
Range 194 153 -41 -21.1% 469
ATR 226 221 -5 -2.3% 0
Volume 38,339 29,800 -8,539 -22.3% 761,135
Daily Pivots for day following 19-Dec-2007
Classic Woodie Camarilla DeMark
R4 13,677 13,597 13,296
R3 13,524 13,444 13,254
R2 13,371 13,371 13,240
R1 13,291 13,291 13,226 13,255
PP 13,218 13,218 13,218 13,199
S1 13,138 13,138 13,198 13,102
S2 13,065 13,065 13,184
S3 12,912 12,985 13,170
S4 12,759 12,832 13,128
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 13,562 13,096 466 3.5% 188 1.4% 25% False False 85,828
10 13,799 13,096 703 5.3% 225 1.7% 17% False False 117,869
20 13,799 12,742 1,057 8.0% 222 1.7% 44% False False 156,303
40 13,994 12,742 1,252 9.5% 225 1.7% 38% False False 187,713
60 14,267 12,742 1,525 11.5% 205 1.6% 31% False False 177,154
80 14,267 12,742 1,525 11.5% 196 1.5% 31% False False 146,394
100 14,267 12,649 1,618 12.2% 202 1.5% 35% False False 117,138
120 14,267 12,649 1,618 12.2% 186 1.4% 35% False False 97,620
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,947
2.618 13,698
1.618 13,545
1.000 13,450
0.618 13,392
HIGH 13,297
0.618 13,239
0.500 13,221
0.382 13,203
LOW 13,144
0.618 13,050
1.000 12,991
1.618 12,897
2.618 12,744
4.250 12,494
Fisher Pivots for day following 19-Dec-2007
Pivot 1 day 3 day
R1 13,221 13,224
PP 13,218 13,220
S1 13,215 13,216

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

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