mini-sized Dow ($5) Future March 2008

Trading Metrics calculated at close of trading on 29-Oct-2007

Day Change Summary
	Previous	Current
	26-Oct-2007	29-Oct-2007	Change	Change %	Previous Week
Open	13,795	13,964	169	1.2%	13,555
High	13,980	14,000	20	0.1%	13,980
Low	13,795	13,939	144	1.0%	13,530
Close	13,928	13,987	59	0.4%	13,928
Range	185	61	-124	-67.0%	450
ATR	131	127	-4	-3.2%	0
Volume	58	52	-6	-10.3%	234

Daily Pivots for day following 29-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,158	14,134	14,021
R3	14,097	14,073	14,004
R2	14,036	14,036	13,998
R1	14,012	14,012	13,993	14,024
PP	13,975	13,975	13,975	13,982
S1	13,951	13,951	13,982	13,963
S2	13,914	13,914	13,976
S3	13,853	13,890	13,970
S4	13,792	13,829	13,954

Weekly Pivots for week ending 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	15,163	14,995	14,176
R3	14,713	14,545	14,052
R2	14,263	14,263	14,011
R1	14,095	14,095	13,969	14,179
PP	13,813	13,813	13,813	13,855
S1	13,645	13,645	13,887	13,729
S2	13,363	13,363	13,846
S3	12,913	13,195	13,804
S4	12,463	12,745	13,681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,000	13,610	390	2.8%	140	1.0%	97%	True	False	46
10	14,178	13,530	648	4.6%	139	1.0%	71%	False	False	32
20	14,369	13,530	839	6.0%	108	0.8%	54%	False	False	24

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	23
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	14,259
2.618	14,160
1.618	14,099
1.000	14,061
0.618	14,038
HIGH	14,000
0.618	13,977
0.500	13,970
0.382	13,962
LOW	13,939
0.618	13,901
1.000	13,878
1.618	13,840
2.618	13,779
4.250	13,680

Fisher Pivots for day following 29-Oct-2007
Pivot	1 day	3 day
R1	13,981	13,939
PP	13,975	13,891
S1	13,970	13,843

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