mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 13,244 13,242 -2 0.0% 13,134
High 13,302 13,267 -35 -0.3% 13,485
Low 13,182 13,043 -139 -1.1% 13,062
Close 13,267 13,068 -199 -1.5% 13,267
Range 120 224 104 86.7% 423
ATR 185 187 3 1.5% 0
Volume 84 58 -26 -31.0% 308
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,798 13,657 13,191
R3 13,574 13,433 13,130
R2 13,350 13,350 13,109
R1 13,209 13,209 13,089 13,168
PP 13,126 13,126 13,126 13,105
S1 12,985 12,985 13,048 12,944
S2 12,902 12,902 13,027
S3 12,678 12,761 13,007
S4 12,454 12,537 12,945
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,540 14,327 13,500
R3 14,117 13,904 13,383
R2 13,694 13,694 13,345
R1 13,481 13,481 13,306 13,588
PP 13,271 13,271 13,271 13,325
S1 13,058 13,058 13,228 13,165
S2 12,848 12,848 13,190
S3 12,425 12,635 13,151
S4 12,002 12,212 13,034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,485 13,043 442 3.4% 205 1.6% 6% False True 60
10 13,755 13,043 712 5.4% 218 1.7% 4% False True 70
20 14,042 13,043 999 7.6% 189 1.4% 3% False True 65
40 14,369 13,043 1,326 10.1% 137 1.0% 2% False True 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,219
2.618 13,854
1.618 13,630
1.000 13,491
0.618 13,406
HIGH 13,267
0.618 13,182
0.500 13,155
0.382 13,129
LOW 13,043
0.618 12,905
1.000 12,819
1.618 12,681
2.618 12,457
4.250 12,091
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 13,155 13,202
PP 13,126 13,157
S1 13,097 13,113

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

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