mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 13,242 13,140 -102 -0.8% 13,134
High 13,267 13,200 -67 -0.5% 13,485
Low 13,043 12,934 -109 -0.8% 13,062
Close 13,068 13,135 67 0.5% 13,267
Range 224 266 42 18.8% 423
ATR 187 193 6 3.0% 0
Volume 58 128 70 120.7% 308
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,888 13,777 13,281
R3 13,622 13,511 13,208
R2 13,356 13,356 13,184
R1 13,245 13,245 13,160 13,168
PP 13,090 13,090 13,090 13,051
S1 12,979 12,979 13,111 12,902
S2 12,824 12,824 13,086
S3 12,558 12,713 13,062
S4 12,292 12,447 12,989
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 12,934 551 4.2% 196 1.5% 36% False True 80
10 13,700 12,934 766 5.8% 231 1.8% 26% False True 76
20 14,042 12,934 1,108 8.4% 197 1.5% 18% False True 68
40 14,369 12,934 1,435 10.9% 142 1.1% 14% False True 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 14,331
2.618 13,897
1.618 13,631
1.000 13,466
0.618 13,365
HIGH 13,200
0.618 13,099
0.500 13,067
0.382 13,036
LOW 12,934
0.618 12,770
1.000 12,668
1.618 12,504
2.618 12,238
4.250 11,804
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 13,112 13,129
PP 13,090 13,124
S1 13,067 13,118

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

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