mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 13,140 13,127 -13 -0.1% 13,134
High 13,200 13,127 -73 -0.6% 13,485
Low 12,934 12,882 -52 -0.4% 13,062
Close 13,135 12,887 -248 -1.9% 13,267
Range 266 245 -21 -7.9% 423
ATR 193 197 4 2.2% 0
Volume 128 152 24 18.8% 308
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,700 13,539 13,022
R3 13,455 13,294 12,955
R2 13,210 13,210 12,932
R1 13,049 13,049 12,910 13,007
PP 12,965 12,965 12,965 12,945
S1 12,804 12,804 12,865 12,762
S2 12,720 12,720 12,842
S3 12,475 12,559 12,820
S4 12,230 12,314 12,752
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 13,360 12,882 478 3.7% 212 1.6% 1% False True 100
10 13,500 12,882 618 4.8% 225 1.7% 1% False True 86
20 14,042 12,882 1,160 9.0% 200 1.6% 0% False True 75
40 14,369 12,882 1,487 11.5% 147 1.1% 0% False True 46
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,168
2.618 13,769
1.618 13,524
1.000 13,372
0.618 13,279
HIGH 13,127
0.618 13,034
0.500 13,005
0.382 12,976
LOW 12,882
0.618 12,731
1.000 12,637
1.618 12,486
2.618 12,241
4.250 11,841
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 13,005 13,075
PP 12,965 13,012
S1 12,926 12,950

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

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