mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 13,055 12,832 -223 -1.7% 13,242
High 13,156 13,090 -66 -0.5% 13,267
Low 12,823 12,815 -8 -0.1% 12,882
Close 12,843 13,026 183 1.4% 13,056
Range 333 275 -58 -17.4% 385
ATR 193 199 6 3.0% 0
Volume 41 462 421 1,026.8% 718
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,802 13,689 13,177
R3 13,527 13,414 13,102
R2 13,252 13,252 13,077
R1 13,139 13,139 13,051 13,196
PP 12,977 12,977 12,977 13,005
S1 12,864 12,864 13,001 12,921
S2 12,702 12,702 12,976
S3 12,427 12,589 12,951
S4 12,152 12,314 12,875
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,223 14,025 13,268
R3 13,838 13,640 13,162
R2 13,453 13,453 13,127
R1 13,255 13,255 13,091 13,162
PP 13,068 13,068 13,068 13,022
S1 12,870 12,870 13,021 12,777
S2 12,683 12,683 12,986
S3 12,298 12,485 12,950
S4 11,913 12,100 12,844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,156 12,815 341 2.6% 196 1.5% 62% False True 207
10 13,485 12,815 670 5.1% 196 1.5% 31% False True 143
20 14,042 12,815 1,227 9.4% 213 1.6% 17% False True 109
40 14,369 12,815 1,554 11.9% 161 1.2% 14% False True 67
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 34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,259
2.618 13,810
1.618 13,535
1.000 13,365
0.618 13,260
HIGH 13,090
0.618 12,985
0.500 12,953
0.382 12,920
LOW 12,815
0.618 12,645
1.000 12,540
1.618 12,370
2.618 12,095
4.250 11,646
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 13,002 13,013
PP 12,977 12,999
S1 12,953 12,986

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

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