mini-sized Dow ($5) Future March 2008

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

Day Change Summary
	Previous	Current
	28-Nov-2007	29-Nov-2007	Change	Change %	Previous Week
Open	13,038	13,374	336	2.6%	13,242
High	13,423	13,443	20	0.1%	13,267
Low	13,019	13,328	309	2.4%	12,882
Close	13,382	13,408	26	0.2%	13,056
Range	404	115	-289	-71.5%	385
ATR	213	206	-7	-3.3%	0
Volume	311	773	462	148.6%	718

Daily Pivots for day following 29-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	13,738	13,688	13,471
R3	13,623	13,573	13,440
R2	13,508	13,508	13,429
R1	13,458	13,458	13,419	13,483
PP	13,393	13,393	13,393	13,406
S1	13,343	13,343	13,398	13,368
S2	13,278	13,278	13,387
S3	13,163	13,228	13,377
S4	13,048	13,113	13,345

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	13,443	12,815	628	4.7%	251	1.9%	94%	True	False	355
10	13,443	12,815	628	4.7%	211	1.6%	94%	True	False	238
20	13,758	12,815	943	7.0%	215	1.6%	63%	False	False	158
40	14,369	12,815	1,554	11.6%	173	1.3%	38%	False	False	93

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	33
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,932
2.618	13,744
1.618	13,629
1.000	13,558
0.618	13,514
HIGH	13,443
0.618	13,399
0.500	13,386
0.382	13,372
LOW	13,328
0.618	13,257
1.000	13,213
1.618	13,142
2.618	13,027
4.250	12,839

Fisher Pivots for day following 29-Nov-2007
Pivot	1 day	3 day
R1	13,401	13,315
PP	13,393	13,222
S1	13,386	13,129

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