mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 13,599 13,431 -168 -1.2% 13,750
High 13,647 13,436 -211 -1.5% 13,879
Low 13,422 13,248 -174 -1.3% 13,411
Close 13,440 13,269 -171 -1.3% 13,440
Range 225 188 -37 -16.4% 468
ATR 217 215 -2 -0.8% 0
Volume 121,289 135,209 13,920 11.5% 139,585
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 13,882 13,763 13,373
R3 13,694 13,575 13,321
R2 13,506 13,506 13,304
R1 13,387 13,387 13,286 13,353
PP 13,318 13,318 13,318 13,300
S1 13,199 13,199 13,252 13,165
S2 13,130 13,130 13,235
S3 12,942 13,011 13,217
S4 12,754 12,823 13,166
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,981 14,678 13,698
R3 14,513 14,210 13,569
R2 14,045 14,045 13,526
R1 13,742 13,742 13,483 13,660
PP 13,577 13,577 13,577 13,535
S1 13,274 13,274 13,397 13,192
S2 13,109 13,109 13,354
S3 12,641 12,806 13,311
S4 12,173 12,338 13,183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,879 13,248 631 4.8% 279 2.1% 3% False True 54,697
10 13,879 13,248 631 4.8% 224 1.7% 3% False True 27,823
20 13,879 12,815 1,064 8.0% 214 1.6% 43% False False 14,071
40 14,042 12,815 1,227 9.2% 202 1.5% 37% False False 7,068
60 14,369 12,815 1,554 11.7% 163 1.2% 29% False False 4,717
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 40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,235
2.618 13,928
1.618 13,740
1.000 13,624
0.618 13,552
HIGH 13,436
0.618 13,364
0.500 13,342
0.382 13,320
LOW 13,248
0.618 13,132
1.000 13,060
1.618 12,944
2.618 12,756
4.250 12,449
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 13,342 13,448
PP 13,318 13,388
S1 13,293 13,329

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

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