mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 20-Dec-2007
Day Change Summary
Previous Current
19-Dec-2007 20-Dec-2007 Change Change % Previous Week
Open 13,344 13,302 -42 -0.3% 13,750
High 13,385 13,364 -21 -0.2% 13,879
Low 13,229 13,233 4 0.0% 13,411
Close 13,298 13,350 52 0.4% 13,440
Range 156 131 -25 -16.0% 468
ATR 209 204 -6 -2.7% 0
Volume 193,764 161,355 -32,409 -16.7% 139,585
Daily Pivots for day following 20-Dec-2007
Classic Woodie Camarilla DeMark
R4 13,709 13,660 13,422
R3 13,578 13,529 13,386
R2 13,447 13,447 13,374
R1 13,398 13,398 13,362 13,423
PP 13,316 13,316 13,316 13,328
S1 13,267 13,267 13,338 13,292
S2 13,185 13,185 13,326
S3 13,054 13,136 13,314
S4 12,923 13,005 13,278
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 13,647 13,181 466 3.5% 179 1.3% 36% False False 155,743
10 13,879 13,181 698 5.2% 219 1.6% 24% False False 79,850
20 13,879 12,815 1,064 8.0% 213 1.6% 50% False False 40,159
40 14,042 12,815 1,227 9.2% 202 1.5% 44% False False 20,120
60 14,369 12,815 1,554 11.6% 168 1.3% 34% False False 13,420
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 55
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 13,921
2.618 13,707
1.618 13,576
1.000 13,495
0.618 13,445
HIGH 13,364
0.618 13,314
0.500 13,299
0.382 13,283
LOW 13,233
0.618 13,152
1.000 13,102
1.618 13,021
2.618 12,890
4.250 12,676
Fisher Pivots for day following 20-Dec-2007
Pivot 1 day 3 day
R1 13,333 13,328
PP 13,316 13,305
S1 13,299 13,283

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

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