mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 13,348 13,540 192 1.4% 13,431
High 13,568 13,654 86 0.6% 13,568
Low 13,337 13,531 194 1.5% 13,181
Close 13,550 13,627 77 0.6% 13,550
Range 231 123 -108 -46.8% 387
ATR 206 200 -6 -2.9% 0
Volume 135,237 97,174 -38,063 -28.1% 792,665
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 13,973 13,923 13,695
R3 13,850 13,800 13,661
R2 13,727 13,727 13,650
R1 13,677 13,677 13,638 13,702
PP 13,604 13,604 13,604 13,617
S1 13,554 13,554 13,616 13,579
S2 13,481 13,481 13,605
S3 13,358 13,431 13,593
S4 13,235 13,308 13,559
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,594 14,459 13,763
R3 14,207 14,072 13,657
R2 13,820 13,820 13,621
R1 13,685 13,685 13,586 13,753
PP 13,433 13,433 13,433 13,467
S1 13,298 13,298 13,515 13,366
S2 13,046 13,046 13,479
S3 12,659 12,911 13,444
S4 12,272 12,524 13,337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,654 13,181 473 3.5% 167 1.2% 94% True False 150,926
10 13,879 13,181 698 5.1% 223 1.6% 64% False False 102,811
20 13,879 12,815 1,064 7.8% 208 1.5% 76% False False 51,768
40 14,042 12,815 1,227 9.0% 205 1.5% 66% False False 25,928
60 14,369 12,815 1,554 11.4% 173 1.3% 52% False False 17,293
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 48
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 14,177
2.618 13,976
1.618 13,853
1.000 13,777
0.618 13,730
HIGH 13,654
0.618 13,607
0.500 13,593
0.382 13,578
LOW 13,531
0.618 13,455
1.000 13,408
1.618 13,332
2.618 13,209
4.250 13,008
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 13,616 13,566
PP 13,604 13,505
S1 13,593 13,444

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

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