mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
31-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 13,423 13,334 -89 -0.7% 13,540
High 13,454 13,376 -78 -0.6% 13,654
Low 13,301 13,050 -251 -1.9% 13,370
Close 13,328 13,136 -192 -1.4% 13,427
Range 153 326 173 113.1% 284
ATR 189 199 10 5.2% 0
Volume 85,912 52,819 -33,093 -38.5% 264,641
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 14,165 13,977 13,315
R3 13,839 13,651 13,226
R2 13,513 13,513 13,196
R1 13,325 13,325 13,166 13,256
PP 13,187 13,187 13,187 13,153
S1 12,999 12,999 13,106 12,930
S2 12,861 12,861 13,076
S3 12,535 12,673 13,046
S4 12,209 12,347 12,957
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,336 14,165 13,583
R3 14,052 13,881 13,505
R2 13,768 13,768 13,479
R1 13,597 13,597 13,453 13,541
PP 13,484 13,484 13,484 13,455
S1 13,313 13,313 13,401 13,257
S2 13,200 13,200 13,375
S3 12,916 13,029 13,349
S4 12,632 12,745 13,271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,652 13,050 602 4.6% 191 1.5% 14% False True 61,239
10 13,654 13,050 604 4.6% 179 1.4% 14% False True 106,082
20 13,879 13,050 829 6.3% 201 1.5% 10% False True 66,953
40 13,879 12,815 1,064 8.1% 206 1.6% 30% False False 33,574
60 14,369 12,815 1,554 11.8% 186 1.4% 21% False False 22,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 14,762
2.618 14,230
1.618 13,904
1.000 13,702
0.618 13,578
HIGH 13,376
0.618 13,252
0.500 13,213
0.382 13,175
LOW 13,050
0.618 12,849
1.000 12,724
1.618 12,523
2.618 12,197
4.250 11,665
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 13,213 13,299
PP 13,187 13,244
S1 13,162 13,190

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

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