mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 04-Jan-2008
Day Change Summary
Previous Current
03-Jan-2008 04-Jan-2008 Change Change % Previous Week
Open 13,148 13,137 -11 -0.1% 13,423
High 13,194 13,181 -13 -0.1% 13,454
Low 13,078 12,842 -236 -1.8% 12,842
Close 13,143 12,887 -256 -1.9% 12,887
Range 116 339 223 192.2% 612
ATR 193 203 10 5.4% 0
Volume 166,143 126,546 -39,597 -23.8% 431,420
Daily Pivots for day following 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 13,987 13,776 13,074
R3 13,648 13,437 12,980
R2 13,309 13,309 12,949
R1 13,098 13,098 12,918 13,034
PP 12,970 12,970 12,970 12,938
S1 12,759 12,759 12,856 12,695
S2 12,631 12,631 12,825
S3 12,292 12,420 12,794
S4 11,953 12,081 12,701
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 14,897 14,504 13,224
R3 14,285 13,892 13,055
R2 13,673 13,673 12,999
R1 13,280 13,280 12,943 13,171
PP 13,061 13,061 13,061 13,006
S1 12,668 12,668 12,831 12,559
S2 12,449 12,449 12,775
S3 11,837 12,056 12,719
S4 11,225 11,444 12,551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,547 12,842 705 5.5% 222 1.7% 6% False True 107,338
10 13,654 12,842 812 6.3% 189 1.5% 6% False True 99,265
20 13,879 12,842 1,037 8.0% 209 1.6% 4% False True 81,539
40 13,879 12,815 1,064 8.3% 207 1.6% 7% False False 40,888
60 14,369 12,815 1,554 12.1% 192 1.5% 5% False False 27,273
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 35
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 14,622
2.618 14,069
1.618 13,730
1.000 13,520
0.618 13,391
HIGH 13,181
0.618 13,052
0.500 13,012
0.382 12,972
LOW 12,842
0.618 12,633
1.000 12,503
1.618 12,294
2.618 11,955
4.250 11,401
Fisher Pivots for day following 04-Jan-2008
Pivot 1 day 3 day
R1 13,012 13,109
PP 12,970 13,035
S1 12,929 12,961

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

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