mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 07-Jan-2008
Day Change Summary
Previous Current
04-Jan-2008 07-Jan-2008 Change Change % Previous Week
Open 13,137 12,888 -249 -1.9% 13,423
High 13,181 12,956 -225 -1.7% 13,454
Low 12,842 12,782 -60 -0.5% 12,842
Close 12,887 12,878 -9 -0.1% 12,887
Range 339 174 -165 -48.7% 612
ATR 203 201 -2 -1.0% 0
Volume 126,546 182,015 55,469 43.8% 431,420
Daily Pivots for day following 07-Jan-2008
Classic Woodie Camarilla DeMark
R4 13,394 13,310 12,974
R3 13,220 13,136 12,926
R2 13,046 13,046 12,910
R1 12,962 12,962 12,894 12,917
PP 12,872 12,872 12,872 12,850
S1 12,788 12,788 12,862 12,743
S2 12,698 12,698 12,846
S3 12,524 12,614 12,830
S4 12,350 12,440 12,782
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 13,454 12,782 672 5.2% 222 1.7% 14% False True 122,687
10 13,654 12,782 872 6.8% 194 1.5% 11% False True 101,331
20 13,879 12,782 1,097 8.5% 206 1.6% 9% False True 90,590
40 13,879 12,782 1,097 8.5% 203 1.6% 9% False True 45,436
60 14,297 12,782 1,515 11.8% 191 1.5% 6% False True 30,306
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 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,696
2.618 13,412
1.618 13,238
1.000 13,130
0.618 13,064
HIGH 12,956
0.618 12,890
0.500 12,869
0.382 12,849
LOW 12,782
0.618 12,675
1.000 12,608
1.618 12,501
2.618 12,327
4.250 12,043
Fisher Pivots for day following 07-Jan-2008
Pivot 1 day 3 day
R1 12,875 12,988
PP 12,872 12,951
S1 12,869 12,915

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

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