mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary
Previous Current
10-Jan-2008 11-Jan-2008 Change Change % Previous Week
Open 12,775 12,835 60 0.5% 12,888
High 12,984 12,839 -145 -1.1% 12,984
Low 12,677 12,590 -87 -0.7% 12,550
Close 12,844 12,661 -183 -1.4% 12,661
Range 307 249 -58 -18.9% 434
ATR 220 223 2 1.1% 0
Volume 260,540 271,660 11,120 4.3% 1,163,626
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 13,444 13,301 12,798
R3 13,195 13,052 12,730
R2 12,946 12,946 12,707
R1 12,803 12,803 12,684 12,750
PP 12,697 12,697 12,697 12,670
S1 12,554 12,554 12,638 12,501
S2 12,448 12,448 12,615
S3 12,199 12,305 12,593
S4 11,950 12,056 12,524
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 14,034 13,781 12,900
R3 13,600 13,347 12,780
R2 13,166 13,166 12,741
R1 12,913 12,913 12,701 12,823
PP 12,732 12,732 12,732 12,686
S1 12,479 12,479 12,621 12,389
S2 12,298 12,298 12,582
S3 11,864 12,045 12,542
S4 11,430 11,611 12,422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,984 12,550 434 3.4% 264 2.1% 26% False False 232,725
10 13,547 12,550 997 7.9% 243 1.9% 11% False False 170,032
20 13,654 12,550 1,104 8.7% 208 1.6% 10% False False 139,227
40 13,879 12,550 1,329 10.5% 210 1.7% 8% False False 69,969
60 14,048 12,550 1,498 11.8% 202 1.6% 7% False False 46,665
80 14,369 12,550 1,819 14.4% 168 1.3% 6% False False 35,002
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 58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,897
2.618 13,491
1.618 13,242
1.000 13,088
0.618 12,993
HIGH 12,839
0.618 12,744
0.500 12,715
0.382 12,685
LOW 12,590
0.618 12,436
1.000 12,341
1.618 12,187
2.618 11,938
4.250 11,532
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 12,715 12,767
PP 12,697 12,732
S1 12,679 12,696

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

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