mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 15-Jan-2008
Day Change Summary
Previous Current
14-Jan-2008 15-Jan-2008 Change Change % Previous Week
Open 12,661 12,798 137 1.1% 12,888
High 12,834 12,807 -27 -0.2% 12,984
Low 12,590 12,524 -66 -0.5% 12,550
Close 12,798 12,564 -234 -1.8% 12,661
Range 244 283 39 16.0% 434
ATR 224 229 4 1.9% 0
Volume 214,656 0 -214,656 -100.0% 1,163,626
Daily Pivots for day following 15-Jan-2008
Classic Woodie Camarilla DeMark
R4 13,481 13,305 12,720
R3 13,198 13,022 12,642
R2 12,915 12,915 12,616
R1 12,739 12,739 12,590 12,686
PP 12,632 12,632 12,632 12,605
S1 12,456 12,456 12,538 12,403
S2 12,349 12,349 12,512
S3 12,066 12,173 12,486
S4 11,783 11,890 12,408
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 12,524 460 3.7% 266 2.1% 9% False True 198,056
10 13,376 12,524 852 6.8% 263 2.1% 5% False True 172,379
20 13,654 12,524 1,130 9.0% 214 1.7% 4% False True 143,350
40 13,879 12,524 1,355 10.8% 215 1.7% 3% False True 75,332
60 14,042 12,524 1,518 12.1% 205 1.6% 3% False True 50,243
80 14,369 12,524 1,845 14.7% 174 1.4% 2% False True 37,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,010
2.618 13,548
1.618 13,265
1.000 13,090
0.618 12,982
HIGH 12,807
0.618 12,699
0.500 12,666
0.382 12,632
LOW 12,524
0.618 12,349
1.000 12,241
1.618 12,066
2.618 11,783
4.250 11,321
Fisher Pivots for day following 15-Jan-2008
Pivot 1 day 3 day
R1 12,666 12,682
PP 12,632 12,642
S1 12,598 12,603

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

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