mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 12,798 12,520 -278 -2.2% 12,888
High 12,807 12,643 -164 -1.3% 12,984
Low 12,524 12,419 -105 -0.8% 12,550
Close 12,564 12,490 -74 -0.6% 12,661
Range 283 224 -59 -20.8% 434
ATR 229 228 0 -0.1% 0
Volume
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 13,189 13,064 12,613
R3 12,965 12,840 12,552
R2 12,741 12,741 12,531
R1 12,616 12,616 12,511 12,567
PP 12,517 12,517 12,517 12,493
S1 12,392 12,392 12,470 12,343
S2 12,293 12,293 12,449
S3 12,069 12,168 12,429
S4 11,845 11,944 12,367
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 12,419 565 4.5% 262 2.1% 13% False True 149,371
10 13,194 12,419 775 6.2% 252 2.0% 9% False True 167,097
20 13,654 12,419 1,235 9.9% 216 1.7% 6% False True 136,589
40 13,879 12,419 1,460 11.7% 215 1.7% 5% False True 75,330
60 14,042 12,419 1,623 13.0% 206 1.7% 4% False True 50,242
80 14,369 12,419 1,950 15.6% 176 1.4% 4% False True 37,685
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 62
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,595
2.618 13,230
1.618 13,006
1.000 12,867
0.618 12,782
HIGH 12,643
0.618 12,558
0.500 12,531
0.382 12,505
LOW 12,419
0.618 12,281
1.000 12,195
1.618 12,057
2.618 11,833
4.250 11,467
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 12,531 12,627
PP 12,517 12,581
S1 12,504 12,536

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

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