mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 13,406 13,423 17 0.1% 13,450
High 13,476 13,581 105 0.8% 13,610
Low 13,375 13,401 26 0.2% 13,200
Close 13,429 13,536 107 0.8% 13,262
Range 101 180 79 78.2% 410
ATR 192 191 -1 -0.4% 0
Volume 4,646 11,735 7,089 152.6% 2,114
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,046 13,971 13,635
R3 13,866 13,791 13,586
R2 13,686 13,686 13,569
R1 13,611 13,611 13,553 13,649
PP 13,506 13,506 13,506 13,525
S1 13,431 13,431 13,520 13,469
S2 13,326 13,326 13,503
S3 13,146 13,251 13,487
S4 12,966 13,071 13,437
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,587 14,335 13,488
R3 14,177 13,925 13,375
R2 13,767 13,767 13,337
R1 13,515 13,515 13,300 13,436
PP 13,357 13,357 13,357 13,318
S1 13,105 13,105 13,225 13,026
S2 12,947 12,947 13,187
S3 12,537 12,695 13,149
S4 12,127 12,285 13,037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,581 13,137 444 3.3% 185 1.4% 90% True False 4,273
10 13,610 13,137 473 3.5% 171 1.3% 84% False False 2,330
20 13,610 12,649 961 7.1% 191 1.4% 92% False False 1,222
40 14,213 12,649 1,564 11.6% 202 1.5% 57% False False 654
60 14,213 12,649 1,564 11.6% 154 1.1% 57% False False 441
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 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,346
2.618 14,052
1.618 13,872
1.000 13,761
0.618 13,692
HIGH 13,581
0.618 13,512
0.500 13,491
0.382 13,470
LOW 13,401
0.618 13,290
1.000 13,221
1.618 13,110
2.618 12,930
4.250 12,636
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 13,521 13,494
PP 13,506 13,452
S1 13,491 13,410

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

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