mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 13,837 13,870 33 0.2% 13,541
High 13,885 13,999 114 0.8% 13,969
Low 13,782 13,870 88 0.6% 13,465
Close 13,868 13,958 90 0.6% 13,901
Range 103 129 26 25.2% 504
ATR 169 166 -3 -1.6% 0
Volume 131,784 141,581 9,797 7.4% 738,493
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,329 14,273 14,029
R3 14,200 14,144 13,994
R2 14,071 14,071 13,982
R1 14,015 14,015 13,970 14,043
PP 13,942 13,942 13,942 13,957
S1 13,886 13,886 13,946 13,914
S2 13,813 13,813 13,934
S3 13,684 13,757 13,923
S4 13,555 13,628 13,887
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 15,290 15,100 14,178
R3 14,786 14,596 14,040
R2 14,282 14,282 13,994
R1 14,092 14,092 13,947 14,187
PP 13,778 13,778 13,778 13,826
S1 13,588 13,588 13,855 13,683
S2 13,274 13,274 13,809
S3 12,770 13,084 13,763
S4 12,266 12,580 13,624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,999 13,782 217 1.6% 112 0.8% 81% True False 131,194
10 13,999 13,401 598 4.3% 147 1.1% 93% True False 121,209
20 13,999 13,137 862 6.2% 163 1.2% 95% True False 61,189
40 13,999 12,649 1,350 9.7% 193 1.4% 97% True False 30,652
60 14,213 12,649 1,564 11.2% 169 1.2% 84% False False 20,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,547
2.618 14,337
1.618 14,208
1.000 14,128
0.618 14,079
HIGH 13,999
0.618 13,950
0.500 13,935
0.382 13,919
LOW 13,870
0.618 13,790
1.000 13,741
1.618 13,661
2.618 13,532
4.250 13,322
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 13,950 13,936
PP 13,942 13,913
S1 13,935 13,891

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

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