mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 13,870 13,964 94 0.7% 13,541
High 13,999 14,036 37 0.3% 13,969
Low 13,870 13,952 82 0.6% 13,465
Close 13,958 14,005 47 0.3% 13,901
Range 129 84 -45 -34.9% 504
ATR 166 160 -6 -3.5% 0
Volume 141,581 151,662 10,081 7.1% 738,493
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,250 14,211 14,051
R3 14,166 14,127 14,028
R2 14,082 14,082 14,021
R1 14,043 14,043 14,013 14,063
PP 13,998 13,998 13,998 14,007
S1 13,959 13,959 13,997 13,979
S2 13,914 13,914 13,990
S3 13,830 13,875 13,982
S4 13,746 13,791 13,959
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 14,036 13,782 254 1.8% 113 0.8% 88% True False 134,077
10 14,036 13,434 602 4.3% 138 1.0% 95% True False 135,202
20 14,036 13,137 899 6.4% 154 1.1% 97% True False 68,766
40 14,036 12,649 1,387 9.9% 188 1.3% 98% True False 34,441
60 14,213 12,649 1,564 11.2% 170 1.2% 87% False False 22,974
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,393
2.618 14,256
1.618 14,172
1.000 14,120
0.618 14,088
HIGH 14,036
0.618 14,004
0.500 13,994
0.382 13,984
LOW 13,952
0.618 13,900
1.000 13,868
1.618 13,816
2.618 13,732
4.250 13,595
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 14,001 13,973
PP 13,998 13,941
S1 13,994 13,909

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

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