mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 14,152 14,106 -46 -0.3% 13,896
High 14,191 14,116 -75 -0.5% 14,036
Low 14,092 14,024 -68 -0.5% 13,782
Close 14,106 14,052 -54 -0.4% 13,994
Range 99 92 -7 -7.1% 254
ATR 156 151 -5 -2.9% 0
Volume 164,099 124,265 -39,834 -24.3% 646,577
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,340 14,288 14,103
R3 14,248 14,196 14,077
R2 14,156 14,156 14,069
R1 14,104 14,104 14,061 14,084
PP 14,064 14,064 14,064 14,054
S1 14,012 14,012 14,044 13,992
S2 13,972 13,972 14,035
S3 13,880 13,920 14,027
S4 13,788 13,828 14,002
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,699 14,601 14,134
R3 14,445 14,347 14,064
R2 14,191 14,191 14,041
R1 14,093 14,093 14,017 14,142
PP 13,937 13,937 13,937 13,962
S1 13,839 13,839 13,971 13,888
S2 13,683 13,683 13,948
S3 13,429 13,585 13,924
S4 13,175 13,331 13,854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,198 13,932 266 1.9% 117 0.8% 45% False False 138,251
10 14,198 13,782 416 3.0% 115 0.8% 65% False False 134,722
20 14,198 13,137 1,061 7.6% 146 1.0% 86% False False 95,673
40 14,198 12,649 1,549 11.0% 176 1.3% 91% False False 47,926
60 14,213 12,649 1,564 11.1% 175 1.2% 90% False False 31,967
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,507
2.618 14,357
1.618 14,265
1.000 14,208
0.618 14,173
HIGH 14,116
0.618 14,081
0.500 14,070
0.382 14,059
LOW 14,024
0.618 13,967
1.000 13,932
1.618 13,875
2.618 13,783
4.250 13,633
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 14,070 14,081
PP 14,064 14,071
S1 14,058 14,062

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

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