mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 14,057 14,029 -28 -0.2% 13,981
High 14,090 14,204 114 0.8% 14,204
Low 14,026 14,025 -1 0.0% 13,963
Close 14,041 14,156 115 0.8% 14,156
Range 64 179 115 179.7% 241
ATR 145 147 2 1.7% 0
Volume 131,584 87,204 -44,380 -33.7% 633,733
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,665 14,590 14,255
R3 14,486 14,411 14,205
R2 14,307 14,307 14,189
R1 14,232 14,232 14,173 14,270
PP 14,128 14,128 14,128 14,147
S1 14,053 14,053 14,140 14,091
S2 13,949 13,949 14,123
S3 13,770 13,874 14,107
S4 13,591 13,695 14,058
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,831 14,734 14,289
R3 14,590 14,493 14,222
R2 14,349 14,349 14,200
R1 14,252 14,252 14,178 14,301
PP 14,108 14,108 14,108 14,132
S1 14,011 14,011 14,134 14,060
S2 13,867 13,867 14,112
S3 13,626 13,770 14,090
S4 13,385 13,529 14,024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,204 13,963 241 1.7% 134 0.9% 80% True False 126,746
10 14,204 13,782 422 3.0% 118 0.8% 89% True False 128,031
20 14,204 13,137 1,067 7.5% 139 1.0% 96% True False 106,561
40 14,204 12,649 1,555 11.0% 171 1.2% 97% True False 53,390
60 14,213 12,649 1,564 11.0% 174 1.2% 96% False False 35,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,965
2.618 14,673
1.618 14,494
1.000 14,383
0.618 14,315
HIGH 14,204
0.618 14,136
0.500 14,115
0.382 14,094
LOW 14,025
0.618 13,915
1.000 13,846
1.618 13,736
2.618 13,557
4.250 13,264
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 14,142 14,142
PP 14,128 14,128
S1 14,115 14,114

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

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