mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 14,076 14,183 107 0.8% 14,147
High 14,193 14,205 12 0.1% 14,267
Low 14,038 13,967 -71 -0.5% 14,015
Close 14,179 14,066 -113 -0.8% 14,179
Range 155 238 83 53.5% 252
ATR 152 158 6 4.0% 0
Volume 223,193 141,927 -81,266 -36.4% 702,813
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,793 14,668 14,197
R3 14,555 14,430 14,132
R2 14,317 14,317 14,110
R1 14,192 14,192 14,088 14,136
PP 14,079 14,079 14,079 14,051
S1 13,954 13,954 14,044 13,898
S2 13,841 13,841 14,022
S3 13,603 13,716 14,001
S4 13,365 13,478 13,935
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 14,910 14,796 14,318
R3 14,658 14,544 14,248
R2 14,406 14,406 14,225
R1 14,292 14,292 14,202 14,349
PP 14,154 14,154 14,154 14,182
S1 14,040 14,040 14,156 14,097
S2 13,902 13,902 14,133
S3 13,650 13,788 14,110
S4 13,398 13,536 14,041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,267 13,967 300 2.1% 191 1.4% 33% False True 141,485
10 14,267 13,967 300 2.1% 147 1.0% 33% False True 135,189
20 14,267 13,472 795 5.7% 147 1.0% 75% False False 136,732
40 14,267 13,109 1,158 8.2% 155 1.1% 83% False False 74,482
60 14,267 12,649 1,618 11.5% 185 1.3% 88% False False 49,687
80 14,267 12,649 1,618 11.5% 153 1.1% 88% False False 37,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 15,217
2.618 14,828
1.618 14,590
1.000 14,443
0.618 14,352
HIGH 14,205
0.618 14,114
0.500 14,086
0.382 14,058
LOW 13,967
0.618 13,820
1.000 13,729
1.618 13,582
2.618 13,344
4.250 12,956
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 14,086 14,117
PP 14,079 14,100
S1 14,073 14,083

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

View Archives - Comment on this page... - Back to Index of Symbols