mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 13,278 13,048 -230 -1.7% 13,589
High 13,311 13,178 -133 -1.0% 13,690
Low 13,013 12,976 -37 -0.3% 13,013
Close 13,047 12,990 -57 -0.4% 13,047
Range 298 202 -96 -32.2% 677
ATR 216 215 -1 -0.5% 0
Volume 351,038 292,700 -58,338 -16.6% 1,288,654
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,654 13,524 13,101
R3 13,452 13,322 13,046
R2 13,250 13,250 13,027
R1 13,120 13,120 13,009 13,084
PP 13,048 13,048 13,048 13,030
S1 12,918 12,918 12,972 12,882
S2 12,846 12,846 12,953
S3 12,644 12,716 12,935
S4 12,442 12,514 12,879
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 15,281 14,841 13,419
R3 14,604 14,164 13,233
R2 13,927 13,927 13,171
R1 13,487 13,487 13,109 13,369
PP 13,250 13,250 13,250 13,191
S1 12,810 12,810 12,985 12,692
S2 12,573 12,573 12,923
S3 11,896 12,133 12,861
S4 11,219 11,456 12,675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,690 12,976 714 5.5% 272 2.1% 2% False True 261,942
10 13,994 12,976 1,018 7.8% 242 1.9% 1% False True 220,746
20 14,085 12,976 1,109 8.5% 220 1.7% 1% False True 213,142
40 14,267 12,976 1,291 9.9% 183 1.4% 1% False True 174,937
60 14,267 12,976 1,291 9.9% 176 1.4% 1% False True 120,702
80 14,267 12,649 1,618 12.5% 194 1.5% 21% False False 90,551
100 14,267 12,649 1,618 12.5% 167 1.3% 21% False False 72,444
Crabel Price Patterns
NR True
NR4 True
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 43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,037
2.618 13,707
1.618 13,505
1.000 13,380
0.618 13,303
HIGH 13,178
0.618 13,101
0.500 13,077
0.382 13,053
LOW 12,976
0.618 12,851
1.000 12,774
1.618 12,649
2.618 12,447
4.250 12,118
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 13,077 13,203
PP 13,048 13,132
S1 13,019 13,061

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

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