mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 20-Dec-2007
Day Change Summary
Previous Current
19-Dec-2007 20-Dec-2007 Change Change % Previous Week
Open 13,265 13,212 -53 -0.4% 13,649
High 13,297 13,275 -22 -0.2% 13,799
Low 13,144 13,151 7 0.1% 13,330
Close 13,212 13,263 51 0.4% 13,355
Range 153 124 -29 -19.0% 469
ATR 221 214 -7 -3.1% 0
Volume 29,800 21,088 -8,712 -29.2% 761,135
Daily Pivots for day following 20-Dec-2007
Classic Woodie Camarilla DeMark
R4 13,602 13,556 13,331
R3 13,478 13,432 13,297
R2 13,354 13,354 13,286
R1 13,308 13,308 13,274 13,331
PP 13,230 13,230 13,230 13,241
S1 13,184 13,184 13,252 13,207
S2 13,106 13,106 13,240
S3 12,982 13,060 13,229
S4 12,858 12,936 13,195
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,902 14,597 13,613
R3 14,433 14,128 13,484
R2 13,964 13,964 13,441
R1 13,659 13,659 13,398 13,577
PP 13,495 13,495 13,495 13,454
S1 13,190 13,190 13,312 13,108
S2 13,026 13,026 13,269
S3 12,557 12,721 13,226
S4 12,088 12,252 13,097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,562 13,096 466 3.5% 177 1.3% 36% False False 41,337
10 13,799 13,096 703 5.3% 215 1.6% 24% False False 103,502
20 13,799 12,742 1,057 8.0% 217 1.6% 49% False False 142,634
40 13,994 12,742 1,252 9.4% 223 1.7% 42% False False 183,701
60 14,267 12,742 1,525 11.5% 205 1.5% 34% False False 175,146
80 14,267 12,742 1,525 11.5% 195 1.5% 34% False False 146,656
100 14,267 12,649 1,618 12.2% 200 1.5% 38% False False 117,348
120 14,267 12,649 1,618 12.2% 187 1.4% 38% False False 97,796
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,802
2.618 13,600
1.618 13,476
1.000 13,399
0.618 13,352
HIGH 13,275
0.618 13,228
0.500 13,213
0.382 13,198
LOW 13,151
0.618 13,074
1.000 13,027
1.618 12,950
2.618 12,826
4.250 12,624
Fisher Pivots for day following 20-Dec-2007
Pivot 1 day 3 day
R1 13,246 13,241
PP 13,230 13,219
S1 13,213 13,197

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

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