mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 12,930 13,055 125 1.0% 13,242
High 13,057 13,156 99 0.8% 13,267
Low 12,930 12,823 -107 -0.8% 12,882
Close 13,056 12,843 -213 -1.6% 13,056
Range 127 333 206 162.2% 385
ATR 182 193 11 5.9% 0
Volume 190 41 -149 -78.4% 718
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 13,940 13,724 13,026
R3 13,607 13,391 12,935
R2 13,274 13,274 12,904
R1 13,058 13,058 12,874 13,000
PP 12,941 12,941 12,941 12,911
S1 12,725 12,725 12,813 12,667
S2 12,608 12,608 12,782
S3 12,275 12,392 12,752
S4 11,942 12,059 12,660
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,223 14,025 13,268
R3 13,838 13,640 13,162
R2 13,453 13,453 13,127
R1 13,255 13,255 13,091 13,162
PP 13,068 13,068 13,068 13,022
S1 12,870 12,870 13,021 12,777
S2 12,683 12,683 12,986
S3 12,298 12,485 12,950
S4 11,913 12,100 12,844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,200 12,823 377 2.9% 194 1.5% 5% False True 140
10 13,485 12,823 662 5.2% 200 1.6% 3% False True 100
20 14,042 12,823 1,219 9.5% 202 1.6% 2% False True 88
40 14,369 12,823 1,546 12.0% 155 1.2% 1% False True 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 14,571
2.618 14,028
1.618 13,695
1.000 13,489
0.618 13,362
HIGH 13,156
0.618 13,029
0.500 12,990
0.382 12,950
LOW 12,823
0.618 12,617
1.000 12,490
1.618 12,284
2.618 11,951
4.250 11,408
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 12,990 12,990
PP 12,941 12,941
S1 12,892 12,892

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

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