mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 12,832 13,038 206 1.6% 13,242
High 13,090 13,423 333 2.5% 13,267
Low 12,815 13,019 204 1.6% 12,882
Close 13,026 13,382 356 2.7% 13,056
Range 275 404 129 46.9% 385
ATR 199 213 15 7.4% 0
Volume 462 311 -151 -32.7% 718
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,487 14,338 13,604
R3 14,083 13,934 13,493
R2 13,679 13,679 13,456
R1 13,530 13,530 13,419 13,605
PP 13,275 13,275 13,275 13,312
S1 13,126 13,126 13,345 13,201
S2 12,871 12,871 13,308
S3 12,467 12,722 13,271
S4 12,063 12,318 13,160
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 13,423 12,815 608 4.5% 228 1.7% 93% True False 238
10 13,423 12,815 608 4.5% 220 1.6% 93% True False 169
20 14,023 12,815 1,208 9.0% 227 1.7% 47% False False 123
40 14,369 12,815 1,554 11.6% 171 1.3% 36% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 15,140
2.618 14,481
1.618 14,077
1.000 13,827
0.618 13,673
HIGH 13,423
0.618 13,269
0.500 13,221
0.382 13,173
LOW 13,019
0.618 12,769
1.000 12,615
1.618 12,365
2.618 11,961
4.250 11,302
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 13,328 13,294
PP 13,275 13,207
S1 13,221 13,119

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

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