mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 13,374 13,424 50 0.4% 13,055
High 13,443 13,563 120 0.9% 13,563
Low 13,328 13,384 56 0.4% 12,815
Close 13,408 13,497 89 0.7% 13,497
Range 115 179 64 55.7% 748
ATR 206 204 -2 -0.9% 0
Volume 773 391 -382 -49.4% 1,978
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 14,018 13,937 13,596
R3 13,839 13,758 13,546
R2 13,660 13,660 13,530
R1 13,579 13,579 13,514 13,620
PP 13,481 13,481 13,481 13,502
S1 13,400 13,400 13,481 13,441
S2 13,302 13,302 13,464
S3 13,123 13,221 13,448
S4 12,944 13,042 13,399
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 15,536 15,264 13,909
R3 14,788 14,516 13,703
R2 14,040 14,040 13,634
R1 13,768 13,768 13,566 13,904
PP 13,292 13,292 13,292 13,360
S1 13,020 13,020 13,429 13,156
S2 12,544 12,544 13,360
S3 11,796 12,272 13,291
S4 11,048 11,524 13,086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,563 12,815 748 5.5% 261 1.9% 91% True False 395
10 13,563 12,815 748 5.5% 217 1.6% 91% True False 269
20 13,755 12,815 940 7.0% 214 1.6% 73% False False 172
40 14,369 12,815 1,554 11.5% 175 1.3% 44% False False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,324
2.618 14,032
1.618 13,853
1.000 13,742
0.618 13,674
HIGH 13,563
0.618 13,495
0.500 13,474
0.382 13,453
LOW 13,384
0.618 13,274
1.000 13,205
1.618 13,095
2.618 12,916
4.250 12,623
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 13,489 13,428
PP 13,481 13,360
S1 13,474 13,291

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

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