mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 13,750 13,847 97 0.7% 13,471
High 13,850 13,879 29 0.2% 13,800
Low 13,688 13,514 -174 -1.3% 13,334
Close 13,833 13,533 -300 -2.2% 13,730
Range 162 365 203 125.3% 466
ATR 189 202 13 6.6% 0
Volume 1,305 1,913 608 46.6% 4,002
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,737 14,500 13,734
R3 14,372 14,135 13,634
R2 14,007 14,007 13,600
R1 13,770 13,770 13,567 13,706
PP 13,642 13,642 13,642 13,610
S1 13,405 13,405 13,500 13,341
S2 13,277 13,277 13,466
S3 12,912 13,040 13,433
S4 12,547 12,675 13,332
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 15,019 14,841 13,986
R3 14,553 14,375 13,858
R2 14,087 14,087 13,816
R1 13,909 13,909 13,773 13,998
PP 13,621 13,621 13,621 13,666
S1 13,443 13,443 13,687 13,532
S2 13,155 13,155 13,645
S3 12,689 12,977 13,602
S4 12,223 12,511 13,474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,879 13,347 532 3.9% 224 1.7% 35% True False 1,237
10 13,879 13,019 860 6.4% 201 1.5% 60% True False 869
20 13,879 12,815 1,064 7.9% 199 1.5% 67% True False 506
40 14,178 12,815 1,363 10.1% 193 1.4% 53% False False 281
60 14,369 12,815 1,554 11.5% 147 1.1% 46% False False 191
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 29
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 15,430
2.618 14,835
1.618 14,470
1.000 14,244
0.618 14,105
HIGH 13,879
0.618 13,740
0.500 13,697
0.382 13,654
LOW 13,514
0.618 13,289
1.000 13,149
1.618 12,924
2.618 12,559
4.250 11,963
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 13,697 13,697
PP 13,642 13,642
S1 13,588 13,588

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

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