mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 03-Jan-2008
Day Change Summary
Previous Current
02-Jan-2008 03-Jan-2008 Change Change % Previous Week
Open 13,334 13,148 -186 -1.4% 13,540
High 13,376 13,194 -182 -1.4% 13,654
Low 13,050 13,078 28 0.2% 13,370
Close 13,136 13,143 7 0.1% 13,427
Range 326 116 -210 -64.4% 284
ATR 199 193 -6 -3.0% 0
Volume 52,819 166,143 113,324 214.6% 264,641
Daily Pivots for day following 03-Jan-2008
Classic Woodie Camarilla DeMark
R4 13,486 13,431 13,207
R3 13,370 13,315 13,175
R2 13,254 13,254 13,164
R1 13,199 13,199 13,154 13,169
PP 13,138 13,138 13,138 13,123
S1 13,083 13,083 13,132 13,053
S2 13,022 13,022 13,122
S3 12,906 12,967 13,111
S4 12,790 12,851 13,079
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,336 14,165 13,583
R3 14,052 13,881 13,505
R2 13,768 13,768 13,479
R1 13,597 13,597 13,453 13,541
PP 13,484 13,484 13,484 13,455
S1 13,313 13,313 13,401 13,257
S2 13,200 13,200 13,375
S3 12,916 13,029 13,349
S4 12,632 12,745 13,271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,652 13,050 602 4.6% 200 1.5% 15% False False 89,240
10 13,654 13,050 604 4.6% 171 1.3% 15% False False 105,987
20 13,879 13,050 829 6.3% 203 1.5% 11% False False 75,236
40 13,879 12,815 1,064 8.1% 206 1.6% 31% False False 37,725
60 14,369 12,815 1,554 11.8% 187 1.4% 21% False False 25,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,687
2.618 13,498
1.618 13,382
1.000 13,310
0.618 13,266
HIGH 13,194
0.618 13,150
0.500 13,136
0.382 13,122
LOW 13,078
0.618 13,006
1.000 12,962
1.618 12,890
2.618 12,774
4.250 12,585
Fisher Pivots for day following 03-Jan-2008
Pivot 1 day 3 day
R1 13,141 13,252
PP 13,138 13,216
S1 13,136 13,179

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

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