mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 12,835 12,661 -174 -1.4% 12,888
High 12,839 12,834 -5 0.0% 12,984
Low 12,590 12,590 0 0.0% 12,550
Close 12,661 12,798 137 1.1% 12,661
Range 249 244 -5 -2.0% 434
ATR 223 224 2 0.7% 0
Volume 271,660 214,656 -57,004 -21.0% 1,163,626
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 13,473 13,379 12,932
R3 13,229 13,135 12,865
R2 12,985 12,985 12,843
R1 12,891 12,891 12,820 12,938
PP 12,741 12,741 12,741 12,764
S1 12,647 12,647 12,776 12,694
S2 12,497 12,497 12,753
S3 12,253 12,403 12,731
S4 12,009 12,159 12,664
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 14,034 13,781 12,900
R3 13,600 13,347 12,780
R2 13,166 13,166 12,741
R1 12,913 12,913 12,701 12,823
PP 12,732 12,732 12,732 12,686
S1 12,479 12,479 12,621 12,389
S2 12,298 12,298 12,582
S3 11,864 12,045 12,542
S4 11,430 11,611 12,422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,984 12,550 434 3.4% 278 2.2% 57% False False 239,253
10 13,454 12,550 904 7.1% 250 1.9% 27% False False 180,970
20 13,654 12,550 1,104 8.6% 211 1.6% 22% False False 149,414
40 13,879 12,550 1,329 10.4% 211 1.6% 19% False False 75,334
60 14,042 12,550 1,492 11.7% 205 1.6% 17% False False 50,243
80 14,369 12,550 1,819 14.2% 171 1.3% 14% False False 37,685
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,871
2.618 13,473
1.618 13,229
1.000 13,078
0.618 12,985
HIGH 12,834
0.618 12,741
0.500 12,712
0.382 12,683
LOW 12,590
0.618 12,439
1.000 12,346
1.618 12,195
2.618 11,951
4.250 11,553
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 12,769 12,794
PP 12,741 12,791
S1 12,712 12,787

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

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