mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 21-Sep-2006
Day Change Summary
Previous Current
20-Sep-2006 21-Sep-2006 Change Change % Previous Week
Open 11,867 11,793 -74 -0.6% 11,617
High 11,867 11,793 -74 -0.6% 11,830
Low 11,867 11,793 -74 -0.6% 11,617
Close 11,867 11,793 -74 -0.6% 11,830
Range
ATR 43 45 2 5.3% 0
Volume
Daily Pivots for day following 21-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,793 11,793 11,793
R3 11,793 11,793 11,793
R2 11,793 11,793 11,793
R1 11,793 11,793 11,793 11,793
PP 11,793 11,793 11,793 11,793
S1 11,793 11,793 11,793 11,793
S2 11,793 11,793 11,793
S3 11,793 11,793 11,793
S4 11,793 11,793 11,793
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,398 12,327 11,947
R3 12,185 12,114 11,889
R2 11,972 11,972 11,869
R1 11,901 11,901 11,850 11,937
PP 11,759 11,759 11,759 11,777
S1 11,688 11,688 11,811 11,724
S2 11,546 11,546 11,791
S3 11,333 11,475 11,772
S4 11,120 11,262 11,713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,867 11,793 74 0.6% 0 0.0% 0% False True
10 11,867 11,605 262 2.2% 0 0.0% 72% False False
20 11,867 11,523 344 2.9% 0 0.0% 78% False False
40 11,867 11,338 529 4.5% 0 0.0% 86% False False
60 11,867 11,005 862 7.3% 0 0.0% 91% False False
Crabel Price Patterns
NR False
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 0
Fibonacci Retracements and Extensions
4.250 11,793
2.618 11,793
1.618 11,793
1.000 11,793
0.618 11,793
HIGH 11,793
0.618 11,793
0.500 11,793
0.382 11,793
LOW 11,793
0.618 11,793
1.000 11,793
1.618 11,793
2.618 11,793
4.250 11,793
Fisher Pivots for day following 21-Sep-2006
Pivot 1 day 3 day
R1 11,793 11,830
PP 11,793 11,818
S1 11,793 11,805

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

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