mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 31-Oct-2006
Day Change Summary
Previous Current
30-Oct-2006 31-Oct-2006 Change Change % Previous Week
Open 12,292 12,289 -3 0.0% 12,313
High 12,292 12,289 -3 0.0% 12,359
Low 12,292 12,289 -3 0.0% 12,307
Close 12,292 12,289 -3 0.0% 12,307
Range
ATR 31 29 -2 -6.5% 0
Volume
Daily Pivots for day following 31-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,289 12,289 12,289
R3 12,289 12,289 12,289
R2 12,289 12,289 12,289
R1 12,289 12,289 12,289 12,289
PP 12,289 12,289 12,289 12,289
S1 12,289 12,289 12,289 12,289
S2 12,289 12,289 12,289
S3 12,289 12,289 12,289
S4 12,289 12,289 12,289
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,480 12,446 12,336
R3 12,428 12,394 12,321
R2 12,376 12,376 12,317
R1 12,342 12,342 12,312 12,333
PP 12,324 12,324 12,324 12,320
S1 12,290 12,290 12,302 12,281
S2 12,272 12,272 12,298
S3 12,220 12,238 12,293
S4 12,168 12,186 12,279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,359 12,289 70 0.6% 0 0.0% 0% False True
10 12,359 12,210 149 1.2% 0 0.0% 53% False False
20 12,359 12,076 283 2.3% 0 0.0% 75% False False
40 12,359 11,573 786 6.4% 0 0.0% 91% False False
60 12,359 11,338 1,021 8.3% 0 0.0% 93% False False
80 12,359 11,005 1,354 11.0% 0 0.0% 95% 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 12,289
2.618 12,289
1.618 12,289
1.000 12,289
0.618 12,289
HIGH 12,289
0.618 12,289
0.500 12,289
0.382 12,289
LOW 12,289
0.618 12,289
1.000 12,289
1.618 12,289
2.618 12,289
4.250 12,289
Fisher Pivots for day following 31-Oct-2006
Pivot 1 day 3 day
R1 12,289 12,298
PP 12,289 12,295
S1 12,289 12,292

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

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