mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 02-Nov-2006
Day Change Summary
Previous Current
01-Nov-2006 02-Nov-2006 Change Change % Previous Week
Open 12,233 12,206 -27 -0.2% 12,313
High 12,233 12,206 -27 -0.2% 12,359
Low 12,233 12,206 -27 -0.2% 12,307
Close 12,233 12,206 -27 -0.2% 12,307
Range
ATR 31 31 0 -1.0% 0
Volume
Daily Pivots for day following 02-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,206 12,206 12,206
R3 12,206 12,206 12,206
R2 12,206 12,206 12,206
R1 12,206 12,206 12,206 12,206
PP 12,206 12,206 12,206 12,206
S1 12,206 12,206 12,206 12,206
S2 12,206 12,206 12,206
S3 12,206 12,206 12,206
S4 12,206 12,206 12,206
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 12,307 12,206 101 0.8% 0 0.0% 0% False True
10 12,359 12,206 153 1.3% 0 0.0% 0% False True
20 12,359 12,088 271 2.2% 0 0.0% 44% False False
40 12,359 11,605 754 6.2% 0 0.0% 80% False False
60 12,359 11,342 1,017 8.3% 0 0.0% 85% False False
80 12,359 11,005 1,354 11.1% 0 0.0% 89% 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 12,206
2.618 12,206
1.618 12,206
1.000 12,206
0.618 12,206
HIGH 12,206
0.618 12,206
0.500 12,206
0.382 12,206
LOW 12,206
0.618 12,206
1.000 12,206
1.618 12,206
2.618 12,206
4.250 12,206
Fisher Pivots for day following 02-Nov-2006
Pivot 1 day 3 day
R1 12,206 12,248
PP 12,206 12,234
S1 12,206 12,220

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

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