mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 18-Dec-2006
Day Change Summary
Previous Current
15-Dec-2006 18-Dec-2006 Change Change % Previous Week
Open 12,620 12,626 6 0.0% 12,512
High 12,620 12,626 6 0.0% 12,620
Low 12,614 12,626 12 0.1% 12,418
Close 12,617 12,626 9 0.1% 12,617
Range 6 0 -6 -100.0% 202
ATR 50 47 -3 -5.9% 0
Volume 9 6 -3 -33.3% 345
Daily Pivots for day following 18-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,626 12,626 12,626
R3 12,626 12,626 12,626
R2 12,626 12,626 12,626
R1 12,626 12,626 12,626 12,626
PP 12,626 12,626 12,626 12,626
S1 12,626 12,626 12,626 12,626
S2 12,626 12,626 12,626
S3 12,626 12,626 12,626
S4 12,626 12,626 12,626
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 13,158 13,089 12,728
R3 12,956 12,887 12,673
R2 12,754 12,754 12,654
R1 12,685 12,685 12,636 12,720
PP 12,552 12,552 12,552 12,569
S1 12,483 12,483 12,599 12,518
S2 12,350 12,350 12,580
S3 12,148 12,281 12,562
S4 11,946 12,079 12,506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,626 12,418 208 1.6% 17 0.1% 100% True False 4
10 12,626 12,418 208 1.6% 26 0.2% 100% True False 89
20 12,626 12,307 319 2.5% 13 0.1% 100% True False 44
40 12,626 12,178 448 3.5% 7 0.1% 100% True False 22
60 12,626 11,905 721 5.7% 4 0.0% 100% True False 15
80 12,626 11,573 1,053 8.3% 3 0.0% 100% True False 11
100 12,626 11,338 1,288 10.2% 3 0.0% 100% True False 9
120 12,626 11,005 1,621 12.8% 2 0.0% 100% True False 7
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 5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,626
2.618 12,626
1.618 12,626
1.000 12,626
0.618 12,626
HIGH 12,626
0.618 12,626
0.500 12,626
0.382 12,626
LOW 12,626
0.618 12,626
1.000 12,626
1.618 12,626
2.618 12,626
4.250 12,626
Fisher Pivots for day following 18-Dec-2006
Pivot 1 day 3 day
R1 12,626 12,618
PP 12,626 12,610
S1 12,626 12,602

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

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