mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 19-Dec-2006
Day Change Summary
Previous Current
18-Dec-2006 19-Dec-2006 Change Change % Previous Week
Open 12,626 12,595 -31 -0.2% 12,512
High 12,626 12,660 34 0.3% 12,620
Low 12,626 12,595 -31 -0.2% 12,418
Close 12,626 12,641 15 0.1% 12,617
Range 0 65 65 202
ATR 47 49 1 2.6% 0
Volume 6 2 -4 -66.7% 345
Daily Pivots for day following 19-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,827 12,799 12,677
R3 12,762 12,734 12,659
R2 12,697 12,697 12,653
R1 12,669 12,669 12,647 12,683
PP 12,632 12,632 12,632 12,639
S1 12,604 12,604 12,635 12,618
S2 12,567 12,567 12,629
S3 12,502 12,539 12,623
S4 12,437 12,474 12,605
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 12,660 12,472 188 1.5% 29 0.2% 90% True False 4
10 12,660 12,418 242 1.9% 32 0.3% 92% True False 90
20 12,660 12,307 353 2.8% 16 0.1% 95% True False 45
40 12,660 12,178 482 3.8% 8 0.1% 96% True False 22
60 12,660 11,905 755 6.0% 5 0.0% 97% True False 15
80 12,660 11,573 1,087 8.6% 4 0.0% 98% True False 11
100 12,660 11,338 1,322 10.5% 3 0.0% 99% True False 9
120 12,660 11,005 1,655 13.1% 3 0.0% 99% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,936
2.618 12,830
1.618 12,765
1.000 12,725
0.618 12,700
HIGH 12,660
0.618 12,635
0.500 12,628
0.382 12,620
LOW 12,595
0.618 12,555
1.000 12,530
1.618 12,490
2.618 12,425
4.250 12,319
Fisher Pivots for day following 19-Dec-2006
Pivot 1 day 3 day
R1 12,637 12,637
PP 12,632 12,632
S1 12,628 12,628

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

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