mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 12,671 12,667 -4 0.0% 12,591
High 12,671 12,667 -4 0.0% 12,677
Low 12,671 12,667 -4 0.0% 12,591
Close 12,671 12,636 -35 -0.3% 12,636
Range
ATR 51 47 -3 -6.6% 0
Volume 1 1 0 0.0% 6
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,657 12,646 12,636
R3 12,657 12,646 12,636
R2 12,657 12,657 12,636
R1 12,646 12,646 12,636 12,652
PP 12,657 12,657 12,657 12,659
S1 12,646 12,646 12,636 12,652
S2 12,657 12,657 12,636
S3 12,657 12,646 12,636
S4 12,657 12,646 12,636
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,893 12,850 12,683
R3 12,807 12,764 12,660
R2 12,721 12,721 12,652
R1 12,678 12,678 12,644 12,700
PP 12,635 12,635 12,635 12,645
S1 12,592 12,592 12,628 12,614
S2 12,549 12,549 12,620
S3 12,463 12,506 12,612
S4 12,377 12,420 12,589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,677 12,522 155 1.2% 2 0.0% 74% False False 1
10 12,677 12,522 155 1.2% 13 0.1% 74% False False 3
20 12,677 12,394 283 2.2% 19 0.2% 86% False False 45
40 12,677 12,178 499 3.9% 10 0.1% 92% False False 22
60 12,677 12,088 589 4.7% 6 0.1% 93% False False 15
80 12,677 11,605 1,072 8.5% 5 0.0% 96% False False 11
100 12,677 11,342 1,335 10.6% 4 0.0% 97% False False 9
120 12,677 11,005 1,672 13.2% 3 0.0% 98% False False 7
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Fibonacci Retracements and Extensions
4.250 12,667
2.618 12,667
1.618 12,667
1.000 12,667
0.618 12,667
HIGH 12,667
0.618 12,667
0.500 12,667
0.382 12,667
LOW 12,667
0.618 12,667
1.000 12,667
1.618 12,667
2.618 12,667
4.250 12,667
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 12,667 12,672
PP 12,657 12,660
S1 12,646 12,648

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

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