mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 16-Aug-2006
Day Change Summary
Previous Current
15-Aug-2006 16-Aug-2006 Change Change % Previous Week
Open 11,399 11,510 111 1.0% 11,418
High 11,399 11,535 136 1.2% 11,418
Low 11,399 11,450 51 0.4% 11,267
Close 11,399 11,503 104 0.9% 11,271
Range 0 85 85 151
ATR 62 68 5 8.5% 0
Volume 0 26 26 0
Daily Pivots for day following 16-Aug-2006
Classic Woodie Camarilla DeMark
R4 11,751 11,712 11,550
R3 11,666 11,627 11,527
R2 11,581 11,581 11,519
R1 11,542 11,542 11,511 11,519
PP 11,496 11,496 11,496 11,485
S1 11,457 11,457 11,495 11,434
S2 11,411 11,411 11,488
S3 11,326 11,372 11,480
S4 11,241 11,287 11,456
Weekly Pivots for week ending 11-Aug-2006
Classic Woodie Camarilla DeMark
R4 11,772 11,672 11,354
R3 11,621 11,521 11,313
R2 11,470 11,470 11,299
R1 11,370 11,370 11,285 11,345
PP 11,319 11,319 11,319 11,306
S1 11,219 11,219 11,257 11,194
S2 11,168 11,168 11,243
S3 11,017 11,068 11,230
S4 10,866 10,917 11,188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,535 11,271 264 2.3% 17 0.1% 88% True False 5
10 11,535 11,267 268 2.3% 9 0.1% 88% True False 2
20 11,535 11,057 478 4.2% 4 0.0% 93% True False 1
40 11,535 10,934 601 5.2% 2 0.0% 95% True False
60 11,567 10,928 639 5.6% 2 0.0% 90% False False
80 11,944 10,928 1,016 8.8% 1 0.0% 57% False False
100 11,944 10,928 1,016 8.8% 1 0.0% 57% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 11,896
2.618 11,758
1.618 11,673
1.000 11,620
0.618 11,588
HIGH 11,535
0.618 11,503
0.500 11,493
0.382 11,483
LOW 11,450
0.618 11,398
1.000 11,365
1.618 11,313
2.618 11,228
4.250 11,089
Fisher Pivots for day following 16-Aug-2006
Pivot 1 day 3 day
R1 11,500 11,472
PP 11,496 11,441
S1 11,493 11,410

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

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