mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 21-Sep-2006
Day Change Summary
Previous Current
20-Sep-2006 21-Sep-2006 Change Change % Previous Week
Open 11,750 11,720 -30 -0.3% 11,527
High 11,819 11,720 -99 -0.8% 11,765
Low 11,750 11,702 -48 -0.4% 11,527
Close 11,782 11,708 -74 -0.6% 11,745
Range 69 18 -51 -73.9% 238
ATR 47 49 2 5.1% 0
Volume 10 2 -8 -80.0% 16
Daily Pivots for day following 21-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,764 11,754 11,718
R3 11,746 11,736 11,713
R2 11,728 11,728 11,711
R1 11,718 11,718 11,710 11,714
PP 11,710 11,710 11,710 11,708
S1 11,700 11,700 11,706 11,696
S2 11,692 11,692 11,705
S3 11,674 11,682 11,703
S4 11,656 11,664 11,698
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,393 12,307 11,876
R3 12,155 12,069 11,811
R2 11,917 11,917 11,789
R1 11,831 11,831 11,767 11,874
PP 11,679 11,679 11,679 11,701
S1 11,593 11,593 11,723 11,636
S2 11,441 11,441 11,701
S3 11,203 11,355 11,680
S4 10,965 11,117 11,614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,819 11,702 117 1.0% 21 0.2% 5% False True 4
10 11,819 11,527 292 2.5% 20 0.2% 62% False False 3
20 11,819 11,452 367 3.1% 13 0.1% 70% False False 9
40 11,819 11,267 552 4.7% 9 0.1% 80% False False 8
60 11,819 10,934 885 7.6% 6 0.0% 87% False False 5
80 11,819 10,928 891 7.6% 4 0.0% 88% False False 4
100 11,944 10,928 1,016 8.7% 4 0.0% 77% False False 3
120 11,944 10,928 1,016 8.7% 3 0.0% 77% False False 2
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 0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,797
2.618 11,767
1.618 11,749
1.000 11,738
0.618 11,731
HIGH 11,720
0.618 11,713
0.500 11,711
0.382 11,709
LOW 11,702
0.618 11,691
1.000 11,684
1.618 11,673
2.618 11,655
4.250 11,626
Fisher Pivots for day following 21-Sep-2006
Pivot 1 day 3 day
R1 11,711 11,761
PP 11,710 11,743
S1 11,709 11,726

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

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