mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 26-Sep-2006
Day Change Summary
Previous Current
25-Sep-2006 26-Sep-2006 Change Change % Previous Week
Open 11,740 11,784 44 0.4% 11,760
High 11,763 11,820 57 0.5% 11,819
Low 11,740 11,760 20 0.2% 11,677
Close 11,732 11,832 100 0.9% 11,677
Range 23 60 37 160.9% 142
ATR 51 53 3 5.3% 0
Volume 5 31 26 520.0% 17
Daily Pivots for day following 26-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,984 11,968 11,865
R3 11,924 11,908 11,849
R2 11,864 11,864 11,843
R1 11,848 11,848 11,838 11,856
PP 11,804 11,804 11,804 11,808
S1 11,788 11,788 11,827 11,796
S2 11,744 11,744 11,821
S3 11,684 11,728 11,816
S4 11,624 11,668 11,799
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,150 12,056 11,755
R3 12,008 11,914 11,716
R2 11,866 11,866 11,703
R1 11,772 11,772 11,690 11,748
PP 11,724 11,724 11,724 11,713
S1 11,630 11,630 11,664 11,606
S2 11,582 11,582 11,651
S3 11,440 11,488 11,638
S4 11,298 11,346 11,599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,820 11,677 143 1.2% 34 0.3% 108% True False 10
10 11,820 11,677 143 1.2% 19 0.2% 108% True False 6
20 11,820 11,490 330 2.8% 17 0.1% 104% True False 7
40 11,820 11,267 553 4.7% 11 0.1% 102% True False 9
60 11,820 10,934 886 7.5% 7 0.1% 101% True False 6
80 11,820 10,928 892 7.5% 5 0.0% 101% True False 4
100 11,944 10,928 1,016 8.6% 4 0.0% 89% False False 3
120 11,944 10,928 1,016 8.6% 4 0.0% 89% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,075
2.618 11,977
1.618 11,917
1.000 11,880
0.618 11,857
HIGH 11,820
0.618 11,797
0.500 11,790
0.382 11,783
LOW 11,760
0.618 11,723
1.000 11,700
1.618 11,663
2.618 11,603
4.250 11,505
Fisher Pivots for day following 26-Sep-2006
Pivot 1 day 3 day
R1 11,818 11,804
PP 11,804 11,776
S1 11,790 11,749

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

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