mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 29-Sep-2006
Day Change Summary
Previous Current
28-Sep-2006 29-Sep-2006 Change Change % Previous Week
Open 11,850 11,860 10 0.1% 11,740
High 11,859 11,870 11 0.1% 11,870
Low 11,820 11,860 40 0.3% 11,740
Close 11,849 11,829 -20 -0.2% 11,829
Range 39 10 -29 -74.4% 130
ATR 51 49 -2 -4.2% 0
Volume 6 9 3 50.0% 106
Daily Pivots for day following 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,883 11,866 11,835
R3 11,873 11,856 11,832
R2 11,863 11,863 11,831
R1 11,846 11,846 11,830 11,850
PP 11,853 11,853 11,853 11,855
S1 11,836 11,836 11,828 11,840
S2 11,843 11,843 11,827
S3 11,833 11,826 11,826
S4 11,823 11,816 11,824
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,203 12,146 11,901
R3 12,073 12,016 11,865
R2 11,943 11,943 11,853
R1 11,886 11,886 11,841 11,915
PP 11,813 11,813 11,813 11,827
S1 11,756 11,756 11,817 11,785
S2 11,683 11,683 11,805
S3 11,553 11,626 11,793
S4 11,423 11,496 11,758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,870 11,740 130 1.1% 33 0.3% 68% True False 21
10 11,870 11,677 193 1.6% 25 0.2% 79% True False 12
20 11,870 11,524 346 2.9% 18 0.2% 88% True False 7
40 11,870 11,267 603 5.1% 13 0.1% 93% True False 11
60 11,870 10,934 936 7.9% 9 0.1% 96% True False 7
80 11,870 10,928 942 8.0% 7 0.1% 96% True False 5
100 11,944 10,928 1,016 8.6% 5 0.0% 89% False False 4
120 11,944 10,928 1,016 8.6% 4 0.0% 89% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,913
2.618 11,896
1.618 11,886
1.000 11,880
0.618 11,876
HIGH 11,870
0.618 11,866
0.500 11,865
0.382 11,864
LOW 11,860
0.618 11,854
1.000 11,850
1.618 11,844
2.618 11,834
4.250 11,818
Fisher Pivots for day following 29-Sep-2006
Pivot 1 day 3 day
R1 11,865 11,845
PP 11,853 11,840
S1 11,841 11,834

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

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