mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 03-Oct-2006
Day Change Summary
Previous Current
02-Oct-2006 03-Oct-2006 Change Change % Previous Week
Open 11,827 11,870 43 0.4% 11,740
High 11,888 11,896 8 0.1% 11,870
Low 11,827 11,855 28 0.2% 11,740
Close 11,815 11,871 56 0.5% 11,829
Range 61 41 -20 -32.8% 130
ATR 50 52 2 4.5% 0
Volume 3 5 2 66.7% 106
Daily Pivots for day following 03-Oct-2006
Classic Woodie Camarilla DeMark
R4 11,997 11,975 11,894
R3 11,956 11,934 11,882
R2 11,915 11,915 11,879
R1 11,893 11,893 11,875 11,904
PP 11,874 11,874 11,874 11,880
S1 11,852 11,852 11,867 11,863
S2 11,833 11,833 11,864
S3 11,792 11,811 11,860
S4 11,751 11,770 11,849
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 11,896 11,820 76 0.6% 37 0.3% 67% True False 15
10 11,896 11,677 219 1.8% 36 0.3% 89% True False 12
20 11,896 11,524 372 3.1% 23 0.2% 93% True False 7
40 11,896 11,267 629 5.3% 15 0.1% 96% True False 11
60 11,896 10,934 962 8.1% 10 0.1% 97% True False 7
80 11,896 10,928 968 8.2% 8 0.1% 97% True False 5
100 11,896 10,928 968 8.2% 6 0.1% 97% True False 4
120 11,944 10,928 1,016 8.6% 5 0.0% 93% False False 3
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 6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,070
2.618 12,003
1.618 11,962
1.000 11,937
0.618 11,921
HIGH 11,896
0.618 11,880
0.500 11,876
0.382 11,871
LOW 11,855
0.618 11,830
1.000 11,814
1.618 11,789
2.618 11,748
4.250 11,681
Fisher Pivots for day following 03-Oct-2006
Pivot 1 day 3 day
R1 11,876 11,868
PP 11,874 11,865
S1 11,873 11,862

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

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