mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 11-Oct-2006
Day Change Summary
Previous Current
10-Oct-2006 11-Oct-2006 Change Change % Previous Week
Open 12,009 11,985 -24 -0.2% 11,827
High 12,009 11,987 -22 -0.2% 12,020
Low 12,005 11,985 -20 -0.2% 11,827
Close 11,999 11,999 0 0.0% 12,002
Range 4 2 -2 -50.0% 193
ATR 55 52 -3 -5.3% 0
Volume 2 3 1 50.0% 140
Daily Pivots for day following 11-Oct-2006
Classic Woodie Camarilla DeMark
R4 11,996 12,000 12,000
R3 11,994 11,998 12,000
R2 11,992 11,992 11,999
R1 11,996 11,996 11,999 11,994
PP 11,990 11,990 11,990 11,990
S1 11,994 11,994 11,999 11,992
S2 11,988 11,988 11,999
S3 11,986 11,992 11,999
S4 11,984 11,990 11,998
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,529 12,458 12,108
R3 12,336 12,265 12,055
R2 12,143 12,143 12,038
R1 12,072 12,072 12,020 12,108
PP 11,950 11,950 11,950 11,967
S1 11,879 11,879 11,984 11,915
S2 11,757 11,757 11,967
S3 11,564 11,686 11,949
S4 11,371 11,493 11,896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,020 11,925 95 0.8% 42 0.4% 78% False False 21
10 12,020 11,820 200 1.7% 46 0.4% 90% False False 16
20 12,020 11,677 343 2.9% 34 0.3% 94% False False 14
40 12,020 11,450 570 4.8% 23 0.2% 96% False False 15
60 12,020 11,057 963 8.0% 15 0.1% 98% False False 10
80 12,020 10,934 1,086 9.1% 12 0.1% 98% False False 7
100 12,020 10,928 1,092 9.1% 9 0.1% 98% False False 6
120 12,020 10,928 1,092 9.1% 8 0.1% 98% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 11,996
2.618 11,992
1.618 11,990
1.000 11,989
0.618 11,988
HIGH 11,987
0.618 11,986
0.500 11,986
0.382 11,986
LOW 11,985
0.618 11,984
1.000 11,983
1.618 11,982
2.618 11,980
4.250 11,977
Fisher Pivots for day following 11-Oct-2006
Pivot 1 day 3 day
R1 11,995 11,993
PP 11,990 11,987
S1 11,986 11,981

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

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