mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 13-Oct-2006
Day Change Summary
Previous Current
12-Oct-2006 13-Oct-2006 Change Change % Previous Week
Open 12,093 12,081 -12 -0.1% 11,952
High 12,124 12,081 -43 -0.4% 12,124
Low 12,025 12,081 56 0.5% 11,952
Close 12,086 12,103 17 0.1% 12,103
Range 99 0 -99 -100.0% 172
ATR 57 54 -4 -6.5% 0
Volume 18 12 -6 -33.3% 42
Daily Pivots for day following 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,088 12,096 12,103
R3 12,088 12,096 12,103
R2 12,088 12,088 12,103
R1 12,096 12,096 12,103 12,092
PP 12,088 12,088 12,088 12,087
S1 12,096 12,096 12,103 12,092
S2 12,088 12,088 12,103
S3 12,088 12,096 12,103
S4 12,088 12,096 12,103
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,576 12,511 12,198
R3 12,404 12,339 12,150
R2 12,232 12,232 12,135
R1 12,167 12,167 12,119 12,200
PP 12,060 12,060 12,060 12,076
S1 11,995 11,995 12,087 12,028
S2 11,888 11,888 12,072
S3 11,716 11,823 12,056
S4 11,544 11,651 12,009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,124 11,952 172 1.4% 31 0.3% 88% False False 8
10 12,124 11,827 297 2.5% 51 0.4% 93% False False 18
20 12,124 11,677 447 3.7% 38 0.3% 95% False False 15
40 12,124 11,452 672 5.6% 23 0.2% 97% False False 14
60 12,124 11,057 1,067 8.8% 17 0.1% 98% False False 10
80 12,124 10,934 1,190 9.8% 13 0.1% 98% False False 7
100 12,124 10,928 1,196 9.9% 10 0.1% 98% False False 6
120 12,124 10,928 1,196 9.9% 9 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 True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 12,081
2.618 12,081
1.618 12,081
1.000 12,081
0.618 12,081
HIGH 12,081
0.618 12,081
0.500 12,081
0.382 12,081
LOW 12,081
0.618 12,081
1.000 12,081
1.618 12,081
2.618 12,081
4.250 12,081
Fisher Pivots for day following 13-Oct-2006
Pivot 1 day 3 day
R1 12,096 12,087
PP 12,088 12,071
S1 12,081 12,055

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

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