mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 23-Oct-2006
Day Change Summary
Previous Current
20-Oct-2006 23-Oct-2006 Change Change % Previous Week
Open 12,133 12,133 0 0.0% 12,096
High 12,133 12,258 125 1.0% 12,156
Low 12,133 12,124 -9 -0.1% 12,035
Close 12,132 12,227 95 0.8% 12,132
Range 0 134 134 121
ATR 50 56 6 12.2% 0
Volume 25 19 -6 -24.0% 87
Daily Pivots for day following 23-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,605 12,550 12,301
R3 12,471 12,416 12,264
R2 12,337 12,337 12,252
R1 12,282 12,282 12,239 12,310
PP 12,203 12,203 12,203 12,217
S1 12,148 12,148 12,215 12,176
S2 12,069 12,069 12,203
S3 11,935 12,014 12,190
S4 11,801 11,880 12,153
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,471 12,422 12,199
R3 12,350 12,301 12,165
R2 12,229 12,229 12,154
R1 12,180 12,180 12,143 12,205
PP 12,108 12,108 12,108 12,120
S1 12,059 12,059 12,121 12,084
S2 11,987 11,987 12,110
S3 11,866 11,938 12,099
S4 11,745 11,817 12,066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,258 12,035 223 1.8% 46 0.4% 86% True False 20
10 12,258 11,985 273 2.2% 33 0.3% 89% True False 14
20 12,258 11,760 498 4.1% 44 0.4% 94% True False 19
40 12,258 11,490 768 6.3% 29 0.2% 96% True False 13
60 12,258 11,267 991 8.1% 21 0.2% 97% True False 12
80 12,258 10,934 1,324 10.8% 16 0.1% 98% True False 9
100 12,258 10,928 1,330 10.9% 13 0.1% 98% True False 7
120 12,258 10,928 1,330 10.9% 11 0.1% 98% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Widest range in 153 trading days
Fibonacci Retracements and Extensions
4.250 12,828
2.618 12,609
1.618 12,475
1.000 12,392
0.618 12,341
HIGH 12,258
0.618 12,207
0.500 12,191
0.382 12,175
LOW 12,124
0.618 12,041
1.000 11,990
1.618 11,907
2.618 11,773
4.250 11,555
Fisher Pivots for day following 23-Oct-2006
Pivot 1 day 3 day
R1 12,215 12,211
PP 12,203 12,195
S1 12,191 12,179

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

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