mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 24-Oct-2006
Day Change Summary
Previous Current
23-Oct-2006 24-Oct-2006 Change Change % Previous Week
Open 12,133 12,255 122 1.0% 12,096
High 12,258 12,255 -3 0.0% 12,156
Low 12,124 12,255 131 1.1% 12,035
Close 12,227 12,261 34 0.3% 12,132
Range 134 0 -134 -100.0% 121
ATR 56 54 -2 -3.5% 0
Volume 19 1 -18 -94.7% 87
Daily Pivots for day following 24-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,257 12,259 12,261
R3 12,257 12,259 12,261
R2 12,257 12,257 12,261
R1 12,259 12,259 12,261 12,258
PP 12,257 12,257 12,257 12,257
S1 12,259 12,259 12,261 12,258
S2 12,257 12,257 12,261
S3 12,257 12,259 12,261
S4 12,257 12,259 12,261
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 12,100 158 1.3% 46 0.4% 102% False False 20
10 12,258 11,985 273 2.2% 33 0.3% 101% False False 14
20 12,258 11,820 438 3.6% 41 0.3% 101% False False 17
40 12,258 11,490 768 6.3% 29 0.2% 100% False False 12
60 12,258 11,267 991 8.1% 21 0.2% 100% False False 12
80 12,258 10,934 1,324 10.8% 16 0.1% 100% False False 9
100 12,258 10,928 1,330 10.8% 13 0.1% 100% False False 7
120 12,258 10,928 1,330 10.8% 11 0.1% 100% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,255
2.618 12,255
1.618 12,255
1.000 12,255
0.618 12,255
HIGH 12,255
0.618 12,255
0.500 12,255
0.382 12,255
LOW 12,255
0.618 12,255
1.000 12,255
1.618 12,255
2.618 12,255
4.250 12,255
Fisher Pivots for day following 24-Oct-2006
Pivot 1 day 3 day
R1 12,259 12,238
PP 12,257 12,214
S1 12,255 12,191

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

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