mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 30-Oct-2006
Day Change Summary
Previous Current
27-Oct-2006 30-Oct-2006 Change Change % Previous Week
Open 12,272 12,208 -64 -0.5% 12,133
High 12,272 12,237 -35 -0.3% 12,275
Low 12,202 12,176 -26 -0.2% 12,124
Close 12,225 12,209 -16 -0.1% 12,225
Range 70 61 -9 -12.9% 151
ATR 55 55 0 0.8% 0
Volume 7 56 49 700.0% 76
Daily Pivots for day following 30-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,390 12,361 12,243
R3 12,329 12,300 12,226
R2 12,268 12,268 12,220
R1 12,239 12,239 12,215 12,254
PP 12,207 12,207 12,207 12,215
S1 12,178 12,178 12,204 12,193
S2 12,146 12,146 12,198
S3 12,085 12,117 12,192
S4 12,024 12,056 12,176
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,661 12,594 12,308
R3 12,510 12,443 12,267
R2 12,359 12,359 12,253
R1 12,292 12,292 12,239 12,326
PP 12,208 12,208 12,208 12,225
S1 12,141 12,141 12,211 12,175
S2 12,057 12,057 12,197
S3 11,906 11,990 12,184
S4 11,755 11,839 12,142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,275 12,176 99 0.8% 43 0.3% 33% False True 22
10 12,275 12,035 240 2.0% 44 0.4% 73% False False 21
20 12,275 11,855 420 3.4% 44 0.4% 84% False False 19
40 12,275 11,524 751 6.2% 33 0.3% 91% False False 13
60 12,275 11,267 1,008 8.3% 24 0.2% 93% False False 14
80 12,275 10,934 1,341 11.0% 18 0.1% 95% False False 10
100 12,275 10,928 1,347 11.0% 15 0.1% 95% False False 8
120 12,275 10,928 1,347 11.0% 12 0.1% 95% False False 7
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 9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,496
2.618 12,397
1.618 12,336
1.000 12,298
0.618 12,275
HIGH 12,237
0.618 12,214
0.500 12,207
0.382 12,199
LOW 12,176
0.618 12,138
1.000 12,115
1.618 12,077
2.618 12,016
4.250 11,917
Fisher Pivots for day following 30-Oct-2006
Pivot 1 day 3 day
R1 12,208 12,224
PP 12,207 12,219
S1 12,207 12,214

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

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