mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 02-Nov-2006
Day Change Summary
Previous Current
01-Nov-2006 02-Nov-2006 Change Change % Previous Week
Open 12,211 12,110 -101 -0.8% 12,133
High 12,211 12,130 -81 -0.7% 12,275
Low 12,120 12,092 -28 -0.2% 12,124
Close 12,149 12,122 -27 -0.2% 12,225
Range 91 38 -53 -58.2% 151
ATR 58 58 0 -0.1% 0
Volume 23 4 -19 -82.6% 76
Daily Pivots for day following 02-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,229 12,213 12,143
R3 12,191 12,175 12,133
R2 12,153 12,153 12,129
R1 12,137 12,137 12,126 12,145
PP 12,115 12,115 12,115 12,119
S1 12,099 12,099 12,119 12,107
S2 12,077 12,077 12,115
S3 12,039 12,061 12,112
S4 12,001 12,023 12,101
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 12,272 12,092 180 1.5% 64 0.5% 17% False True 19
10 12,275 12,092 183 1.5% 54 0.4% 16% False True 19
20 12,275 11,925 350 2.9% 44 0.4% 56% False False 15
40 12,275 11,527 748 6.2% 38 0.3% 80% False False 14
60 12,275 11,271 1,004 8.3% 28 0.2% 85% False False 14
80 12,275 10,934 1,341 11.1% 21 0.2% 89% False False 11
100 12,275 10,934 1,341 11.1% 17 0.1% 89% False False 8
120 12,275 10,928 1,347 11.1% 14 0.1% 89% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,292
2.618 12,230
1.618 12,192
1.000 12,168
0.618 12,154
HIGH 12,130
0.618 12,116
0.500 12,111
0.382 12,107
LOW 12,092
0.618 12,069
1.000 12,054
1.618 12,031
2.618 11,993
4.250 11,931
Fisher Pivots for day following 02-Nov-2006
Pivot 1 day 3 day
R1 12,118 12,152
PP 12,115 12,142
S1 12,111 12,132

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

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