mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 06-Nov-2006
Day Change Summary
Previous Current
03-Nov-2006 06-Nov-2006 Change Change % Previous Week
Open 12,111 12,122 11 0.1% 12,208
High 12,187 12,219 32 0.3% 12,237
Low 12,059 12,122 63 0.5% 12,059
Close 12,094 12,219 125 1.0% 12,094
Range 128 97 -31 -24.2% 178
ATR 63 67 4 7.0% 0
Volume 23 8 -15 -65.2% 114
Daily Pivots for day following 06-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,478 12,445 12,272
R3 12,381 12,348 12,246
R2 12,284 12,284 12,237
R1 12,251 12,251 12,228 12,268
PP 12,187 12,187 12,187 12,195
S1 12,154 12,154 12,210 12,171
S2 12,090 12,090 12,201
S3 11,993 12,057 12,192
S4 11,896 11,960 12,166
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,664 12,557 12,192
R3 12,486 12,379 12,143
R2 12,308 12,308 12,127
R1 12,201 12,201 12,110 12,166
PP 12,130 12,130 12,130 12,112
S1 12,023 12,023 12,078 11,988
S2 11,952 11,952 12,061
S3 11,774 11,845 12,045
S4 11,596 11,667 11,996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,219 12,059 160 1.3% 83 0.7% 100% True False 13
10 12,275 12,059 216 1.8% 63 0.5% 74% False False 17
20 12,275 11,985 290 2.4% 48 0.4% 81% False False 16
40 12,275 11,552 723 5.9% 43 0.4% 92% False False 15
60 12,275 11,284 991 8.1% 31 0.3% 94% False False 15
80 12,275 10,948 1,327 10.9% 24 0.2% 96% False False 11
100 12,275 10,934 1,341 11.0% 19 0.2% 96% False False 9
120 12,275 10,928 1,347 11.0% 16 0.1% 96% 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 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,631
2.618 12,473
1.618 12,376
1.000 12,316
0.618 12,279
HIGH 12,219
0.618 12,182
0.500 12,171
0.382 12,159
LOW 12,122
0.618 12,062
1.000 12,025
1.618 11,965
2.618 11,868
4.250 11,710
Fisher Pivots for day following 06-Nov-2006
Pivot 1 day 3 day
R1 12,203 12,192
PP 12,187 12,166
S1 12,171 12,139

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

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