mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 21-Nov-2006
Day Change Summary
Previous Current
20-Nov-2006 21-Nov-2006 Change Change % Previous Week
Open 12,450 12,445 -5 0.0% 12,215
High 12,474 12,450 -24 -0.2% 12,470
Low 12,420 12,415 -5 0.0% 12,210
Close 12,441 12,436 -5 0.0% 12,456
Range 54 35 -19 -35.2% 260
ATR 73 70 -3 -3.7% 0
Volume 90 38 -52 -57.8% 270
Daily Pivots for day following 21-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,539 12,522 12,455
R3 12,504 12,487 12,446
R2 12,469 12,469 12,443
R1 12,452 12,452 12,439 12,443
PP 12,434 12,434 12,434 12,429
S1 12,417 12,417 12,433 12,408
S2 12,399 12,399 12,430
S3 12,364 12,382 12,427
S4 12,329 12,347 12,417
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 13,159 13,067 12,599
R3 12,899 12,807 12,528
R2 12,639 12,639 12,504
R1 12,547 12,547 12,480 12,593
PP 12,379 12,379 12,379 12,402
S1 12,287 12,287 12,432 12,333
S2 12,119 12,119 12,408
S3 11,859 12,027 12,385
S4 11,599 11,767 12,313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,474 12,314 160 1.3% 62 0.5% 76% False False 64
10 12,474 12,180 294 2.4% 73 0.6% 87% False False 44
20 12,474 12,059 415 3.3% 72 0.6% 91% False False 33
40 12,474 11,820 654 5.3% 56 0.5% 94% False False 25
60 12,474 11,490 984 7.9% 43 0.3% 96% False False 19
80 12,474 11,267 1,207 9.7% 34 0.3% 97% False False 17
100 12,474 10,934 1,540 12.4% 27 0.2% 98% False False 14
120 12,474 10,928 1,546 12.4% 22 0.2% 98% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 12,599
2.618 12,542
1.618 12,507
1.000 12,485
0.618 12,472
HIGH 12,450
0.618 12,437
0.500 12,433
0.382 12,428
LOW 12,415
0.618 12,393
1.000 12,380
1.618 12,358
2.618 12,323
4.250 12,266
Fisher Pivots for day following 21-Nov-2006
Pivot 1 day 3 day
R1 12,435 12,440
PP 12,434 12,438
S1 12,433 12,437

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

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