mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 22-Nov-2006
Day Change Summary
Previous Current
21-Nov-2006 22-Nov-2006 Change Change % Previous Week
Open 12,445 12,450 5 0.0% 12,215
High 12,450 12,468 18 0.1% 12,470
Low 12,415 12,415 0 0.0% 12,210
Close 12,436 12,443 7 0.1% 12,456
Range 35 53 18 51.4% 260
ATR 70 69 -1 -1.7% 0
Volume 38 58 20 52.6% 270
Daily Pivots for day following 22-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,601 12,575 12,472
R3 12,548 12,522 12,458
R2 12,495 12,495 12,453
R1 12,469 12,469 12,448 12,456
PP 12,442 12,442 12,442 12,435
S1 12,416 12,416 12,438 12,403
S2 12,389 12,389 12,433
S3 12,336 12,363 12,429
S4 12,283 12,310 12,414
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 12,370 104 0.8% 56 0.4% 70% False False 57
10 12,474 12,180 294 2.4% 70 0.6% 89% False False 48
20 12,474 12,059 415 3.3% 71 0.6% 93% False False 35
40 12,474 11,820 654 5.3% 57 0.5% 95% False False 25
60 12,474 11,490 984 7.9% 44 0.4% 97% False False 20
80 12,474 11,267 1,207 9.7% 34 0.3% 97% False False 18
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% 23 0.2% 98% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,693
2.618 12,607
1.618 12,554
1.000 12,521
0.618 12,501
HIGH 12,468
0.618 12,448
0.500 12,442
0.382 12,435
LOW 12,415
0.618 12,382
1.000 12,362
1.618 12,329
2.618 12,276
4.250 12,190
Fisher Pivots for day following 22-Nov-2006
Pivot 1 day 3 day
R1 12,443 12,445
PP 12,442 12,444
S1 12,442 12,444

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

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