mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 01-Dec-2006
Day Change Summary
Previous Current
30-Nov-2006 01-Dec-2006 Change Change % Previous Week
Open 12,343 12,335 -8 -0.1% 12,375
High 12,386 12,356 -30 -0.2% 12,406
Low 12,266 12,194 -72 -0.6% 12,176
Close 12,332 12,309 -23 -0.2% 12,309
Range 120 162 42 35.0% 230
ATR 78 84 6 7.6% 0
Volume 640 1,431 791 123.6% 3,026
Daily Pivots for day following 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,772 12,703 12,398
R3 12,610 12,541 12,354
R2 12,448 12,448 12,339
R1 12,379 12,379 12,324 12,333
PP 12,286 12,286 12,286 12,263
S1 12,217 12,217 12,294 12,171
S2 12,124 12,124 12,279
S3 11,962 12,055 12,265
S4 11,800 11,893 12,220
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,987 12,878 12,436
R3 12,757 12,648 12,372
R2 12,527 12,527 12,351
R1 12,418 12,418 12,330 12,358
PP 12,297 12,297 12,297 12,267
S1 12,188 12,188 12,288 12,128
S2 12,067 12,067 12,267
S3 11,837 11,958 12,246
S4 11,607 11,728 12,183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,406 12,176 230 1.9% 126 1.0% 58% False False 605
10 12,474 12,176 298 2.4% 83 0.7% 45% False False 341
20 12,474 12,122 352 2.9% 82 0.7% 53% False False 189
40 12,474 11,952 522 4.2% 64 0.5% 68% False False 102
60 12,474 11,527 947 7.7% 55 0.4% 83% False False 73
80 12,474 11,271 1,203 9.8% 43 0.3% 86% False False 58
100 12,474 10,934 1,540 12.5% 34 0.3% 89% False False 46
120 12,474 10,934 1,540 12.5% 29 0.2% 89% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,045
2.618 12,780
1.618 12,618
1.000 12,518
0.618 12,456
HIGH 12,356
0.618 12,294
0.500 12,275
0.382 12,256
LOW 12,194
0.618 12,094
1.000 12,032
1.618 11,932
2.618 11,770
4.250 11,506
Fisher Pivots for day following 01-Dec-2006
Pivot 1 day 3 day
R1 12,298 12,303
PP 12,286 12,296
S1 12,275 12,290

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

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