mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 04-Dec-2006
Day Change Summary
Previous Current
01-Dec-2006 04-Dec-2006 Change Change % Previous Week
Open 12,335 12,300 -35 -0.3% 12,375
High 12,356 12,413 57 0.5% 12,406
Low 12,194 12,291 97 0.8% 12,176
Close 12,309 12,383 74 0.6% 12,309
Range 162 122 -40 -24.7% 230
ATR 84 87 3 3.2% 0
Volume 1,431 975 -456 -31.9% 3,026
Daily Pivots for day following 04-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,728 12,678 12,450
R3 12,606 12,556 12,417
R2 12,484 12,484 12,405
R1 12,434 12,434 12,394 12,459
PP 12,362 12,362 12,362 12,375
S1 12,312 12,312 12,372 12,337
S2 12,240 12,240 12,361
S3 12,118 12,190 12,350
S4 11,996 12,068 12,316
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 12,413 12,176 237 1.9% 114 0.9% 87% True False 736
10 12,468 12,176 292 2.4% 90 0.7% 71% False False 430
20 12,474 12,176 298 2.4% 83 0.7% 69% False False 237
40 12,474 11,985 489 3.9% 66 0.5% 81% False False 126
60 12,474 11,552 922 7.4% 57 0.5% 90% False False 89
80 12,474 11,284 1,190 9.6% 44 0.4% 92% False False 70
100 12,474 10,948 1,526 12.3% 36 0.3% 94% False False 56
120 12,474 10,934 1,540 12.4% 30 0.2% 94% False False 47
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 19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,932
2.618 12,733
1.618 12,611
1.000 12,535
0.618 12,489
HIGH 12,413
0.618 12,367
0.500 12,352
0.382 12,338
LOW 12,291
0.618 12,216
1.000 12,169
1.618 12,094
2.618 11,972
4.250 11,773
Fisher Pivots for day following 04-Dec-2006
Pivot 1 day 3 day
R1 12,373 12,357
PP 12,362 12,330
S1 12,352 12,304

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

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