mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 08-Dec-2006
Day Change Summary
Previous Current
07-Dec-2006 08-Dec-2006 Change Change % Previous Week
Open 12,405 12,374 -31 -0.2% 12,300
High 12,466 12,433 -33 -0.3% 12,466
Low 12,362 12,336 -26 -0.2% 12,291
Close 12,374 12,396 22 0.2% 12,396
Range 104 97 -7 -6.7% 175
ATR 84 85 1 1.1% 0
Volume 88,864 123,284 34,420 38.7% 224,794
Daily Pivots for day following 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,679 12,635 12,449
R3 12,582 12,538 12,423
R2 12,485 12,485 12,414
R1 12,441 12,441 12,405 12,463
PP 12,388 12,388 12,388 12,400
S1 12,344 12,344 12,387 12,366
S2 12,291 12,291 12,378
S3 12,194 12,247 12,369
S4 12,097 12,150 12,343
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,909 12,828 12,492
R3 12,734 12,653 12,444
R2 12,559 12,559 12,428
R1 12,478 12,478 12,412 12,519
PP 12,384 12,384 12,384 12,405
S1 12,303 12,303 12,380 12,344
S2 12,209 12,209 12,364
S3 12,034 12,128 12,348
S4 11,859 11,953 12,300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,466 12,291 175 1.4% 87 0.7% 60% False False 44,958
10 12,466 12,176 290 2.3% 107 0.9% 76% False False 22,782
20 12,474 12,176 298 2.4% 84 0.7% 74% False False 11,424
40 12,474 12,035 439 3.5% 71 0.6% 82% False False 5,721
60 12,474 11,677 797 6.4% 60 0.5% 90% False False 3,819
80 12,474 11,452 1,022 8.2% 47 0.4% 92% False False 2,867
100 12,474 11,057 1,417 11.4% 39 0.3% 94% False False 2,294
120 12,474 10,934 1,540 12.4% 32 0.3% 95% False False 1,912
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 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,845
2.618 12,687
1.618 12,590
1.000 12,530
0.618 12,493
HIGH 12,433
0.618 12,396
0.500 12,385
0.382 12,373
LOW 12,336
0.618 12,276
1.000 12,239
1.618 12,179
2.618 12,082
4.250 11,924
Fisher Pivots for day following 08-Dec-2006
Pivot 1 day 3 day
R1 12,392 12,401
PP 12,388 12,399
S1 12,385 12,398

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

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