mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 11-Dec-2006
Day Change Summary
Previous Current
08-Dec-2006 11-Dec-2006 Change Change % Previous Week
Open 12,374 12,398 24 0.2% 12,300
High 12,433 12,449 16 0.1% 12,466
Low 12,336 12,396 60 0.5% 12,291
Close 12,396 12,430 34 0.3% 12,396
Range 97 53 -44 -45.4% 175
ATR 85 83 -2 -2.7% 0
Volume 123,284 79,778 -43,506 -35.3% 224,794
Daily Pivots for day following 11-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,584 12,560 12,459
R3 12,531 12,507 12,445
R2 12,478 12,478 12,440
R1 12,454 12,454 12,435 12,466
PP 12,425 12,425 12,425 12,431
S1 12,401 12,401 12,425 12,413
S2 12,372 12,372 12,420
S3 12,319 12,348 12,416
S4 12,266 12,295 12,401
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 12,336 130 1.0% 73 0.6% 72% False False 60,719
10 12,466 12,176 290 2.3% 94 0.8% 88% False False 30,728
20 12,474 12,176 298 2.4% 83 0.7% 85% False False 15,411
40 12,474 12,035 439 3.5% 72 0.6% 90% False False 7,715
60 12,474 11,677 797 6.4% 61 0.5% 94% False False 5,149
80 12,474 11,452 1,022 8.2% 48 0.4% 96% False False 3,864
100 12,474 11,253 1,221 9.8% 39 0.3% 96% False False 3,092
120 12,474 10,934 1,540 12.4% 33 0.3% 97% False False 2,577
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 21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,674
2.618 12,588
1.618 12,535
1.000 12,502
0.618 12,482
HIGH 12,449
0.618 12,429
0.500 12,423
0.382 12,416
LOW 12,396
0.618 12,363
1.000 12,343
1.618 12,310
2.618 12,257
4.250 12,171
Fisher Pivots for day following 11-Dec-2006
Pivot 1 day 3 day
R1 12,428 12,420
PP 12,425 12,411
S1 12,423 12,401

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

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