mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 12,541 12,554 13 0.1% 12,607
High 12,576 12,557 -19 -0.2% 12,652
Low 12,468 12,429 -39 -0.3% 12,429
Close 12,549 12,450 -99 -0.8% 12,450
Range 108 128 20 18.5% 223
ATR 91 94 3 2.9% 0
Volume 120,680 126,571 5,891 4.9% 391,395
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,863 12,784 12,521
R3 12,735 12,656 12,485
R2 12,607 12,607 12,474
R1 12,528 12,528 12,462 12,504
PP 12,479 12,479 12,479 12,466
S1 12,400 12,400 12,438 12,376
S2 12,351 12,351 12,427
S3 12,223 12,272 12,415
S4 12,095 12,144 12,380
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,179 13,038 12,573
R3 12,956 12,815 12,511
R2 12,733 12,733 12,491
R1 12,592 12,592 12,471 12,551
PP 12,510 12,510 12,510 12,490
S1 12,369 12,369 12,430 12,328
S2 12,287 12,287 12,409
S3 12,064 12,146 12,389
S4 11,841 11,923 12,327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,652 12,429 223 1.8% 110 0.9% 9% False True 98,233
10 12,652 12,411 241 1.9% 100 0.8% 16% False False 79,928
20 12,652 12,336 316 2.5% 91 0.7% 36% False False 87,725
40 12,652 12,176 476 3.8% 87 0.7% 58% False False 44,027
60 12,652 11,985 667 5.4% 75 0.6% 70% False False 29,357
80 12,652 11,677 975 7.8% 65 0.5% 79% False False 22,021
100 12,652 11,399 1,253 10.1% 54 0.4% 84% False False 17,620
120 12,652 11,017 1,635 13.1% 45 0.4% 88% False False 14,683
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,101
2.618 12,892
1.618 12,764
1.000 12,685
0.618 12,636
HIGH 12,557
0.618 12,508
0.500 12,493
0.382 12,478
LOW 12,429
0.618 12,350
1.000 12,301
1.618 12,222
2.618 12,094
4.250 11,885
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 12,493 12,541
PP 12,479 12,510
S1 12,464 12,480

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

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