mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 08-Jan-2007
Day Change Summary
Previous Current
05-Jan-2007 08-Jan-2007 Change Change % Previous Week
Open 12,554 12,460 -94 -0.7% 12,607
High 12,557 12,514 -43 -0.3% 12,652
Low 12,429 12,405 -24 -0.2% 12,429
Close 12,450 12,492 42 0.3% 12,450
Range 128 109 -19 -14.8% 223
ATR 94 95 1 1.1% 0
Volume 126,571 121,633 -4,938 -3.9% 391,395
Daily Pivots for day following 08-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,797 12,754 12,552
R3 12,688 12,645 12,522
R2 12,579 12,579 12,512
R1 12,536 12,536 12,502 12,558
PP 12,470 12,470 12,470 12,481
S1 12,427 12,427 12,482 12,449
S2 12,361 12,361 12,472
S3 12,252 12,318 12,462
S4 12,143 12,209 12,432
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 12,405 247 2.0% 120 1.0% 35% False True 110,784
10 12,652 12,405 247 2.0% 106 0.8% 35% False True 85,856
20 12,652 12,336 316 2.5% 94 0.7% 49% False False 93,317
40 12,652 12,176 476 3.8% 87 0.7% 66% False False 47,067
60 12,652 12,025 627 5.0% 77 0.6% 74% False False 31,385
80 12,652 11,677 975 7.8% 66 0.5% 84% False False 23,542
100 12,652 11,450 1,202 9.6% 55 0.4% 87% False False 18,837
120 12,652 11,057 1,595 12.8% 46 0.4% 90% False False 15,697
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 12,977
2.618 12,799
1.618 12,690
1.000 12,623
0.618 12,581
HIGH 12,514
0.618 12,472
0.500 12,460
0.382 12,447
LOW 12,405
0.618 12,338
1.000 12,296
1.618 12,229
2.618 12,120
4.250 11,942
Fisher Pivots for day following 08-Jan-2007
Pivot 1 day 3 day
R1 12,481 12,492
PP 12,470 12,491
S1 12,460 12,491

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

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