mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary
Previous Current
09-Jan-2007 10-Jan-2007 Change Change % Previous Week
Open 12,499 12,489 -10 -0.1% 12,607
High 12,535 12,545 10 0.1% 12,652
Low 12,436 12,417 -19 -0.2% 12,429
Close 12,483 12,508 25 0.2% 12,450
Range 99 128 29 29.3% 223
ATR 95 98 2 2.4% 0
Volume 128,983 116,053 -12,930 -10.0% 391,395
Daily Pivots for day following 10-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,874 12,819 12,579
R3 12,746 12,691 12,543
R2 12,618 12,618 12,532
R1 12,563 12,563 12,520 12,591
PP 12,490 12,490 12,490 12,504
S1 12,435 12,435 12,496 12,463
S2 12,362 12,362 12,485
S3 12,234 12,307 12,473
S4 12,106 12,179 12,438
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 12,576 12,405 171 1.4% 115 0.9% 60% False False 122,784
10 12,652 12,405 247 2.0% 108 0.9% 42% False False 94,698
20 12,652 12,345 307 2.5% 95 0.8% 53% False False 94,962
40 12,652 12,176 476 3.8% 90 0.7% 70% False False 53,193
60 12,652 12,035 617 4.9% 79 0.6% 77% False False 35,468
80 12,652 11,677 975 7.8% 69 0.5% 85% False False 26,605
100 12,652 11,452 1,200 9.6% 57 0.5% 88% False False 21,286
120 12,652 11,057 1,595 12.8% 48 0.4% 91% False False 17,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,089
2.618 12,880
1.618 12,752
1.000 12,673
0.618 12,624
HIGH 12,545
0.618 12,496
0.500 12,481
0.382 12,466
LOW 12,417
0.618 12,338
1.000 12,289
1.618 12,210
2.618 12,082
4.250 11,873
Fisher Pivots for day following 10-Jan-2007
Pivot 1 day 3 day
R1 12,499 12,497
PP 12,490 12,486
S1 12,481 12,475

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

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