mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 12,489 12,522 33 0.3% 12,607
High 12,545 12,602 57 0.5% 12,652
Low 12,417 12,481 64 0.5% 12,429
Close 12,508 12,566 58 0.5% 12,450
Range 128 121 -7 -5.5% 223
ATR 98 99 2 1.7% 0
Volume 116,053 14,600 -101,453 -87.4% 391,395
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,913 12,860 12,633
R3 12,792 12,739 12,599
R2 12,671 12,671 12,588
R1 12,618 12,618 12,577 12,645
PP 12,550 12,550 12,550 12,563
S1 12,497 12,497 12,555 12,524
S2 12,429 12,429 12,544
S3 12,308 12,376 12,533
S4 12,187 12,255 12,500
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 12,602 12,405 197 1.6% 117 0.9% 82% True False 101,568
10 12,652 12,405 247 2.0% 111 0.9% 65% False False 92,797
20 12,652 12,345 307 2.4% 98 0.8% 72% False False 91,703
40 12,652 12,176 476 3.8% 91 0.7% 82% False False 53,557
60 12,652 12,035 617 4.9% 81 0.6% 86% False False 35,711
80 12,652 11,677 975 7.8% 70 0.6% 91% False False 26,787
100 12,652 11,452 1,200 9.5% 58 0.5% 93% False False 21,432
120 12,652 11,253 1,399 11.1% 49 0.4% 94% False False 17,861
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 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,116
2.618 12,919
1.618 12,798
1.000 12,723
0.618 12,677
HIGH 12,602
0.618 12,556
0.500 12,542
0.382 12,527
LOW 12,481
0.618 12,406
1.000 12,360
1.618 12,285
2.618 12,164
4.250 11,967
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 12,558 12,547
PP 12,550 12,528
S1 12,542 12,510

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

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