mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 12,522 12,567 45 0.4% 12,460
High 12,602 12,631 29 0.2% 12,631
Low 12,481 12,545 64 0.5% 12,405
Close 12,566 12,626 60 0.5% 12,626
Range 121 86 -35 -28.9% 226
ATR 99 98 -1 -1.0% 0
Volume 14,600 7,886 -6,714 -46.0% 389,155
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,859 12,828 12,673
R3 12,773 12,742 12,650
R2 12,687 12,687 12,642
R1 12,656 12,656 12,634 12,672
PP 12,601 12,601 12,601 12,608
S1 12,570 12,570 12,618 12,586
S2 12,515 12,515 12,610
S3 12,429 12,484 12,602
S4 12,343 12,398 12,579
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,232 13,155 12,750
R3 13,006 12,929 12,688
R2 12,780 12,780 12,668
R1 12,703 12,703 12,647 12,742
PP 12,554 12,554 12,554 12,573
S1 12,477 12,477 12,605 12,516
S2 12,328 12,328 12,585
S3 12,102 12,251 12,564
S4 11,876 12,025 12,502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,631 12,405 226 1.8% 109 0.9% 98% True False 77,831
10 12,652 12,405 247 2.0% 109 0.9% 89% False False 88,032
20 12,652 12,393 259 2.1% 98 0.8% 90% False False 85,653
40 12,652 12,176 476 3.8% 90 0.7% 95% False False 53,753
60 12,652 12,059 593 4.7% 82 0.7% 96% False False 35,843
80 12,652 11,677 975 7.7% 71 0.6% 97% False False 26,886
100 12,652 11,452 1,200 9.5% 59 0.5% 98% False False 21,511
120 12,652 11,267 1,385 11.0% 50 0.4% 98% False False 17,926
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 34
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,997
2.618 12,856
1.618 12,770
1.000 12,717
0.618 12,684
HIGH 12,631
0.618 12,598
0.500 12,588
0.382 12,578
LOW 12,545
0.618 12,492
1.000 12,459
1.618 12,406
2.618 12,320
4.250 12,180
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 12,613 12,592
PP 12,601 12,558
S1 12,588 12,524

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

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