mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 12,567 12,640 73 0.6% 12,460
High 12,631 12,654 23 0.2% 12,631
Low 12,545 12,592 47 0.4% 12,405
Close 12,626 12,628 2 0.0% 12,626
Range 86 62 -24 -27.9% 226
ATR 98 96 -3 -2.6% 0
Volume 7,886 86,983 79,097 1,003.0% 389,155
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,811 12,781 12,662
R3 12,749 12,719 12,645
R2 12,687 12,687 12,639
R1 12,657 12,657 12,634 12,641
PP 12,625 12,625 12,625 12,617
S1 12,595 12,595 12,622 12,579
S2 12,563 12,563 12,617
S3 12,501 12,533 12,611
S4 12,439 12,471 12,594
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 12,654 12,417 237 1.9% 99 0.8% 89% True False 70,901
10 12,654 12,405 249 2.0% 110 0.9% 90% True False 90,842
20 12,654 12,405 249 2.0% 98 0.8% 90% True False 83,936
40 12,654 12,176 478 3.8% 89 0.7% 95% True False 55,925
60 12,654 12,059 595 4.7% 83 0.7% 96% True False 37,292
80 12,654 11,677 977 7.7% 71 0.6% 97% True False 27,973
100 12,654 11,452 1,202 9.5% 59 0.5% 98% True False 22,380
120 12,654 11,267 1,387 11.0% 50 0.4% 98% True False 18,651
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 33
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 12,918
2.618 12,816
1.618 12,754
1.000 12,716
0.618 12,692
HIGH 12,654
0.618 12,630
0.500 12,623
0.382 12,616
LOW 12,592
0.618 12,554
1.000 12,530
1.618 12,492
2.618 12,430
4.250 12,329
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 12,626 12,608
PP 12,625 12,588
S1 12,623 12,568

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

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