mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 12,621 12,628 7 0.1% 12,460
High 12,668 12,665 -3 0.0% 12,631
Low 12,601 12,582 -19 -0.2% 12,405
Close 12,639 12,603 -36 -0.3% 12,626
Range 67 83 16 23.9% 226
ATR 94 93 -1 -0.8% 0
Volume 113,493 127,866 14,373 12.7% 389,155
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,866 12,817 12,649
R3 12,783 12,734 12,626
R2 12,700 12,700 12,618
R1 12,651 12,651 12,611 12,634
PP 12,617 12,617 12,617 12,608
S1 12,568 12,568 12,596 12,551
S2 12,534 12,534 12,588
S3 12,451 12,485 12,580
S4 12,368 12,402 12,557
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 12,668 12,481 187 1.5% 84 0.7% 65% False False 70,165
10 12,668 12,405 263 2.1% 99 0.8% 75% False False 96,474
20 12,668 12,405 263 2.1% 96 0.8% 75% False False 85,044
40 12,668 12,176 492 3.9% 90 0.7% 87% False False 61,957
60 12,668 12,059 609 4.8% 84 0.7% 89% False False 41,314
80 12,668 11,740 928 7.4% 73 0.6% 93% False False 30,990
100 12,668 11,459 1,209 9.6% 61 0.5% 95% False False 24,793
120 12,668 11,267 1,401 11.1% 52 0.4% 95% False False 20,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,018
2.618 12,882
1.618 12,799
1.000 12,748
0.618 12,716
HIGH 12,665
0.618 12,633
0.500 12,624
0.382 12,614
LOW 12,582
0.618 12,531
1.000 12,499
1.618 12,448
2.618 12,365
4.250 12,229
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 12,624 12,625
PP 12,617 12,618
S1 12,610 12,610

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

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