mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary
Previous Current
19-Jan-2007 22-Jan-2007 Change Change % Previous Week
Open 12,588 12,613 25 0.2% 12,640
High 12,635 12,627 -8 -0.1% 12,668
Low 12,576 12,495 -81 -0.6% 12,576
Close 12,610 12,534 -76 -0.6% 12,610
Range 59 132 73 123.7% 92
ATR 91 94 3 3.3% 0
Volume 96,213 126,151 29,938 31.1% 424,555
Daily Pivots for day following 22-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,948 12,873 12,607
R3 12,816 12,741 12,570
R2 12,684 12,684 12,558
R1 12,609 12,609 12,546 12,581
PP 12,552 12,552 12,552 12,538
S1 12,477 12,477 12,522 12,449
S2 12,420 12,420 12,510
S3 12,288 12,345 12,498
S4 12,156 12,213 12,462
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,894 12,844 12,661
R3 12,802 12,752 12,635
R2 12,710 12,710 12,627
R1 12,660 12,660 12,619 12,639
PP 12,618 12,618 12,618 12,608
S1 12,568 12,568 12,602 12,547
S2 12,526 12,526 12,593
S3 12,434 12,476 12,585
S4 12,342 12,384 12,560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,668 12,495 173 1.4% 81 0.6% 23% False True 110,141
10 12,668 12,405 263 2.1% 95 0.8% 49% False False 93,986
20 12,668 12,405 263 2.1% 97 0.8% 49% False False 86,957
40 12,668 12,176 492 3.9% 92 0.7% 73% False False 67,513
60 12,668 12,059 609 4.9% 85 0.7% 78% False False 45,019
80 12,668 11,820 848 6.8% 74 0.6% 84% False False 33,769
100 12,668 11,490 1,178 9.4% 63 0.5% 89% False False 27,016
120 12,668 11,267 1,401 11.2% 53 0.4% 90% False False 22,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 13,188
2.618 12,973
1.618 12,841
1.000 12,759
0.618 12,709
HIGH 12,627
0.618 12,577
0.500 12,561
0.382 12,546
LOW 12,495
0.618 12,414
1.000 12,363
1.618 12,282
2.618 12,150
4.250 11,934
Fisher Pivots for day following 22-Jan-2007
Pivot 1 day 3 day
R1 12,561 12,580
PP 12,552 12,565
S1 12,543 12,549

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

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