mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 12,613 12,538 -75 -0.6% 12,640
High 12,627 12,600 -27 -0.2% 12,668
Low 12,495 12,511 16 0.1% 12,576
Close 12,534 12,592 58 0.5% 12,610
Range 132 89 -43 -32.6% 92
ATR 94 93 0 -0.3% 0
Volume 126,151 105,106 -21,045 -16.7% 424,555
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,835 12,802 12,641
R3 12,746 12,713 12,617
R2 12,657 12,657 12,608
R1 12,624 12,624 12,600 12,641
PP 12,568 12,568 12,568 12,576
S1 12,535 12,535 12,584 12,552
S2 12,479 12,479 12,576
S3 12,390 12,446 12,568
S4 12,301 12,357 12,543
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% 86 0.7% 56% False False 113,765
10 12,668 12,417 251 2.0% 93 0.7% 70% False False 92,333
20 12,668 12,405 263 2.1% 99 0.8% 71% False False 89,094
40 12,668 12,176 492 3.9% 93 0.7% 85% False False 70,139
60 12,668 12,059 609 4.8% 86 0.7% 88% False False 46,771
80 12,668 11,820 848 6.7% 75 0.6% 91% False False 35,082
100 12,668 11,490 1,178 9.4% 64 0.5% 94% False False 28,067
120 12,668 11,267 1,401 11.1% 54 0.4% 95% False False 23,391
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,978
2.618 12,833
1.618 12,744
1.000 12,689
0.618 12,655
HIGH 12,600
0.618 12,566
0.500 12,556
0.382 12,545
LOW 12,511
0.618 12,456
1.000 12,422
1.618 12,367
2.618 12,278
4.250 12,133
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 12,580 12,583
PP 12,568 12,574
S1 12,556 12,565

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

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