mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary
Previous Current
25-Jan-2007 26-Jan-2007 Change Change % Previous Week
Open 12,669 12,544 -125 -1.0% 12,613
High 12,670 12,575 -95 -0.7% 12,674
Low 12,527 12,464 -63 -0.5% 12,464
Close 12,541 12,523 -18 -0.1% 12,523
Range 143 111 -32 -22.4% 210
ATR 96 97 1 1.1% 0
Volume 120,825 133,697 12,872 10.7% 588,771
Daily Pivots for day following 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,854 12,799 12,584
R3 12,743 12,688 12,554
R2 12,632 12,632 12,543
R1 12,577 12,577 12,533 12,549
PP 12,521 12,521 12,521 12,507
S1 12,466 12,466 12,513 12,438
S2 12,410 12,410 12,503
S3 12,299 12,355 12,493
S4 12,188 12,244 12,462
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,184 13,063 12,639
R3 12,974 12,853 12,581
R2 12,764 12,764 12,562
R1 12,643 12,643 12,542 12,599
PP 12,554 12,554 12,554 12,531
S1 12,433 12,433 12,504 12,389
S2 12,344 12,344 12,485
S3 12,134 12,223 12,465
S4 11,924 12,013 12,408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,674 12,464 210 1.7% 113 0.9% 28% False True 117,754
10 12,674 12,464 210 1.7% 92 0.7% 28% False True 102,121
20 12,674 12,405 269 2.1% 102 0.8% 44% False False 97,459
40 12,674 12,176 498 4.0% 96 0.8% 70% False False 79,064
60 12,674 12,059 615 4.9% 89 0.7% 75% False False 52,728
80 12,674 11,855 819 6.5% 78 0.6% 82% False False 39,551
100 12,674 11,524 1,150 9.2% 67 0.5% 87% False False 31,642
120 12,674 11,267 1,407 11.2% 57 0.5% 89% False False 26,371
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,047
2.618 12,866
1.618 12,755
1.000 12,686
0.618 12,644
HIGH 12,575
0.618 12,533
0.500 12,520
0.382 12,507
LOW 12,464
0.618 12,396
1.000 12,353
1.618 12,285
2.618 12,174
4.250 11,992
Fisher Pivots for day following 26-Jan-2007
Pivot 1 day 3 day
R1 12,522 12,569
PP 12,521 12,554
S1 12,520 12,538

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

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