mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 27-Sep-2006
Day Change Summary
Previous Current
26-Sep-2006 27-Sep-2006 Change Change % Previous Week
Open 11,918 11,944 26 0.2% 11,819
High 11,918 11,944 26 0.2% 11,867
Low 11,918 11,944 26 0.2% 11,763
Close 11,918 11,944 26 0.2% 11,763
Range
ATR 48 47 -2 -3.3% 0
Volume
Daily Pivots for day following 27-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,944 11,944 11,944
R3 11,944 11,944 11,944
R2 11,944 11,944 11,944
R1 11,944 11,944 11,944 11,944
PP 11,944 11,944 11,944 11,944
S1 11,944 11,944 11,944 11,944
S2 11,944 11,944 11,944
S3 11,944 11,944 11,944
S4 11,944 11,944 11,944
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,110 12,040 11,820
R3 12,006 11,936 11,792
R2 11,902 11,902 11,782
R1 11,832 11,832 11,773 11,815
PP 11,798 11,798 11,798 11,789
S1 11,728 11,728 11,754 11,711
S2 11,694 11,694 11,744
S3 11,590 11,624 11,735
S4 11,486 11,520 11,706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,944 11,763 181 1.5% 0 0.0% 100% True False
10 11,944 11,761 183 1.5% 0 0.0% 100% True False
20 11,944 11,573 371 3.1% 0 0.0% 100% True False
40 11,944 11,338 606 5.1% 0 0.0% 100% True False
60 11,944 11,005 939 7.9% 0 0.0% 100% True False
Crabel Price Patterns
NR False
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 0
Fibonacci Retracements and Extensions
4.250 11,944
2.618 11,944
1.618 11,944
1.000 11,944
0.618 11,944
HIGH 11,944
0.618 11,944
0.500 11,944
0.382 11,944
LOW 11,944
0.618 11,944
1.000 11,944
1.618 11,944
2.618 11,944
4.250 11,944
Fisher Pivots for day following 27-Sep-2006
Pivot 1 day 3 day
R1 11,944 11,923
PP 11,944 11,902
S1 11,944 11,881

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

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