mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 12-Jul-2006
Day Change Summary
Previous Current
11-Jul-2006 12-Jul-2006 Change Change % Previous Week
Open 11,360 11,234 -126 -1.1% 11,440
High 11,360 11,234 -126 -1.1% 11,440
Low 11,360 11,234 -126 -1.1% 11,310
Close 11,360 11,234 -126 -1.1% 11,310
Range
ATR 73 76 4 5.3% 0
Volume
Daily Pivots for day following 12-Jul-2006
Classic Woodie Camarilla DeMark
R4 11,234 11,234 11,234
R3 11,234 11,234 11,234
R2 11,234 11,234 11,234
R1 11,234 11,234 11,234 11,234
PP 11,234 11,234 11,234 11,234
S1 11,234 11,234 11,234 11,234
S2 11,234 11,234 11,234
S3 11,234 11,234 11,234
S4 11,234 11,234 11,234
Weekly Pivots for week ending 07-Jul-2006
Classic Woodie Camarilla DeMark
R4 11,743 11,657 11,382
R3 11,613 11,527 11,346
R2 11,483 11,483 11,334
R1 11,397 11,397 11,322 11,375
PP 11,353 11,353 11,353 11,343
S1 11,267 11,267 11,298 11,245
S2 11,223 11,223 11,286
S3 11,093 11,137 11,274
S4 10,963 11,007 11,239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,440 11,234 206 1.8% 0 0.0% 0% False True
10 11,440 11,209 231 2.1% 0 0.0% 11% False False
20 11,440 11,055 385 3.4% 0 0.0% 46% False False
40 11,706 10,928 778 6.9% 0 0.0% 39% False False
60 11,944 10,928 1,016 9.0% 0 0.0% 30% False False
80 11,944 10,928 1,016 9.0% 0 0.0% 30% False 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 11,234
2.618 11,234
1.618 11,234
1.000 11,234
0.618 11,234
HIGH 11,234
0.618 11,234
0.500 11,234
0.382 11,234
LOW 11,234
0.618 11,234
1.000 11,234
1.618 11,234
2.618 11,234
4.250 11,234
Fisher Pivots for day following 12-Jul-2006
Pivot 1 day 3 day
R1 11,234 11,297
PP 11,234 11,276
S1 11,234 11,255

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

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