mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 01-Nov-2006
Day Change Summary
Previous Current
31-Oct-2006 01-Nov-2006 Change Change % Previous Week
Open 12,184 12,211 27 0.2% 12,133
High 12,210 12,211 1 0.0% 12,275
Low 12,149 12,120 -29 -0.2% 12,124
Close 12,206 12,149 -57 -0.5% 12,225
Range 61 91 30 49.2% 151
ATR 55 58 3 4.6% 0
Volume 8 23 15 187.5% 76
Daily Pivots for day following 01-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,433 12,382 12,199
R3 12,342 12,291 12,174
R2 12,251 12,251 12,166
R1 12,200 12,200 12,157 12,180
PP 12,160 12,160 12,160 12,150
S1 12,109 12,109 12,141 12,089
S2 12,069 12,069 12,132
S3 11,978 12,018 12,124
S4 11,887 11,927 12,099
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,661 12,594 12,308
R3 12,510 12,443 12,267
R2 12,359 12,359 12,253
R1 12,292 12,292 12,239 12,326
PP 12,208 12,208 12,208 12,225
S1 12,141 12,141 12,211 12,175
S2 12,057 12,057 12,197
S3 11,906 11,990 12,184
S4 11,755 11,839 12,142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,272 12,120 152 1.3% 58 0.5% 19% False True 26
10 12,275 12,100 175 1.4% 56 0.5% 28% False False 23
20 12,275 11,925 350 2.9% 45 0.4% 64% False False 19
40 12,275 11,524 751 6.2% 37 0.3% 83% False False 14
60 12,275 11,267 1,008 8.3% 27 0.2% 88% False False 14
80 12,275 10,934 1,341 11.0% 20 0.2% 91% False False 11
100 12,275 10,928 1,347 11.1% 16 0.1% 91% False False 8
120 12,275 10,928 1,347 11.1% 14 0.1% 91% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,598
2.618 12,449
1.618 12,358
1.000 12,302
0.618 12,267
HIGH 12,211
0.618 12,176
0.500 12,166
0.382 12,155
LOW 12,120
0.618 12,064
1.000 12,029
1.618 11,973
2.618 11,882
4.250 11,733
Fisher Pivots for day following 01-Nov-2006
Pivot 1 day 3 day
R1 12,166 12,179
PP 12,160 12,169
S1 12,155 12,159

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

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