mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 28-Dec-2006
Day Change Summary
Previous Current
27-Dec-2006 28-Dec-2006 Change Change % Previous Week
Open 12,495 12,585 90 0.7% 12,536
High 12,595 12,608 13 0.1% 12,580
Low 12,491 12,551 60 0.5% 12,411
Close 12,587 12,574 -13 -0.1% 12,418
Range 104 57 -47 -45.2% 169
ATR 86 84 -2 -2.4% 0
Volume 55,540 58,876 3,336 6.0% 403,082
Daily Pivots for day following 28-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,749 12,718 12,605
R3 12,692 12,661 12,590
R2 12,635 12,635 12,585
R1 12,604 12,604 12,579 12,591
PP 12,578 12,578 12,578 12,571
S1 12,547 12,547 12,569 12,534
S2 12,521 12,521 12,564
S3 12,464 12,490 12,558
S4 12,407 12,433 12,543
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,977 12,866 12,511
R3 12,808 12,697 12,465
R2 12,639 12,639 12,449
R1 12,528 12,528 12,434 12,499
PP 12,470 12,470 12,470 12,455
S1 12,359 12,359 12,403 12,330
S2 12,301 12,301 12,387
S3 12,132 12,190 12,372
S4 11,963 12,021 12,325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,608 12,411 197 1.6% 92 0.7% 83% True False 60,928
10 12,608 12,405 203 1.6% 86 0.7% 83% True False 77,030
20 12,608 12,194 414 3.3% 89 0.7% 92% True False 66,357
40 12,608 12,059 549 4.4% 83 0.7% 94% True False 33,222
60 12,608 11,925 683 5.4% 70 0.6% 95% True False 22,154
80 12,608 11,524 1,084 8.6% 60 0.5% 97% True False 16,618
100 12,608 11,267 1,341 10.7% 49 0.4% 97% True False 13,297
120 12,608 10,934 1,674 13.3% 41 0.3% 98% True False 11,081
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,850
2.618 12,757
1.618 12,700
1.000 12,665
0.618 12,643
HIGH 12,608
0.618 12,586
0.500 12,580
0.382 12,573
LOW 12,551
0.618 12,516
1.000 12,494
1.618 12,459
2.618 12,402
4.250 12,309
Fisher Pivots for day following 28-Dec-2006
Pivot 1 day 3 day
R1 12,580 12,553
PP 12,578 12,532
S1 12,576 12,512

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

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