mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 03-Jan-2007 Change Change % Previous Week
Open 12,574 12,607 33 0.3% 12,427
High 12,600 12,652 52 0.4% 12,608
Low 12,525 12,471 -54 -0.4% 12,415
Close 12,539 12,530 -9 -0.1% 12,539
Range 75 181 106 141.3% 193
ATR 83 90 7 8.4% 0
Volume 40,896 144,144 103,248 252.5% 188,916
Daily Pivots for day following 03-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,094 12,993 12,630
R3 12,913 12,812 12,580
R2 12,732 12,732 12,563
R1 12,631 12,631 12,547 12,591
PP 12,551 12,551 12,551 12,531
S1 12,450 12,450 12,514 12,410
S2 12,370 12,370 12,497
S3 12,189 12,269 12,480
S4 12,008 12,088 12,431
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 13,100 13,012 12,645
R3 12,907 12,819 12,592
R2 12,714 12,714 12,575
R1 12,626 12,626 12,557 12,670
PP 12,521 12,521 12,521 12,543
S1 12,433 12,433 12,521 12,477
S2 12,328 12,328 12,504
S3 12,135 12,240 12,486
S4 11,942 12,047 12,433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,652 12,415 237 1.9% 101 0.8% 49% True False 66,612
10 12,652 12,411 241 1.9% 92 0.7% 49% True False 73,614
20 12,652 12,291 361 2.9% 88 0.7% 66% True False 75,506
40 12,652 12,122 530 4.2% 85 0.7% 77% True False 37,847
60 12,652 11,952 700 5.6% 72 0.6% 83% True False 25,237
80 12,652 11,527 1,125 9.0% 63 0.5% 89% True False 18,931
100 12,652 11,271 1,381 11.0% 52 0.4% 91% True False 15,148
120 12,652 10,934 1,718 13.7% 43 0.3% 93% True False 12,623
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 23
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 13,421
2.618 13,126
1.618 12,945
1.000 12,833
0.618 12,764
HIGH 12,652
0.618 12,583
0.500 12,562
0.382 12,540
LOW 12,471
0.618 12,359
1.000 12,290
1.618 12,178
2.618 11,997
4.250 11,702
Fisher Pivots for day following 03-Jan-2007
Pivot 1 day 3 day
R1 12,562 12,562
PP 12,551 12,551
S1 12,541 12,541

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

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