mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 09-Jan-2007
Day Change Summary
Previous Current
08-Jan-2007 09-Jan-2007 Change Change % Previous Week
Open 12,460 12,499 39 0.3% 12,607
High 12,514 12,535 21 0.2% 12,652
Low 12,405 12,436 31 0.2% 12,429
Close 12,492 12,483 -9 -0.1% 12,450
Range 109 99 -10 -9.2% 223
ATR 95 95 0 0.3% 0
Volume 121,633 128,983 7,350 6.0% 391,395
Daily Pivots for day following 09-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,782 12,731 12,538
R3 12,683 12,632 12,510
R2 12,584 12,584 12,501
R1 12,533 12,533 12,492 12,509
PP 12,485 12,485 12,485 12,473
S1 12,434 12,434 12,474 12,410
S2 12,386 12,386 12,465
S3 12,287 12,335 12,456
S4 12,188 12,236 12,429
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,179 13,038 12,573
R3 12,956 12,815 12,511
R2 12,733 12,733 12,491
R1 12,592 12,592 12,471 12,551
PP 12,510 12,510 12,510 12,490
S1 12,369 12,369 12,430 12,328
S2 12,287 12,287 12,409
S3 12,064 12,146 12,389
S4 11,841 11,923 12,327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,652 12,405 247 2.0% 125 1.0% 32% False False 128,402
10 12,652 12,405 247 2.0% 106 0.8% 32% False False 90,108
20 12,652 12,336 316 2.5% 93 0.7% 47% False False 95,323
40 12,652 12,176 476 3.8% 88 0.7% 64% False False 50,292
60 12,652 12,035 617 4.9% 77 0.6% 73% False False 33,534
80 12,652 11,677 975 7.8% 67 0.5% 83% False False 25,154
100 12,652 11,452 1,200 9.6% 56 0.4% 86% False False 20,126
120 12,652 11,057 1,595 12.8% 47 0.4% 89% False False 16,772
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 25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,956
2.618 12,794
1.618 12,695
1.000 12,634
0.618 12,596
HIGH 12,535
0.618 12,497
0.500 12,486
0.382 12,474
LOW 12,436
0.618 12,375
1.000 12,337
1.618 12,276
2.618 12,177
4.250 12,015
Fisher Pivots for day following 09-Jan-2007
Pivot 1 day 3 day
R1 12,486 12,482
PP 12,485 12,482
S1 12,484 12,481

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

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