mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 22-Sep-2006
Day Change Summary
Previous Current
21-Sep-2006 22-Sep-2006 Change Change % Previous Week
Open 11,793 11,763 -30 -0.3% 11,819
High 11,793 11,763 -30 -0.3% 11,867
Low 11,793 11,763 -30 -0.3% 11,763
Close 11,793 11,763 -30 -0.3% 11,763
Range
ATR 45 44 -1 -2.4% 0
Volume
Daily Pivots for day following 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,763 11,763 11,763
R3 11,763 11,763 11,763
R2 11,763 11,763 11,763
R1 11,763 11,763 11,763 11,763
PP 11,763 11,763 11,763 11,763
S1 11,763 11,763 11,763 11,763
S2 11,763 11,763 11,763
S3 11,763 11,763 11,763
S4 11,763 11,763 11,763
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,110 12,040 11,820
R3 12,006 11,936 11,792
R2 11,902 11,902 11,782
R1 11,832 11,832 11,773 11,815
PP 11,798 11,798 11,798 11,789
S1 11,728 11,728 11,754 11,711
S2 11,694 11,694 11,744
S3 11,590 11,624 11,735
S4 11,486 11,520 11,706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,867 11,763 104 0.9% 0 0.0% 0% False True
10 11,867 11,617 250 2.1% 0 0.0% 58% False False
20 11,867 11,530 337 2.9% 0 0.0% 69% False False
40 11,867 11,338 529 4.5% 0 0.0% 80% False False
60 11,867 11,005 862 7.3% 0 0.0% 88% 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 11,763
2.618 11,763
1.618 11,763
1.000 11,763
0.618 11,763
HIGH 11,763
0.618 11,763
0.500 11,763
0.382 11,763
LOW 11,763
0.618 11,763
1.000 11,763
1.618 11,763
2.618 11,763
4.250 11,763
Fisher Pivots for day following 22-Sep-2006
Pivot 1 day 3 day
R1 11,763 11,815
PP 11,763 11,798
S1 11,763 11,780

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

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