mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 03-Oct-2006
Day Change Summary
Previous Current
02-Oct-2006 03-Oct-2006 Change Change % Previous Week
Open 11,905 11,960 55 0.5% 11,818
High 11,905 11,960 55 0.5% 11,944
Low 11,905 11,960 55 0.5% 11,818
Close 11,905 11,960 55 0.5% 11,919
Range
ATR 40 41 1 2.6% 0
Volume
Daily Pivots for day following 03-Oct-2006
Classic Woodie Camarilla DeMark
R4 11,960 11,960 11,960
R3 11,960 11,960 11,960
R2 11,960 11,960 11,960
R1 11,960 11,960 11,960 11,960
PP 11,960 11,960 11,960 11,960
S1 11,960 11,960 11,960 11,960
S2 11,960 11,960 11,960
S3 11,960 11,960 11,960
S4 11,960 11,960 11,960
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,272 12,221 11,988
R3 12,146 12,095 11,954
R2 12,020 12,020 11,942
R1 11,969 11,969 11,931 11,995
PP 11,894 11,894 11,894 11,906
S1 11,843 11,843 11,908 11,869
S2 11,768 11,768 11,896
S3 11,642 11,717 11,884
S4 11,516 11,591 11,850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,960 11,905 55 0.5% 0 0.0% 100% True False
10 11,960 11,763 197 1.6% 0 0.0% 100% True False
20 11,960 11,573 387 3.2% 0 0.0% 100% True False
40 11,960 11,338 622 5.2% 0 0.0% 100% True False
60 11,960 11,005 955 8.0% 0 0.0% 100% True 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 11,960
2.618 11,960
1.618 11,960
1.000 11,960
0.618 11,960
HIGH 11,960
0.618 11,960
0.500 11,960
0.382 11,960
LOW 11,960
0.618 11,960
1.000 11,960
1.618 11,960
2.618 11,960
4.250 11,960
Fisher Pivots for day following 03-Oct-2006
Pivot 1 day 3 day
R1 11,960 11,951
PP 11,960 11,942
S1 11,960 11,933

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

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