mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 04-Oct-2006
Day Change Summary
Previous Current
03-Oct-2006 04-Oct-2006 Change Change % Previous Week
Open 11,960 12,076 116 1.0% 11,818
High 11,960 12,076 116 1.0% 11,944
Low 11,960 12,076 116 1.0% 11,818
Close 11,960 12,076 116 1.0% 11,919
Range
ATR 41 47 5 13.0% 0
Volume
Daily Pivots for day following 04-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,076 12,076 12,076
R3 12,076 12,076 12,076
R2 12,076 12,076 12,076
R1 12,076 12,076 12,076 12,076
PP 12,076 12,076 12,076 12,076
S1 12,076 12,076 12,076 12,076
S2 12,076 12,076 12,076
S3 12,076 12,076 12,076
S4 12,076 12,076 12,076
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 12,076 11,905 171 1.4% 0 0.0% 100% True False
10 12,076 11,763 313 2.6% 0 0.0% 100% True False
20 12,076 11,573 503 4.2% 0 0.0% 100% True False
40 12,076 11,338 738 6.1% 0 0.0% 100% True False
60 12,076 11,005 1,071 8.9% 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 12,076
2.618 12,076
1.618 12,076
1.000 12,076
0.618 12,076
HIGH 12,076
0.618 12,076
0.500 12,076
0.382 12,076
LOW 12,076
0.618 12,076
1.000 12,076
1.618 12,076
2.618 12,076
4.250 12,076
Fisher Pivots for day following 04-Oct-2006
Pivot 1 day 3 day
R1 12,076 12,048
PP 12,076 12,019
S1 12,076 11,991

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

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