mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 20-Oct-2006
Day Change Summary
Previous Current
19-Oct-2006 20-Oct-2006 Change Change % Previous Week
Open 12,229 12,218 -11 -0.1% 12,202
High 12,229 12,218 -11 -0.1% 12,229
Low 12,229 12,218 -11 -0.1% 12,184
Close 12,229 12,218 -11 -0.1% 12,218
Range
ATR 32 31 -2 -4.7% 0
Volume
Daily Pivots for day following 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,218 12,218 12,218
R3 12,218 12,218 12,218
R2 12,218 12,218 12,218
R1 12,218 12,218 12,218 12,218
PP 12,218 12,218 12,218 12,218
S1 12,218 12,218 12,218 12,218
S2 12,218 12,218 12,218
S3 12,218 12,218 12,218
S4 12,218 12,218 12,218
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,345 12,327 12,243
R3 12,300 12,282 12,231
R2 12,255 12,255 12,226
R1 12,237 12,237 12,222 12,246
PP 12,210 12,210 12,210 12,215
S1 12,192 12,192 12,214 12,201
S2 12,165 12,165 12,210
S3 12,120 12,147 12,206
S4 12,075 12,102 12,193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,229 12,184 45 0.4% 0 0.0% 76% False False
10 12,229 12,089 140 1.1% 0 0.0% 92% False False
20 12,229 11,818 411 3.4% 0 0.0% 97% False False
40 12,229 11,530 699 5.7% 0 0.0% 98% False False
60 12,229 11,338 891 7.3% 0 0.0% 99% False False
80 12,229 11,005 1,224 10.0% 0 0.0% 99% 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 12,218
2.618 12,218
1.618 12,218
1.000 12,218
0.618 12,218
HIGH 12,218
0.618 12,218
0.500 12,218
0.382 12,218
LOW 12,218
0.618 12,218
1.000 12,218
1.618 12,218
2.618 12,218
4.250 12,218
Fisher Pivots for day following 20-Oct-2006
Pivot 1 day 3 day
R1 12,218 12,220
PP 12,218 12,219
S1 12,218 12,219

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

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