mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 27-Nov-2006
Day Change Summary
Previous Current
24-Nov-2006 27-Nov-2006 Change Change % Previous Week
Open 12,471 12,307 -164 -1.3% 12,522
High 12,471 12,307 -164 -1.3% 12,524
Low 12,471 12,307 -164 -1.3% 12,471
Close 12,471 12,307 -164 -1.3% 12,471
Range
ATR 30 39 10 32.2% 0
Volume
Daily Pivots for day following 27-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,307 12,307 12,307
R3 12,307 12,307 12,307
R2 12,307 12,307 12,307
R1 12,307 12,307 12,307 12,307
PP 12,307 12,307 12,307 12,307
S1 12,307 12,307 12,307 12,307
S2 12,307 12,307 12,307
S3 12,307 12,307 12,307
S4 12,307 12,307 12,307
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,648 12,612 12,500
R3 12,595 12,559 12,486
R2 12,542 12,542 12,481
R1 12,506 12,506 12,476 12,498
PP 12,489 12,489 12,489 12,484
S1 12,453 12,453 12,466 12,445
S2 12,436 12,436 12,461
S3 12,383 12,400 12,457
S4 12,330 12,347 12,442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,524 12,307 217 1.8% 0 0.0% 0% False True
10 12,538 12,307 231 1.9% 0 0.0% 0% False True
20 12,538 12,178 360 2.9% 0 0.0% 36% False False
40 12,538 11,960 578 4.7% 0 0.0% 60% False False
60 12,538 11,573 965 7.8% 0 0.0% 76% False False
80 12,538 11,338 1,200 9.8% 0 0.0% 81% False False
100 12,538 11,005 1,533 12.5% 0 0.0% 85% 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 12,307
2.618 12,307
1.618 12,307
1.000 12,307
0.618 12,307
HIGH 12,307
0.618 12,307
0.500 12,307
0.382 12,307
LOW 12,307
0.618 12,307
1.000 12,307
1.618 12,307
2.618 12,307
4.250 12,307
Fisher Pivots for day following 27-Nov-2006
Pivot 1 day 3 day
R1 12,307 12,416
PP 12,307 12,379
S1 12,307 12,343

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

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