mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 15-Dec-2006
Day Change Summary
Previous Current
14-Dec-2006 15-Dec-2006 Change Change % Previous Week
Open 12,577 12,620 43 0.3% 12,512
High 12,577 12,620 43 0.3% 12,620
Low 12,577 12,614 37 0.3% 12,418
Close 12,591 12,617 26 0.2% 12,617
Range 0 6 6 202
ATR 52 50 -2 -3.2% 0
Volume 1 9 8 800.0% 345
Daily Pivots for day following 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,635 12,632 12,620
R3 12,629 12,626 12,619
R2 12,623 12,623 12,618
R1 12,620 12,620 12,618 12,619
PP 12,617 12,617 12,617 12,616
S1 12,614 12,614 12,617 12,613
S2 12,611 12,611 12,616
S3 12,605 12,608 12,615
S4 12,599 12,602 12,614
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 13,158 13,089 12,728
R3 12,956 12,887 12,673
R2 12,754 12,754 12,654
R1 12,685 12,685 12,636 12,720
PP 12,552 12,552 12,552 12,569
S1 12,483 12,483 12,599 12,518
S2 12,350 12,350 12,580
S3 12,148 12,281 12,562
S4 11,946 12,079 12,506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,620 12,418 202 1.6% 17 0.1% 99% True False 69
10 12,620 12,418 202 1.6% 26 0.2% 99% True False 89
20 12,620 12,307 313 2.5% 13 0.1% 99% True False 44
40 12,620 12,178 442 3.5% 7 0.1% 99% True False 22
60 12,620 11,818 802 6.4% 4 0.0% 100% True False 14
80 12,620 11,530 1,090 8.6% 3 0.0% 100% True False 11
100 12,620 11,338 1,282 10.2% 3 0.0% 100% True False 8
120 12,620 11,005 1,615 12.8% 2 0.0% 100% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,646
2.618 12,636
1.618 12,630
1.000 12,626
0.618 12,624
HIGH 12,620
0.618 12,618
0.500 12,617
0.382 12,616
LOW 12,614
0.618 12,610
1.000 12,608
1.618 12,604
2.618 12,598
4.250 12,589
Fisher Pivots for day following 15-Dec-2006
Pivot 1 day 3 day
R1 12,617 12,593
PP 12,617 12,570
S1 12,617 12,546

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

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