mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 20-Dec-2006
Day Change Summary
Previous Current
19-Dec-2006 20-Dec-2006 Change Change % Previous Week
Open 12,595 12,634 39 0.3% 12,512
High 12,660 12,645 -15 -0.1% 12,620
Low 12,595 12,634 39 0.3% 12,418
Close 12,641 12,638 -3 0.0% 12,617
Range 65 11 -54 -83.1% 202
ATR 49 46 -3 -5.5% 0
Volume 2 4 2 100.0% 345
Daily Pivots for day following 20-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,672 12,666 12,644
R3 12,661 12,655 12,641
R2 12,650 12,650 12,640
R1 12,644 12,644 12,639 12,647
PP 12,639 12,639 12,639 12,641
S1 12,633 12,633 12,637 12,636
S2 12,628 12,628 12,636
S3 12,617 12,622 12,635
S4 12,606 12,611 12,632
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 12,660 12,577 83 0.7% 17 0.1% 73% False False 4
10 12,660 12,418 242 1.9% 33 0.3% 91% False False 90
20 12,660 12,307 353 2.8% 17 0.1% 94% False False 45
40 12,660 12,178 482 3.8% 8 0.1% 95% False False 22
60 12,660 11,905 755 6.0% 6 0.0% 97% False False 15
80 12,660 11,573 1,087 8.6% 4 0.0% 98% False False 11
100 12,660 11,338 1,322 10.5% 3 0.0% 98% False False 9
120 12,660 11,005 1,655 13.1% 3 0.0% 99% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,692
2.618 12,674
1.618 12,663
1.000 12,656
0.618 12,652
HIGH 12,645
0.618 12,641
0.500 12,640
0.382 12,638
LOW 12,634
0.618 12,627
1.000 12,623
1.618 12,616
2.618 12,605
4.250 12,587
Fisher Pivots for day following 20-Dec-2006
Pivot 1 day 3 day
R1 12,640 12,635
PP 12,639 12,631
S1 12,639 12,628

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

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