mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary
Previous Current
21-Dec-2006 22-Dec-2006 Change Change % Previous Week
Open 12,615 12,530 -85 -0.7% 12,626
High 12,615 12,530 -85 -0.7% 12,660
Low 12,575 12,522 -53 -0.4% 12,522
Close 12,597 12,515 -82 -0.7% 12,515
Range 40 8 -32 -80.0% 138
ATR 47 49 2 4.2% 0
Volume 3 3 0 0.0% 18
Daily Pivots for day following 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,546 12,539 12,520
R3 12,538 12,531 12,517
R2 12,530 12,530 12,517
R1 12,523 12,523 12,516 12,523
PP 12,522 12,522 12,522 12,522
S1 12,515 12,515 12,514 12,515
S2 12,514 12,514 12,514
S3 12,506 12,507 12,513
S4 12,498 12,499 12,511
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,980 12,885 12,591
R3 12,842 12,747 12,553
R2 12,704 12,704 12,540
R1 12,609 12,609 12,528 12,588
PP 12,566 12,566 12,566 12,555
S1 12,471 12,471 12,502 12,450
S2 12,428 12,428 12,490
S3 12,290 12,333 12,477
S4 12,152 12,195 12,439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,660 12,522 138 1.1% 25 0.2% -5% False True 3
10 12,660 12,418 242 1.9% 21 0.2% 40% False False 36
20 12,660 12,307 353 2.8% 19 0.2% 59% False False 45
40 12,660 12,178 482 3.9% 10 0.1% 70% False False 22
60 12,660 11,905 755 6.0% 6 0.1% 81% False False 15
80 12,660 11,573 1,087 8.7% 5 0.0% 87% False False 11
100 12,660 11,338 1,322 10.6% 4 0.0% 89% False False 9
120 12,660 11,005 1,655 13.2% 3 0.0% 91% False False 7
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,564
2.618 12,551
1.618 12,543
1.000 12,538
0.618 12,535
HIGH 12,530
0.618 12,527
0.500 12,526
0.382 12,525
LOW 12,522
0.618 12,517
1.000 12,514
1.618 12,509
2.618 12,501
4.250 12,488
Fisher Pivots for day following 22-Dec-2006
Pivot 1 day 3 day
R1 12,526 12,584
PP 12,522 12,561
S1 12,519 12,538

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

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