mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 27-Dec-2006
Day Change Summary
Previous Current
26-Dec-2006 27-Dec-2006 Change Change % Previous Week
Open 12,591 12,677 86 0.7% 12,626
High 12,591 12,677 86 0.7% 12,660
Low 12,591 12,677 86 0.7% 12,522
Close 12,591 12,684 93 0.7% 12,515
Range
ATR 51 54 2 4.9% 0
Volume 3 1 -2 -66.7% 18
Daily Pivots for day following 27-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,679 12,682 12,684
R3 12,679 12,682 12,684
R2 12,679 12,679 12,684
R1 12,682 12,682 12,684 12,681
PP 12,679 12,679 12,679 12,679
S1 12,682 12,682 12,684 12,681
S2 12,679 12,679 12,684
S3 12,679 12,682 12,684
S4 12,679 12,682 12,684
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 12,677 12,522 155 1.2% 12 0.1% 105% True False 2
10 12,677 12,472 205 1.6% 20 0.2% 103% True False 3
20 12,677 12,394 283 2.2% 19 0.2% 102% True False 45
40 12,677 12,178 499 3.9% 10 0.1% 101% True False 22
60 12,677 12,076 601 4.7% 6 0.1% 101% True False 15
80 12,677 11,573 1,104 8.7% 5 0.0% 101% True False 11
100 12,677 11,338 1,339 10.6% 4 0.0% 101% True False 9
120 12,677 11,005 1,672 13.2% 3 0.0% 100% True False 7
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 12,677
2.618 12,677
1.618 12,677
1.000 12,677
0.618 12,677
HIGH 12,677
0.618 12,677
0.500 12,677
0.382 12,677
LOW 12,677
0.618 12,677
1.000 12,677
1.618 12,677
2.618 12,677
4.250 12,677
Fisher Pivots for day following 27-Dec-2006
Pivot 1 day 3 day
R1 12,682 12,656
PP 12,679 12,628
S1 12,677 12,600

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

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