mini-sized Dow ($5) Future March 2007

Trading Metrics calculated at close of trading on 27-Jul-2006

Day Change Summary
	Previous	Current
	26-Jul-2006	27-Jul-2006	Change	Change %	Previous Week
Open	11,289	11,320	31	0.3%	10,948
High	11,289	11,320	31	0.3%	11,199
Low	11,289	11,320	31	0.3%	10,948
Close	11,289	11,320	31	0.3%	11,057
Range
ATR	83	79	-4	-4.5%	0
Volume

Daily Pivots for day following 27-Jul-2006
	Classic	Woodie	Camarilla	DeMark
R4	11,320	11,320	11,320
R3	11,320	11,320	11,320
R2	11,320	11,320	11,320
R1	11,320	11,320	11,320	11,320
PP	11,320	11,320	11,320	11,320
S1	11,320	11,320	11,320	11,320
S2	11,320	11,320	11,320
S3	11,320	11,320	11,320
S4	11,320	11,320	11,320

Weekly Pivots for week ending 21-Jul-2006
	Classic	Woodie	Camarilla	DeMark
R4	11,821	11,690	11,195
R3	11,570	11,439	11,126
R2	11,319	11,319	11,103
R1	11,188	11,188	11,080	11,254
PP	11,068	11,068	11,068	11,101
S1	10,937	10,937	11,034	11,003
S2	10,817	10,817	11,011
S3	10,566	10,686	10,988
S4	10,315	10,435	10,919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,320	11,057	263	2.3%	0	0.0%	100%	True	False
10	11,320	10,934	386	3.4%	0	0.0%	100%	True	False
20	11,440	10,934	506	4.5%	0	0.0%	76%	False	False
40	11,521	10,928	593	5.2%	0	0.0%	66%	False	False
60	11,944	10,928	1,016	9.0%	0	0.0%	39%	False	False
80	11,944	10,928	1,016	9.0%	0	0.0%	39%	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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0

Fibonacci Retracements and Extensions
4.250	11,320
2.618	11,320
1.618	11,320
1.000	11,320
0.618	11,320
HIGH	11,320
0.618	11,320
0.500	11,320
0.382	11,320
LOW	11,320
0.618	11,320
1.000	11,320
1.618	11,320
2.618	11,320
4.250	11,320

Fisher Pivots for day following 27-Jul-2006
Pivot	1 day	3 day
R1	11,320	11,313
PP	11,320	11,306
S1	11,320	11,299

Download as Excel Spreadsheet

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

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