mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 15-Aug-2006
Day Change Summary
Previous Current
14-Aug-2006 15-Aug-2006 Change Change % Previous Week
Open 11,284 11,399 115 1.0% 11,418
High 11,284 11,399 115 1.0% 11,418
Low 11,284 11,399 115 1.0% 11,267
Close 11,284 11,399 115 1.0% 11,271
Range
ATR 58 62 4 7.0% 0
Volume
Daily Pivots for day following 15-Aug-2006
Classic Woodie Camarilla DeMark
R4 11,399 11,399 11,399
R3 11,399 11,399 11,399
R2 11,399 11,399 11,399
R1 11,399 11,399 11,399 11,399
PP 11,399 11,399 11,399 11,399
S1 11,399 11,399 11,399 11,399
S2 11,399 11,399 11,399
S3 11,399 11,399 11,399
S4 11,399 11,399 11,399
Weekly Pivots for week ending 11-Aug-2006
Classic Woodie Camarilla DeMark
R4 11,772 11,672 11,354
R3 11,621 11,521 11,313
R2 11,470 11,470 11,299
R1 11,370 11,370 11,285 11,345
PP 11,319 11,319 11,319 11,306
S1 11,219 11,219 11,257 11,194
S2 11,168 11,168 11,243
S3 11,017 11,068 11,230
S4 10,866 10,917 11,188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,399 11,267 132 1.2% 0 0.0% 100% True False
10 11,443 11,267 176 1.5% 0 0.0% 75% False False
20 11,443 11,057 386 3.4% 0 0.0% 89% False False
40 11,443 10,934 509 4.5% 0 0.0% 91% False False
60 11,567 10,928 639 5.6% 0 0.0% 74% False False
80 11,944 10,928 1,016 8.9% 0 0.0% 46% False False
100 11,944 10,928 1,016 8.9% 0 0.0% 46% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Fibonacci Retracements and Extensions
4.250 11,399
2.618 11,399
1.618 11,399
1.000 11,399
0.618 11,399
HIGH 11,399
0.618 11,399
0.500 11,399
0.382 11,399
LOW 11,399
0.618 11,399
1.000 11,399
1.618 11,399
2.618 11,399
4.250 11,399
Fisher Pivots for day following 15-Aug-2006
Pivot 1 day 3 day
R1 11,399 11,378
PP 11,399 11,356
S1 11,399 11,335

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

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