mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 24-Aug-2006
Day Change Summary
Previous Current
23-Aug-2006 24-Aug-2006 Change Change % Previous Week
Open 11,485 11,452 -33 -0.3% 11,284
High 11,485 11,452 -33 -0.3% 11,560
Low 11,485 11,452 -33 -0.3% 11,284
Close 11,485 11,452 -33 -0.3% 11,560
Range
ATR 55 53 -2 -2.8% 0
Volume 26 26 0 0.0% 78
Daily Pivots for day following 24-Aug-2006
Classic Woodie Camarilla DeMark
R4 11,452 11,452 11,452
R3 11,452 11,452 11,452
R2 11,452 11,452 11,452
R1 11,452 11,452 11,452 11,452
PP 11,452 11,452 11,452 11,452
S1 11,452 11,452 11,452 11,452
S2 11,452 11,452 11,452
S3 11,452 11,452 11,452
S4 11,452 11,452 11,452
Weekly Pivots for week ending 18-Aug-2006
Classic Woodie Camarilla DeMark
R4 12,296 12,204 11,712
R3 12,020 11,928 11,636
R2 11,744 11,744 11,611
R1 11,652 11,652 11,585 11,698
PP 11,468 11,468 11,468 11,491
S1 11,376 11,376 11,535 11,422
S2 11,192 11,192 11,510
S3 10,916 11,100 11,484
S4 10,640 10,824 11,408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,560 11,452 108 0.9% 0 0.0% 0% False True 26
10 11,560 11,271 289 2.5% 9 0.1% 63% False False 18
20 11,560 11,267 293 2.6% 4 0.0% 63% False False 9
40 11,560 10,934 626 5.5% 2 0.0% 83% False False 4
60 11,560 10,928 632 5.5% 2 0.0% 83% False False 3
80 11,944 10,928 1,016 8.9% 1 0.0% 52% False False 2
100 11,944 10,928 1,016 8.9% 1 0.0% 52% False False 1
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 3
Fibonacci Retracements and Extensions
4.250 11,452
2.618 11,452
1.618 11,452
1.000 11,452
0.618 11,452
HIGH 11,452
0.618 11,452
0.500 11,452
0.382 11,452
LOW 11,452
0.618 11,452
1.000 11,452
1.618 11,452
2.618 11,452
4.250 11,452
Fisher Pivots for day following 24-Aug-2006
Pivot 1 day 3 day
R1 11,452 11,481
PP 11,452 11,471
S1 11,452 11,462

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

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