mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 01-Sep-2006
Day Change Summary
Previous Current
31-Aug-2006 01-Sep-2006 Change Change % Previous Week
Open 11,551 11,620 69 0.6% 11,514
High 11,551 11,620 69 0.6% 11,620
Low 11,490 11,620 130 1.1% 11,490
Close 11,542 11,620 78 0.7% 11,620
Range 61 0 -61 -100.0% 130
ATR 46 49 2 4.9% 0
Volume 4 4 0 0.0% 86
Daily Pivots for day following 01-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,620 11,620 11,620
R3 11,620 11,620 11,620
R2 11,620 11,620 11,620
R1 11,620 11,620 11,620 11,620
PP 11,620 11,620 11,620 11,620
S1 11,620 11,620 11,620 11,620
S2 11,620 11,620 11,620
S3 11,620 11,620 11,620
S4 11,620 11,620 11,620
Weekly Pivots for week ending 01-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,967 11,923 11,692
R3 11,837 11,793 11,656
R2 11,707 11,707 11,644
R1 11,663 11,663 11,632 11,685
PP 11,577 11,577 11,577 11,588
S1 11,533 11,533 11,608 11,555
S2 11,447 11,447 11,596
S3 11,317 11,403 11,584
S4 11,187 11,273 11,549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,620 11,490 130 1.1% 12 0.1% 100% True False 17
10 11,620 11,452 168 1.4% 6 0.1% 100% True False 21
20 11,620 11,267 353 3.0% 7 0.1% 100% True False 14
40 11,620 10,934 686 5.9% 4 0.0% 100% True False 7
60 11,620 10,928 692 6.0% 3 0.0% 100% True False 4
80 11,809 10,928 881 7.6% 2 0.0% 79% False False 3
100 11,944 10,928 1,016 8.7% 2 0.0% 68% False False 2
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,620
2.618 11,620
1.618 11,620
1.000 11,620
0.618 11,620
HIGH 11,620
0.618 11,620
0.500 11,620
0.382 11,620
LOW 11,620
0.618 11,620
1.000 11,620
1.618 11,620
2.618 11,620
4.250 11,620
Fisher Pivots for day following 01-Sep-2006
Pivot 1 day 3 day
R1 11,620 11,598
PP 11,620 11,577
S1 11,620 11,555

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

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