mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 14-Sep-2006
Day Change Summary
Previous Current
13-Sep-2006 14-Sep-2006 Change Change % Previous Week
Open 11,700 11,700 0 0.0% 11,626
High 11,700 11,700 0 0.0% 11,626
Low 11,700 11,700 0 0.0% 11,524
Close 11,713 11,712 -1 0.0% 11,556
Range
ATR 47 44 -2 -5.2% 0
Volume 2 1 -1 -50.0% 16
Daily Pivots for day following 14-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,704 11,708 11,712
R3 11,704 11,708 11,712
R2 11,704 11,704 11,712
R1 11,708 11,708 11,712 11,706
PP 11,704 11,704 11,704 11,703
S1 11,708 11,708 11,712 11,706
S2 11,704 11,704 11,712
S3 11,704 11,708 11,712
S4 11,704 11,708 11,712
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,875 11,817 11,612
R3 11,773 11,715 11,584
R2 11,671 11,671 11,575
R1 11,613 11,613 11,565 11,591
PP 11,569 11,569 11,569 11,558
S1 11,511 11,511 11,547 11,489
S2 11,467 11,467 11,537
S3 11,365 11,409 11,528
S4 11,263 11,307 11,500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,700 11,527 173 1.5% 20 0.2% 107% True False 2
10 11,700 11,490 210 1.8% 16 0.1% 106% True False 3
20 11,700 11,452 248 2.1% 8 0.1% 105% True False 14
40 11,700 11,057 643 5.5% 6 0.1% 102% True False 7
60 11,700 10,934 766 6.5% 4 0.0% 102% True False 5
80 11,700 10,928 772 6.6% 3 0.0% 102% True False 3
100 11,944 10,928 1,016 8.7% 3 0.0% 77% False False 3
120 11,944 10,928 1,016 8.7% 2 0.0% 77% False False 2
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Fibonacci Retracements and Extensions
4.250 11,700
2.618 11,700
1.618 11,700
1.000 11,700
0.618 11,700
HIGH 11,700
0.618 11,700
0.500 11,700
0.382 11,700
LOW 11,700
0.618 11,700
1.000 11,700
1.618 11,700
2.618 11,700
4.250 11,700
Fisher Pivots for day following 14-Sep-2006
Pivot 1 day 3 day
R1 11,708 11,683
PP 11,704 11,655
S1 11,700 11,626

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

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