mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 25-Sep-2006
Day Change Summary
Previous Current
22-Sep-2006 25-Sep-2006 Change Change % Previous Week
Open 11,677 11,740 63 0.5% 11,760
High 11,677 11,763 86 0.7% 11,819
Low 11,677 11,740 63 0.5% 11,677
Close 11,677 11,732 55 0.5% 11,677
Range 0 23 23 142
ATR 48 51 3 5.7% 0
Volume 2 5 3 150.0% 17
Daily Pivots for day following 25-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,814 11,796 11,745
R3 11,791 11,773 11,738
R2 11,768 11,768 11,736
R1 11,750 11,750 11,734 11,748
PP 11,745 11,745 11,745 11,744
S1 11,727 11,727 11,730 11,725
S2 11,722 11,722 11,728
S3 11,699 11,704 11,726
S4 11,676 11,681 11,719
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,150 12,056 11,755
R3 12,008 11,914 11,716
R2 11,866 11,866 11,703
R1 11,772 11,772 11,690 11,748
PP 11,724 11,724 11,724 11,713
S1 11,630 11,630 11,664 11,606
S2 11,582 11,582 11,651
S3 11,440 11,488 11,638
S4 11,298 11,346 11,599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,819 11,677 142 1.2% 22 0.2% 39% False False 4
10 11,819 11,552 267 2.3% 22 0.2% 67% False False 3
20 11,819 11,490 329 2.8% 14 0.1% 74% False False 7
40 11,819 11,267 552 4.7% 9 0.1% 84% False False 8
60 11,819 10,934 885 7.5% 6 0.1% 90% False False 5
80 11,819 10,928 891 7.6% 5 0.0% 90% False False 4
100 11,944 10,928 1,016 8.7% 4 0.0% 79% False False 3
120 11,944 10,928 1,016 8.7% 3 0.0% 79% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,861
2.618 11,823
1.618 11,800
1.000 11,786
0.618 11,777
HIGH 11,763
0.618 11,754
0.500 11,752
0.382 11,749
LOW 11,740
0.618 11,726
1.000 11,717
1.618 11,703
2.618 11,680
4.250 11,642
Fisher Pivots for day following 25-Sep-2006
Pivot 1 day 3 day
R1 11,752 11,728
PP 11,745 11,724
S1 11,739 11,720

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

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