mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 27-Sep-2006
Day Change Summary
Previous Current
26-Sep-2006 27-Sep-2006 Change Change % Previous Week
Open 11,784 11,833 49 0.4% 11,760
High 11,820 11,854 34 0.3% 11,819
Low 11,760 11,820 60 0.5% 11,677
Close 11,832 11,855 23 0.2% 11,677
Range 60 34 -26 -43.3% 142
ATR 53 52 -1 -2.6% 0
Volume 31 55 24 77.4% 17
Daily Pivots for day following 27-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,945 11,934 11,874
R3 11,911 11,900 11,864
R2 11,877 11,877 11,861
R1 11,866 11,866 11,858 11,872
PP 11,843 11,843 11,843 11,846
S1 11,832 11,832 11,852 11,838
S2 11,809 11,809 11,849
S3 11,775 11,798 11,846
S4 11,741 11,764 11,836
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 11,854 11,677 177 1.5% 27 0.2% 101% True False 19
10 11,854 11,677 177 1.5% 22 0.2% 101% True False 11
20 11,854 11,490 364 3.1% 19 0.2% 100% True False 8
40 11,854 11,267 587 5.0% 12 0.1% 100% True False 10
60 11,854 10,934 920 7.8% 8 0.1% 100% True False 7
80 11,854 10,928 926 7.8% 6 0.0% 100% True False 5
100 11,944 10,928 1,016 8.6% 5 0.0% 91% False False 4
120 11,944 10,928 1,016 8.6% 4 0.0% 91% False False 3
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 4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,999
2.618 11,943
1.618 11,909
1.000 11,888
0.618 11,875
HIGH 11,854
0.618 11,841
0.500 11,837
0.382 11,833
LOW 11,820
0.618 11,799
1.000 11,786
1.618 11,765
2.618 11,731
4.250 11,676
Fisher Pivots for day following 27-Sep-2006
Pivot 1 day 3 day
R1 11,849 11,836
PP 11,843 11,816
S1 11,837 11,797

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

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