mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 02-Oct-2006
Day Change Summary
Previous Current
29-Sep-2006 02-Oct-2006 Change Change % Previous Week
Open 11,860 11,827 -33 -0.3% 11,740
High 11,870 11,888 18 0.2% 11,870
Low 11,860 11,827 -33 -0.3% 11,740
Close 11,829 11,815 -14 -0.1% 11,829
Range 10 61 51 510.0% 130
ATR 49 50 1 1.8% 0
Volume 9 3 -6 -66.7% 106
Daily Pivots for day following 02-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,026 11,982 11,849
R3 11,965 11,921 11,832
R2 11,904 11,904 11,826
R1 11,860 11,860 11,821 11,852
PP 11,843 11,843 11,843 11,839
S1 11,799 11,799 11,810 11,791
S2 11,782 11,782 11,804
S3 11,721 11,738 11,798
S4 11,660 11,677 11,782
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,203 12,146 11,901
R3 12,073 12,016 11,865
R2 11,943 11,943 11,853
R1 11,886 11,886 11,841 11,915
PP 11,813 11,813 11,813 11,827
S1 11,756 11,756 11,817 11,785
S2 11,683 11,683 11,805
S3 11,553 11,626 11,793
S4 11,423 11,496 11,758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,888 11,760 128 1.1% 41 0.3% 43% True False 20
10 11,888 11,677 211 1.8% 32 0.3% 65% True False 12
20 11,888 11,524 364 3.1% 21 0.2% 80% True False 7
40 11,888 11,267 621 5.3% 14 0.1% 88% True False 11
60 11,888 10,934 954 8.1% 10 0.1% 92% True False 7
80 11,888 10,928 960 8.1% 7 0.1% 92% True False 5
100 11,888 10,928 960 8.1% 6 0.0% 92% True False 4
120 11,944 10,928 1,016 8.6% 5 0.0% 87% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,147
2.618 12,048
1.618 11,987
1.000 11,949
0.618 11,926
HIGH 11,888
0.618 11,865
0.500 11,858
0.382 11,850
LOW 11,827
0.618 11,789
1.000 11,766
1.618 11,728
2.618 11,667
4.250 11,568
Fisher Pivots for day following 02-Oct-2006
Pivot 1 day 3 day
R1 11,858 11,854
PP 11,843 11,841
S1 11,829 11,828

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

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