mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 04-Oct-2006
Day Change Summary
Previous Current
03-Oct-2006 04-Oct-2006 Change Change % Previous Week
Open 11,870 11,899 29 0.2% 11,740
High 11,896 11,995 99 0.8% 11,870
Low 11,855 11,899 44 0.4% 11,740
Close 11,871 11,989 118 1.0% 11,829
Range 41 96 55 134.1% 130
ATR 52 57 5 9.9% 0
Volume 5 38 33 660.0% 106
Daily Pivots for day following 04-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,249 12,215 12,042
R3 12,153 12,119 12,016
R2 12,057 12,057 12,007
R1 12,023 12,023 11,998 12,040
PP 11,961 11,961 11,961 11,970
S1 11,927 11,927 11,980 11,944
S2 11,865 11,865 11,972
S3 11,769 11,831 11,963
S4 11,673 11,735 11,936
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 11,995 11,820 175 1.5% 50 0.4% 97% True False 12
10 11,995 11,677 318 2.7% 38 0.3% 98% True False 15
20 11,995 11,524 471 3.9% 28 0.2% 99% True False 9
40 11,995 11,267 728 6.1% 18 0.1% 99% True False 12
60 11,995 10,934 1,061 8.8% 12 0.1% 99% True False 8
80 11,995 10,928 1,067 8.9% 9 0.1% 99% True False 6
100 11,995 10,928 1,067 8.9% 7 0.1% 99% True False 4
120 11,995 10,928 1,067 8.9% 6 0.0% 99% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 12,403
2.618 12,246
1.618 12,150
1.000 12,091
0.618 12,054
HIGH 11,995
0.618 11,958
0.500 11,947
0.382 11,936
LOW 11,899
0.618 11,840
1.000 11,803
1.618 11,744
2.618 11,648
4.250 11,491
Fisher Pivots for day following 04-Oct-2006
Pivot 1 day 3 day
R1 11,975 11,963
PP 11,961 11,937
S1 11,947 11,911

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

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