mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 20-Oct-2006
Day Change Summary
Previous Current
19-Oct-2006 20-Oct-2006 Change Change % Previous Week
Open 12,146 12,133 -13 -0.1% 12,096
High 12,156 12,133 -23 -0.2% 12,156
Low 12,100 12,133 33 0.3% 12,035
Close 12,142 12,132 -10 -0.1% 12,132
Range 56 0 -56 -100.0% 121
ATR 53 50 -3 -5.9% 0
Volume 50 25 -25 -50.0% 87
Daily Pivots for day following 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,133 12,132 12,132
R3 12,133 12,132 12,132
R2 12,133 12,133 12,132
R1 12,132 12,132 12,132 12,133
PP 12,133 12,133 12,133 12,133
S1 12,132 12,132 12,132 12,133
S2 12,133 12,133 12,132
S3 12,133 12,132 12,132
S4 12,133 12,132 12,132
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,471 12,422 12,199
R3 12,350 12,301 12,165
R2 12,229 12,229 12,154
R1 12,180 12,180 12,143 12,205
PP 12,108 12,108 12,108 12,120
S1 12,059 12,059 12,121 12,084
S2 11,987 11,987 12,110
S3 11,866 11,938 12,099
S4 11,745 11,817 12,066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,156 12,035 121 1.0% 19 0.2% 80% False False 17
10 12,156 11,952 204 1.7% 25 0.2% 88% False False 12
20 12,156 11,740 416 3.4% 38 0.3% 94% False False 18
40 12,156 11,459 697 5.7% 26 0.2% 97% False False 13
60 12,156 11,267 889 7.3% 19 0.2% 97% False False 11
80 12,156 10,934 1,222 10.1% 14 0.1% 98% False False 8
100 12,156 10,928 1,228 10.1% 11 0.1% 98% False False 7
120 12,156 10,928 1,228 10.1% 9 0.1% 98% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,133
2.618 12,133
1.618 12,133
1.000 12,133
0.618 12,133
HIGH 12,133
0.618 12,133
0.500 12,133
0.382 12,133
LOW 12,133
0.618 12,133
1.000 12,133
1.618 12,133
2.618 12,133
4.250 12,133
Fisher Pivots for day following 20-Oct-2006
Pivot 1 day 3 day
R1 12,133 12,131
PP 12,133 12,129
S1 12,132 12,128

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

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