mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 26-Oct-2006
Day Change Summary
Previous Current
25-Oct-2006 26-Oct-2006 Change Change % Previous Week
Open 12,237 12,241 4 0.0% 12,096
High 12,275 12,248 -27 -0.2% 12,156
Low 12,200 12,241 41 0.3% 12,035
Close 12,272 12,272 0 0.0% 12,132
Range 75 7 -68 -90.7% 121
ATR 55 53 -2 -3.1% 0
Volume 9 40 31 344.4% 87
Daily Pivots for day following 26-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,275 12,280 12,276
R3 12,268 12,273 12,274
R2 12,261 12,261 12,273
R1 12,266 12,266 12,273 12,264
PP 12,254 12,254 12,254 12,252
S1 12,259 12,259 12,271 12,257
S2 12,247 12,247 12,271
S3 12,240 12,252 12,270
S4 12,233 12,245 12,268
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 12,275 12,124 151 1.2% 43 0.4% 98% False False 18
10 12,275 12,035 240 2.0% 31 0.3% 99% False False 16
20 12,275 11,827 448 3.7% 41 0.3% 99% False False 17
40 12,275 11,490 785 6.4% 31 0.3% 100% False False 12
60 12,275 11,267 1,008 8.2% 22 0.2% 100% False False 13
80 12,275 10,934 1,341 10.9% 17 0.1% 100% False False 9
100 12,275 10,928 1,347 11.0% 13 0.1% 100% False False 7
120 12,275 10,928 1,347 11.0% 11 0.1% 100% False False 6
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 6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,278
2.618 12,266
1.618 12,259
1.000 12,255
0.618 12,252
HIGH 12,248
0.618 12,245
0.500 12,245
0.382 12,244
LOW 12,241
0.618 12,237
1.000 12,234
1.618 12,230
2.618 12,223
4.250 12,211
Fisher Pivots for day following 26-Oct-2006
Pivot 1 day 3 day
R1 12,263 12,261
PP 12,254 12,249
S1 12,245 12,238

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

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