mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 31-Oct-2006
Day Change Summary
Previous Current
30-Oct-2006 31-Oct-2006 Change Change % Previous Week
Open 12,208 12,184 -24 -0.2% 12,133
High 12,237 12,210 -27 -0.2% 12,275
Low 12,176 12,149 -27 -0.2% 12,124
Close 12,209 12,206 -3 0.0% 12,225
Range 61 61 0 0.0% 151
ATR 55 55 0 0.8% 0
Volume 56 8 -48 -85.7% 76
Daily Pivots for day following 31-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,371 12,350 12,240
R3 12,310 12,289 12,223
R2 12,249 12,249 12,217
R1 12,228 12,228 12,212 12,239
PP 12,188 12,188 12,188 12,194
S1 12,167 12,167 12,201 12,178
S2 12,127 12,127 12,195
S3 12,066 12,106 12,189
S4 12,005 12,045 12,173
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,661 12,594 12,308
R3 12,510 12,443 12,267
R2 12,359 12,359 12,253
R1 12,292 12,292 12,239 12,326
PP 12,208 12,208 12,208 12,225
S1 12,141 12,141 12,211 12,175
S2 12,057 12,057 12,197
S3 11,906 11,990 12,184
S4 11,755 11,839 12,142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,275 12,149 126 1.0% 55 0.4% 45% False True 24
10 12,275 12,100 175 1.4% 50 0.4% 61% False False 22
20 12,275 11,899 376 3.1% 45 0.4% 82% False False 20
40 12,275 11,524 751 6.2% 34 0.3% 91% False False 14
60 12,275 11,267 1,008 8.3% 25 0.2% 93% False False 14
80 12,275 10,934 1,341 11.0% 19 0.2% 95% False False 10
100 12,275 10,928 1,347 11.0% 15 0.1% 95% False False 8
120 12,275 10,928 1,347 11.0% 13 0.1% 95% False False 7
Crabel Price Patterns
NR False
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 11
Fibonacci Retracements and Extensions
4.250 12,469
2.618 12,370
1.618 12,309
1.000 12,271
0.618 12,248
HIGH 12,210
0.618 12,187
0.500 12,180
0.382 12,172
LOW 12,149
0.618 12,111
1.000 12,088
1.618 12,050
2.618 11,989
4.250 11,890
Fisher Pivots for day following 31-Oct-2006
Pivot 1 day 3 day
R1 12,197 12,211
PP 12,188 12,209
S1 12,180 12,208

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

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