mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 08-Nov-2006
Day Change Summary
Previous Current
07-Nov-2006 08-Nov-2006 Change Change % Previous Week
Open 12,263 12,230 -33 -0.3% 12,208
High 12,297 12,295 -2 0.0% 12,237
Low 12,218 12,214 -4 0.0% 12,059
Close 12,274 12,294 20 0.2% 12,094
Range 79 81 2 2.5% 178
ATR 68 69 1 1.3% 0
Volume 45 23 -22 -48.9% 114
Daily Pivots for day following 08-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,511 12,483 12,339
R3 12,430 12,402 12,316
R2 12,349 12,349 12,309
R1 12,321 12,321 12,302 12,335
PP 12,268 12,268 12,268 12,275
S1 12,240 12,240 12,287 12,254
S2 12,187 12,187 12,279
S3 12,106 12,159 12,272
S4 12,025 12,078 12,250
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,664 12,557 12,192
R3 12,486 12,379 12,143
R2 12,308 12,308 12,127
R1 12,201 12,201 12,110 12,166
PP 12,130 12,130 12,130 12,112
S1 12,023 12,023 12,078 11,988
S2 11,952 11,952 12,061
S3 11,774 11,845 12,045
S4 11,596 11,667 11,996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,297 12,059 238 1.9% 85 0.7% 99% False False 20
10 12,297 12,059 238 1.9% 71 0.6% 99% False False 23
20 12,297 12,025 272 2.2% 56 0.5% 99% False False 19
40 12,297 11,677 620 5.0% 45 0.4% 100% False False 16
60 12,297 11,450 847 6.9% 34 0.3% 100% False False 16
80 12,297 11,057 1,240 10.1% 26 0.2% 100% False False 12
100 12,297 10,934 1,363 11.1% 20 0.2% 100% False False 9
120 12,297 10,928 1,369 11.1% 17 0.1% 100% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,639
2.618 12,507
1.618 12,426
1.000 12,376
0.618 12,345
HIGH 12,295
0.618 12,264
0.500 12,255
0.382 12,245
LOW 12,214
0.618 12,164
1.000 12,133
1.618 12,083
2.618 12,002
4.250 11,870
Fisher Pivots for day following 08-Nov-2006
Pivot 1 day 3 day
R1 12,281 12,266
PP 12,268 12,238
S1 12,255 12,210

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

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