mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 10-Nov-2006
Day Change Summary
Previous Current
09-Nov-2006 10-Nov-2006 Change Change % Previous Week
Open 12,279 12,200 -79 -0.6% 12,122
High 12,279 12,239 -40 -0.3% 12,297
Low 12,203 12,180 -23 -0.2% 12,122
Close 12,227 12,219 -8 -0.1% 12,219
Range 76 59 -17 -22.4% 175
ATR 71 70 -1 -1.2% 0
Volume 12 14 2 16.7% 102
Daily Pivots for day following 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,390 12,363 12,252
R3 12,331 12,304 12,235
R2 12,272 12,272 12,230
R1 12,245 12,245 12,225 12,259
PP 12,213 12,213 12,213 12,219
S1 12,186 12,186 12,214 12,200
S2 12,154 12,154 12,208
S3 12,095 12,127 12,203
S4 12,036 12,068 12,187
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,738 12,653 12,315
R3 12,563 12,478 12,267
R2 12,388 12,388 12,251
R1 12,303 12,303 12,235 12,346
PP 12,213 12,213 12,213 12,234
S1 12,128 12,128 12,203 12,171
S2 12,038 12,038 12,187
S3 11,863 11,953 12,171
S4 11,688 11,778 12,123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,297 12,122 175 1.4% 79 0.6% 55% False False 20
10 12,297 12,059 238 1.9% 77 0.6% 67% False False 21
20 12,297 12,035 262 2.1% 58 0.5% 70% False False 18
40 12,297 11,677 620 5.1% 48 0.4% 87% False False 17
60 12,297 11,452 845 6.9% 35 0.3% 91% False False 15
80 12,297 11,057 1,240 10.1% 27 0.2% 94% False False 12
100 12,297 10,934 1,363 11.2% 22 0.2% 94% False False 10
120 12,297 10,928 1,369 11.2% 18 0.1% 94% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 20
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,490
2.618 12,394
1.618 12,335
1.000 12,298
0.618 12,276
HIGH 12,239
0.618 12,217
0.500 12,210
0.382 12,203
LOW 12,180
0.618 12,144
1.000 12,121
1.618 12,085
2.618 12,026
4.250 11,929
Fisher Pivots for day following 10-Nov-2006
Pivot 1 day 3 day
R1 12,216 12,238
PP 12,213 12,231
S1 12,210 12,225

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

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