mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 24-Nov-2006
Day Change Summary
Previous Current
23-Nov-2006 24-Nov-2006 Change Change % Previous Week
Open 12,443 12,400 -43 -0.3% 12,450
High 12,443 12,431 -12 -0.1% 12,474
Low 12,443 12,375 -68 -0.5% 12,375
Close 12,443 12,390 -53 -0.4% 12,390
Range 0 56 56 99
ATR 64 64 0 0.5% 0
Volume 58 147 89 153.4% 391
Daily Pivots for day following 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,567 12,534 12,421
R3 12,511 12,478 12,406
R2 12,455 12,455 12,400
R1 12,422 12,422 12,395 12,411
PP 12,399 12,399 12,399 12,393
S1 12,366 12,366 12,385 12,355
S2 12,343 12,343 12,380
S3 12,287 12,310 12,375
S4 12,231 12,254 12,359
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,710 12,649 12,445
R3 12,611 12,550 12,417
R2 12,512 12,512 12,408
R1 12,451 12,451 12,399 12,432
PP 12,413 12,413 12,413 12,404
S1 12,352 12,352 12,381 12,333
S2 12,314 12,314 12,372
S3 12,215 12,253 12,363
S4 12,116 12,154 12,336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,474 12,375 99 0.8% 40 0.3% 15% False True 78
10 12,474 12,210 264 2.1% 62 0.5% 68% False False 66
20 12,474 12,059 415 3.3% 70 0.6% 80% False False 43
40 12,474 11,827 647 5.2% 57 0.5% 87% False False 30
60 12,474 11,524 950 7.7% 44 0.4% 91% False False 23
80 12,474 11,267 1,207 9.7% 35 0.3% 93% False False 20
100 12,474 10,934 1,540 12.4% 28 0.2% 95% False False 16
120 12,474 10,928 1,546 12.5% 23 0.2% 95% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,669
2.618 12,578
1.618 12,522
1.000 12,487
0.618 12,466
HIGH 12,431
0.618 12,410
0.500 12,403
0.382 12,397
LOW 12,375
0.618 12,341
1.000 12,319
1.618 12,285
2.618 12,229
4.250 12,137
Fisher Pivots for day following 24-Nov-2006
Pivot 1 day 3 day
R1 12,403 12,422
PP 12,399 12,411
S1 12,394 12,401

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

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