mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 27-Nov-2006
Day Change Summary
Previous Current
24-Nov-2006 27-Nov-2006 Change Change % Previous Week
Open 12,400 12,375 -25 -0.2% 12,450
High 12,431 12,406 -25 -0.2% 12,474
Low 12,375 12,223 -152 -1.2% 12,375
Close 12,390 12,222 -168 -1.4% 12,390
Range 56 183 127 226.8% 99
ATR 64 73 8 13.3% 0
Volume 147 317 170 115.6% 391
Daily Pivots for day following 27-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,833 12,710 12,323
R3 12,650 12,527 12,272
R2 12,467 12,467 12,256
R1 12,344 12,344 12,239 12,314
PP 12,284 12,284 12,284 12,269
S1 12,161 12,161 12,205 12,131
S2 12,101 12,101 12,189
S3 11,918 11,978 12,172
S4 11,735 11,795 12,121
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 12,468 12,223 245 2.0% 66 0.5% 0% False True 123
10 12,474 12,222 252 2.1% 73 0.6% 0% False False 95
20 12,474 12,059 415 3.4% 76 0.6% 39% False False 56
40 12,474 11,855 619 5.1% 60 0.5% 59% False False 38
60 12,474 11,524 950 7.8% 47 0.4% 73% False False 28
80 12,474 11,267 1,207 9.9% 37 0.3% 79% False False 24
100 12,474 10,934 1,540 12.6% 30 0.2% 84% False False 19
120 12,474 10,928 1,546 12.6% 25 0.2% 84% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Widest range in 178 trading days
Fibonacci Retracements and Extensions
4.250 13,184
2.618 12,885
1.618 12,702
1.000 12,589
0.618 12,519
HIGH 12,406
0.618 12,336
0.500 12,315
0.382 12,293
LOW 12,223
0.618 12,110
1.000 12,040
1.618 11,927
2.618 11,744
4.250 11,445
Fisher Pivots for day following 27-Nov-2006
Pivot 1 day 3 day
R1 12,315 12,333
PP 12,284 12,296
S1 12,253 12,259

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

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