mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 28-Nov-2006
Day Change Summary
Previous Current
27-Nov-2006 28-Nov-2006 Change Change % Previous Week
Open 12,375 12,222 -153 -1.2% 12,450
High 12,406 12,256 -150 -1.2% 12,474
Low 12,223 12,176 -47 -0.4% 12,375
Close 12,222 12,238 16 0.1% 12,390
Range 183 80 -103 -56.3% 99
ATR 73 73 1 0.7% 0
Volume 317 234 -83 -26.2% 391
Daily Pivots for day following 28-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,463 12,431 12,282
R3 12,383 12,351 12,260
R2 12,303 12,303 12,253
R1 12,271 12,271 12,245 12,287
PP 12,223 12,223 12,223 12,232
S1 12,191 12,191 12,231 12,207
S2 12,143 12,143 12,223
S3 12,063 12,111 12,216
S4 11,983 12,031 12,194
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 12,176 292 2.4% 75 0.6% 21% False True 162
10 12,474 12,176 298 2.4% 68 0.6% 21% False True 113
20 12,474 12,059 415 3.4% 77 0.6% 43% False False 68
40 12,474 11,899 575 4.7% 61 0.5% 59% False False 44
60 12,474 11,524 950 7.8% 49 0.4% 75% False False 32
80 12,474 11,267 1,207 9.9% 38 0.3% 80% False False 27
100 12,474 10,934 1,540 12.6% 31 0.2% 85% False False 22
120 12,474 10,928 1,546 12.6% 26 0.2% 85% False False 18
Crabel Price Patterns
NR True
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 True
Bull Hook False
Stretch 17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,596
2.618 12,466
1.618 12,386
1.000 12,336
0.618 12,306
HIGH 12,256
0.618 12,226
0.500 12,216
0.382 12,207
LOW 12,176
0.618 12,127
1.000 12,096
1.618 12,047
2.618 11,967
4.250 11,836
Fisher Pivots for day following 28-Nov-2006
Pivot 1 day 3 day
R1 12,231 12,304
PP 12,223 12,282
S1 12,216 12,260

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

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