mini-sized Dow ($5) Future March 2007

Trading Metrics calculated at close of trading on 04-Dec-2006

Day Change Summary
	Previous	Current
	01-Dec-2006	04-Dec-2006	Change	Change %	Previous Week
Open	12,335	12,300	-35	-0.3%	12,375
High	12,356	12,413	57	0.5%	12,406
Low	12,194	12,291	97	0.8%	12,176
Close	12,309	12,383	74	0.6%	12,309
Range	162	122	-40	-24.7%	230
ATR	84	87	3	3.2%	0
Volume	1,431	975	-456	-31.9%	3,026

Daily Pivots for day following 04-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	12,728	12,678	12,450
R3	12,606	12,556	12,417
R2	12,484	12,484	12,405
R1	12,434	12,434	12,394	12,459
PP	12,362	12,362	12,362	12,375
S1	12,312	12,312	12,372	12,337
S2	12,240	12,240	12,361
S3	12,118	12,190	12,350
S4	11,996	12,068	12,316

Weekly Pivots for week ending 01-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	12,987	12,878	12,436
R3	12,757	12,648	12,372
R2	12,527	12,527	12,351
R1	12,418	12,418	12,330	12,358
PP	12,297	12,297	12,297	12,267
S1	12,188	12,188	12,288	12,128
S2	12,067	12,067	12,267
S3	11,837	11,958	12,246
S4	11,607	11,728	12,183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,413	12,176	237	1.9%	114	0.9%	87%	True	False	736
10	12,468	12,176	292	2.4%	90	0.7%	71%	False	False	430
20	12,474	12,176	298	2.4%	83	0.7%	69%	False	False	237
40	12,474	11,985	489	3.9%	66	0.5%	81%	False	False	126
60	12,474	11,552	922	7.4%	57	0.5%	90%	False	False	89
80	12,474	11,284	1,190	9.6%	44	0.4%	92%	False	False	70
100	12,474	10,948	1,526	12.3%	36	0.3%	94%	False	False	56
120	12,474	10,934	1,540	12.4%	30	0.2%	94%	False	False	47

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	False
Bull Hook	False
Stretch	19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,932
2.618	12,733
1.618	12,611
1.000	12,535
0.618	12,489
HIGH	12,413
0.618	12,367
0.500	12,352
0.382	12,338
LOW	12,291
0.618	12,216
1.000	12,169
1.618	12,094
2.618	11,972
4.250	11,773

Fisher Pivots for day following 04-Dec-2006
Pivot	1 day	3 day
R1	12,373	12,357
PP	12,362	12,330
S1	12,352	12,304

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols