mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 05-Dec-2006
Day Change Summary
Previous Current
04-Dec-2006 05-Dec-2006 Change Change % Previous Week
Open 12,300 12,387 87 0.7% 12,375
High 12,413 12,439 26 0.2% 12,406
Low 12,291 12,379 88 0.7% 12,176
Close 12,383 12,435 52 0.4% 12,309
Range 122 60 -62 -50.8% 230
ATR 87 85 -2 -2.2% 0
Volume 975 1,878 903 92.6% 3,026
Daily Pivots for day following 05-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,598 12,576 12,468
R3 12,538 12,516 12,452
R2 12,478 12,478 12,446
R1 12,456 12,456 12,441 12,467
PP 12,418 12,418 12,418 12,423
S1 12,396 12,396 12,430 12,407
S2 12,358 12,358 12,424
S3 12,298 12,336 12,419
S4 12,238 12,276 12,402
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 12,439 12,194 245 2.0% 110 0.9% 98% True False 1,065
10 12,468 12,176 292 2.3% 92 0.7% 89% False False 614
20 12,474 12,176 298 2.4% 83 0.7% 87% False False 329
40 12,474 11,985 489 3.9% 67 0.5% 92% False False 173
60 12,474 11,677 797 6.4% 56 0.5% 95% False False 120
80 12,474 11,399 1,075 8.6% 45 0.4% 96% False False 94
100 12,474 11,017 1,457 11.7% 36 0.3% 97% False False 75
120 12,474 10,934 1,540 12.4% 30 0.2% 97% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 12,694
2.618 12,596
1.618 12,536
1.000 12,499
0.618 12,476
HIGH 12,439
0.618 12,416
0.500 12,409
0.382 12,402
LOW 12,379
0.618 12,342
1.000 12,319
1.618 12,282
2.618 12,222
4.250 12,124
Fisher Pivots for day following 05-Dec-2006
Pivot 1 day 3 day
R1 12,426 12,396
PP 12,418 12,356
S1 12,409 12,317

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

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