mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 06-Dec-2006
Day Change Summary
Previous Current
05-Dec-2006 06-Dec-2006 Change Change % Previous Week
Open 12,387 12,435 48 0.4% 12,375
High 12,439 12,450 11 0.1% 12,406
Low 12,379 12,398 19 0.2% 12,176
Close 12,435 12,414 -21 -0.2% 12,309
Range 60 52 -8 -13.3% 230
ATR 85 83 -2 -2.8% 0
Volume 1,878 9,793 7,915 421.5% 3,026
Daily Pivots for day following 06-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,577 12,547 12,443
R3 12,525 12,495 12,428
R2 12,473 12,473 12,424
R1 12,443 12,443 12,419 12,432
PP 12,421 12,421 12,421 12,415
S1 12,391 12,391 12,409 12,380
S2 12,369 12,369 12,405
S3 12,317 12,339 12,400
S4 12,265 12,287 12,386
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 12,450 12,194 256 2.1% 103 0.8% 86% True False 2,943
10 12,450 12,176 274 2.2% 92 0.7% 87% True False 1,587
20 12,474 12,176 298 2.4% 81 0.7% 80% False False 817
40 12,474 12,025 449 3.6% 68 0.6% 87% False False 418
60 12,474 11,677 797 6.4% 57 0.5% 92% False False 283
80 12,474 11,450 1,024 8.2% 46 0.4% 94% False False 216
100 12,474 11,057 1,417 11.4% 37 0.3% 96% False False 173
120 12,474 10,934 1,540 12.4% 31 0.2% 96% False False 144
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 9 trading days
Fibonacci Retracements and Extensions
4.250 12,671
2.618 12,586
1.618 12,534
1.000 12,502
0.618 12,482
HIGH 12,450
0.618 12,430
0.500 12,424
0.382 12,418
LOW 12,398
0.618 12,366
1.000 12,346
1.618 12,314
2.618 12,262
4.250 12,177
Fisher Pivots for day following 06-Dec-2006
Pivot 1 day 3 day
R1 12,424 12,400
PP 12,421 12,385
S1 12,417 12,371

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

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