mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 07-Dec-2006
Day Change Summary
Previous Current
06-Dec-2006 07-Dec-2006 Change Change % Previous Week
Open 12,435 12,405 -30 -0.2% 12,375
High 12,450 12,466 16 0.1% 12,406
Low 12,398 12,362 -36 -0.3% 12,176
Close 12,414 12,374 -40 -0.3% 12,309
Range 52 104 52 100.0% 230
ATR 83 84 2 1.8% 0
Volume 9,793 88,864 79,071 807.4% 3,026
Daily Pivots for day following 07-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,713 12,647 12,431
R3 12,609 12,543 12,403
R2 12,505 12,505 12,393
R1 12,439 12,439 12,384 12,420
PP 12,401 12,401 12,401 12,391
S1 12,335 12,335 12,365 12,316
S2 12,297 12,297 12,355
S3 12,193 12,231 12,346
S4 12,089 12,127 12,317
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 12,466 12,194 272 2.2% 100 0.8% 66% True False 20,588
10 12,466 12,176 290 2.3% 103 0.8% 68% True False 10,468
20 12,474 12,176 298 2.4% 82 0.7% 66% False False 5,260
40 12,474 12,035 439 3.5% 69 0.6% 77% False False 2,639
60 12,474 11,677 797 6.4% 59 0.5% 87% False False 1,764
80 12,474 11,452 1,022 8.3% 46 0.4% 90% False False 1,327
100 12,474 11,057 1,417 11.5% 38 0.3% 93% False False 1,062
120 12,474 10,934 1,540 12.4% 31 0.3% 94% False False 885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,908
2.618 12,738
1.618 12,634
1.000 12,570
0.618 12,530
HIGH 12,466
0.618 12,426
0.500 12,414
0.382 12,402
LOW 12,362
0.618 12,298
1.000 12,258
1.618 12,194
2.618 12,090
4.250 11,920
Fisher Pivots for day following 07-Dec-2006
Pivot 1 day 3 day
R1 12,414 12,414
PP 12,401 12,401
S1 12,387 12,387

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

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