mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 12-Dec-2006
Day Change Summary
Previous Current
11-Dec-2006 12-Dec-2006 Change Change % Previous Week
Open 12,398 12,430 32 0.3% 12,300
High 12,449 12,435 -14 -0.1% 12,466
Low 12,396 12,345 -51 -0.4% 12,291
Close 12,430 12,412 -18 -0.1% 12,396
Range 53 90 37 69.8% 175
ATR 83 83 1 0.6% 0
Volume 79,778 128,885 49,107 61.6% 224,794
Daily Pivots for day following 12-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,667 12,630 12,462
R3 12,577 12,540 12,437
R2 12,487 12,487 12,429
R1 12,450 12,450 12,420 12,424
PP 12,397 12,397 12,397 12,384
S1 12,360 12,360 12,404 12,334
S2 12,307 12,307 12,396
S3 12,217 12,270 12,387
S4 12,127 12,180 12,363
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,909 12,828 12,492
R3 12,734 12,653 12,444
R2 12,559 12,559 12,428
R1 12,478 12,478 12,412 12,519
PP 12,384 12,384 12,384 12,405
S1 12,303 12,303 12,380 12,344
S2 12,209 12,209 12,364
S3 12,034 12,128 12,348
S4 11,859 11,953 12,300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,466 12,336 130 1.0% 79 0.6% 58% False False 86,120
10 12,466 12,194 272 2.2% 95 0.8% 80% False False 43,593
20 12,474 12,176 298 2.4% 82 0.7% 79% False False 21,853
40 12,474 12,059 415 3.3% 75 0.6% 85% False False 10,937
60 12,474 11,677 797 6.4% 62 0.5% 92% False False 7,297
80 12,474 11,452 1,022 8.2% 49 0.4% 94% False False 5,475
100 12,474 11,267 1,207 9.7% 40 0.3% 95% False False 4,381
120 12,474 10,934 1,540 12.4% 33 0.3% 96% False False 3,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,818
2.618 12,671
1.618 12,581
1.000 12,525
0.618 12,491
HIGH 12,435
0.618 12,401
0.500 12,390
0.382 12,380
LOW 12,345
0.618 12,290
1.000 12,255
1.618 12,200
2.618 12,110
4.250 11,963
Fisher Pivots for day following 12-Dec-2006
Pivot 1 day 3 day
R1 12,405 12,406
PP 12,397 12,399
S1 12,390 12,393

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

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