mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 13-Dec-2006
Day Change Summary
Previous Current
12-Dec-2006 13-Dec-2006 Change Change % Previous Week
Open 12,430 12,407 -23 -0.2% 12,300
High 12,435 12,462 27 0.2% 12,466
Low 12,345 12,393 48 0.4% 12,291
Close 12,412 12,423 11 0.1% 12,396
Range 90 69 -21 -23.3% 175
ATR 83 82 -1 -1.2% 0
Volume 128,885 121,316 -7,569 -5.9% 224,794
Daily Pivots for day following 13-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,633 12,597 12,461
R3 12,564 12,528 12,442
R2 12,495 12,495 12,436
R1 12,459 12,459 12,429 12,477
PP 12,426 12,426 12,426 12,435
S1 12,390 12,390 12,417 12,408
S2 12,357 12,357 12,410
S3 12,288 12,321 12,404
S4 12,219 12,252 12,385
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% 83 0.7% 67% False False 108,425
10 12,466 12,194 272 2.2% 93 0.7% 84% False False 55,684
20 12,474 12,176 298 2.4% 81 0.6% 83% False False 27,914
40 12,474 12,059 415 3.3% 75 0.6% 88% False False 13,970
60 12,474 11,677 797 6.4% 62 0.5% 94% False False 9,318
80 12,474 11,452 1,022 8.2% 50 0.4% 95% False False 6,991
100 12,474 11,267 1,207 9.7% 41 0.3% 96% False False 5,594
120 12,474 10,934 1,540 12.4% 34 0.3% 97% False False 4,662
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 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,755
2.618 12,643
1.618 12,574
1.000 12,531
0.618 12,505
HIGH 12,462
0.618 12,436
0.500 12,428
0.382 12,419
LOW 12,393
0.618 12,350
1.000 12,324
1.618 12,281
2.618 12,212
4.250 12,100
Fisher Pivots for day following 13-Dec-2006
Pivot 1 day 3 day
R1 12,428 12,417
PP 12,426 12,410
S1 12,425 12,404

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

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