mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary
Previous Current
21-Dec-2006 22-Dec-2006 Change Change % Previous Week
Open 12,550 12,507 -43 -0.3% 12,536
High 12,575 12,522 -53 -0.4% 12,580
Low 12,474 12,411 -63 -0.5% 12,411
Close 12,501 12,418 -83 -0.7% 12,418
Range 101 111 10 9.9% 169
ATR 82 84 2 2.5% 0
Volume 86,465 70,156 -16,309 -18.9% 403,082
Daily Pivots for day following 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,783 12,712 12,479
R3 12,672 12,601 12,449
R2 12,561 12,561 12,438
R1 12,490 12,490 12,428 12,470
PP 12,450 12,450 12,450 12,441
S1 12,379 12,379 12,408 12,359
S2 12,339 12,339 12,398
S3 12,228 12,268 12,388
S4 12,117 12,157 12,357
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,977 12,866 12,511
R3 12,808 12,697 12,465
R2 12,639 12,639 12,449
R1 12,528 12,528 12,434 12,499
PP 12,470 12,470 12,470 12,455
S1 12,359 12,359 12,403 12,330
S2 12,301 12,301 12,387
S3 12,132 12,190 12,372
S4 11,963 12,021 12,325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,580 12,411 169 1.4% 83 0.7% 4% False True 80,616
10 12,580 12,345 235 1.9% 82 0.7% 31% False False 95,226
20 12,580 12,176 404 3.3% 95 0.8% 60% False False 59,004
40 12,580 12,059 521 4.2% 82 0.7% 69% False False 29,524
60 12,580 11,827 753 6.1% 70 0.6% 78% False False 19,688
80 12,580 11,524 1,056 8.5% 57 0.5% 85% False False 14,768
100 12,580 11,267 1,313 10.6% 47 0.4% 88% False False 11,817
120 12,580 10,934 1,646 13.3% 39 0.3% 90% False False 9,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,994
2.618 12,813
1.618 12,702
1.000 12,633
0.618 12,591
HIGH 12,522
0.618 12,480
0.500 12,467
0.382 12,454
LOW 12,411
0.618 12,343
1.000 12,300
1.618 12,232
2.618 12,121
4.250 11,939
Fisher Pivots for day following 22-Dec-2006
Pivot 1 day 3 day
R1 12,467 12,496
PP 12,450 12,470
S1 12,434 12,444

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

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