mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 26-Dec-2006
Day Change Summary
Previous Current
22-Dec-2006 26-Dec-2006 Change Change % Previous Week
Open 12,507 12,427 -80 -0.6% 12,536
High 12,522 12,501 -21 -0.2% 12,580
Low 12,411 12,415 4 0.0% 12,411
Close 12,418 12,494 76 0.6% 12,418
Range 111 86 -25 -22.5% 169
ATR 84 85 0 0.1% 0
Volume 70,156 33,604 -36,552 -52.1% 403,082
Daily Pivots for day following 26-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,728 12,697 12,541
R3 12,642 12,611 12,518
R2 12,556 12,556 12,510
R1 12,525 12,525 12,502 12,541
PP 12,470 12,470 12,470 12,478
S1 12,439 12,439 12,486 12,455
S2 12,384 12,384 12,478
S3 12,298 12,353 12,470
S4 12,212 12,267 12,447
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% 88 0.7% 49% False False 71,015
10 12,580 12,345 235 1.9% 86 0.7% 63% False False 90,609
20 12,580 12,176 404 3.2% 90 0.7% 79% False False 60,668
40 12,580 12,059 521 4.2% 83 0.7% 83% False False 30,362
60 12,580 11,855 725 5.8% 70 0.6% 88% False False 20,248
80 12,580 11,524 1,056 8.5% 58 0.5% 92% False False 15,188
100 12,580 11,267 1,313 10.5% 48 0.4% 93% False False 12,153
120 12,580 10,934 1,646 13.2% 40 0.3% 95% False False 10,128
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,867
2.618 12,726
1.618 12,640
1.000 12,587
0.618 12,554
HIGH 12,501
0.618 12,468
0.500 12,458
0.382 12,448
LOW 12,415
0.618 12,362
1.000 12,329
1.618 12,276
2.618 12,190
4.250 12,050
Fisher Pivots for day following 26-Dec-2006
Pivot 1 day 3 day
R1 12,482 12,494
PP 12,470 12,493
S1 12,458 12,493

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

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