mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 12,585 12,574 -11 -0.1% 12,427
High 12,608 12,600 -8 -0.1% 12,608
Low 12,551 12,525 -26 -0.2% 12,415
Close 12,574 12,539 -35 -0.3% 12,539
Range 57 75 18 31.6% 193
ATR 84 83 -1 -0.8% 0
Volume 58,876 40,896 -17,980 -30.5% 188,916
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,780 12,734 12,580
R3 12,705 12,659 12,560
R2 12,630 12,630 12,553
R1 12,584 12,584 12,546 12,570
PP 12,555 12,555 12,555 12,547
S1 12,509 12,509 12,532 12,495
S2 12,480 12,480 12,525
S3 12,405 12,434 12,519
S4 12,330 12,359 12,498
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 13,100 13,012 12,645
R3 12,907 12,819 12,592
R2 12,714 12,714 12,575
R1 12,626 12,626 12,557 12,670
PP 12,521 12,521 12,521 12,543
S1 12,433 12,433 12,521 12,477
S2 12,328 12,328 12,504
S3 12,135 12,240 12,486
S4 11,942 12,047 12,433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,608 12,411 197 1.6% 87 0.7% 65% False False 51,814
10 12,608 12,411 197 1.6% 81 0.6% 65% False False 67,592
20 12,608 12,194 414 3.3% 87 0.7% 83% False False 68,370
40 12,608 12,059 549 4.4% 84 0.7% 87% False False 34,244
60 12,608 11,925 683 5.4% 71 0.6% 90% False False 22,834
80 12,608 11,527 1,081 8.6% 61 0.5% 94% False False 17,129
100 12,608 11,271 1,337 10.7% 50 0.4% 95% False False 13,706
120 12,608 10,934 1,674 13.4% 42 0.3% 96% False False 11,422
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 20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,919
2.618 12,796
1.618 12,721
1.000 12,675
0.618 12,646
HIGH 12,600
0.618 12,571
0.500 12,563
0.382 12,554
LOW 12,525
0.618 12,479
1.000 12,450
1.618 12,404
2.618 12,329
4.250 12,206
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 12,563 12,550
PP 12,555 12,546
S1 12,547 12,543

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

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