mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary
Previous Current
03-Jan-2007 04-Jan-2007 Change Change % Previous Week
Open 12,607 12,541 -66 -0.5% 12,427
High 12,652 12,576 -76 -0.6% 12,608
Low 12,471 12,468 -3 0.0% 12,415
Close 12,530 12,549 19 0.2% 12,539
Range 181 108 -73 -40.3% 193
ATR 90 91 1 1.4% 0
Volume 144,144 120,680 -23,464 -16.3% 188,916
Daily Pivots for day following 04-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,855 12,810 12,609
R3 12,747 12,702 12,579
R2 12,639 12,639 12,569
R1 12,594 12,594 12,559 12,617
PP 12,531 12,531 12,531 12,542
S1 12,486 12,486 12,539 12,509
S2 12,423 12,423 12,529
S3 12,315 12,378 12,519
S4 12,207 12,270 12,490
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 12,652 12,468 184 1.5% 105 0.8% 44% False True 84,027
10 12,652 12,411 241 1.9% 97 0.8% 57% False False 77,521
20 12,652 12,336 316 2.5% 87 0.7% 67% False False 81,491
40 12,652 12,176 476 3.8% 85 0.7% 78% False False 40,864
60 12,652 11,985 667 5.3% 73 0.6% 85% False False 27,248
80 12,652 11,552 1,100 8.8% 64 0.5% 91% False False 20,439
100 12,652 11,284 1,368 10.9% 53 0.4% 92% False False 16,354
120 12,652 10,948 1,704 13.6% 44 0.4% 94% False False 13,629
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 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,035
2.618 12,859
1.618 12,751
1.000 12,684
0.618 12,643
HIGH 12,576
0.618 12,535
0.500 12,522
0.382 12,509
LOW 12,468
0.618 12,401
1.000 12,360
1.618 12,293
2.618 12,185
4.250 12,009
Fisher Pivots for day following 04-Jan-2007
Pivot 1 day 3 day
R1 12,540 12,560
PP 12,531 12,556
S1 12,522 12,553

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

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