mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary
Previous Current
16-Jan-2007 17-Jan-2007 Change Change % Previous Week
Open 12,640 12,621 -19 -0.2% 12,460
High 12,654 12,668 14 0.1% 12,631
Low 12,592 12,601 9 0.1% 12,405
Close 12,628 12,639 11 0.1% 12,626
Range 62 67 5 8.1% 226
ATR 96 94 -2 -2.2% 0
Volume 86,983 113,493 26,510 30.5% 389,155
Daily Pivots for day following 17-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,837 12,805 12,676
R3 12,770 12,738 12,658
R2 12,703 12,703 12,651
R1 12,671 12,671 12,645 12,687
PP 12,636 12,636 12,636 12,644
S1 12,604 12,604 12,633 12,620
S2 12,569 12,569 12,627
S3 12,502 12,537 12,621
S4 12,435 12,470 12,602
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,232 13,155 12,750
R3 13,006 12,929 12,688
R2 12,780 12,780 12,668
R1 12,703 12,703 12,647 12,742
PP 12,554 12,554 12,554 12,573
S1 12,477 12,477 12,605 12,516
S2 12,328 12,328 12,585
S3 12,102 12,251 12,564
S4 11,876 12,025 12,502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,668 12,417 251 2.0% 93 0.7% 88% True False 67,803
10 12,668 12,405 263 2.1% 109 0.9% 89% True False 98,102
20 12,668 12,405 263 2.1% 95 0.8% 89% True False 82,847
40 12,668 12,176 492 3.9% 89 0.7% 94% True False 58,761
60 12,668 12,059 609 4.8% 83 0.7% 95% True False 39,183
80 12,668 11,677 991 7.8% 72 0.6% 97% True False 29,391
100 12,668 11,452 1,216 9.6% 60 0.5% 98% True False 23,515
120 12,668 11,267 1,401 11.1% 51 0.4% 98% True False 19,597
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,953
2.618 12,844
1.618 12,777
1.000 12,735
0.618 12,710
HIGH 12,668
0.618 12,643
0.500 12,635
0.382 12,627
LOW 12,601
0.618 12,560
1.000 12,534
1.618 12,493
2.618 12,426
4.250 12,316
Fisher Pivots for day following 17-Jan-2007
Pivot 1 day 3 day
R1 12,638 12,628
PP 12,636 12,617
S1 12,635 12,607

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

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