mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 12,628 12,588 -40 -0.3% 12,640
High 12,665 12,635 -30 -0.2% 12,668
Low 12,582 12,576 -6 0.0% 12,576
Close 12,603 12,610 7 0.1% 12,610
Range 83 59 -24 -28.9% 92
ATR 93 91 -2 -2.6% 0
Volume 127,866 96,213 -31,653 -24.8% 424,555
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,784 12,756 12,643
R3 12,725 12,697 12,626
R2 12,666 12,666 12,621
R1 12,638 12,638 12,616 12,652
PP 12,607 12,607 12,607 12,614
S1 12,579 12,579 12,605 12,593
S2 12,548 12,548 12,599
S3 12,489 12,520 12,594
S4 12,430 12,461 12,578
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,894 12,844 12,661
R3 12,802 12,752 12,635
R2 12,710 12,710 12,627
R1 12,660 12,660 12,619 12,639
PP 12,618 12,618 12,618 12,608
S1 12,568 12,568 12,602 12,547
S2 12,526 12,526 12,593
S3 12,434 12,476 12,585
S4 12,342 12,384 12,560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,668 12,545 123 1.0% 72 0.6% 53% False False 86,488
10 12,668 12,405 263 2.1% 94 0.7% 78% False False 94,028
20 12,668 12,405 263 2.1% 95 0.8% 78% False False 85,774
40 12,668 12,176 492 3.9% 90 0.7% 88% False False 64,360
60 12,668 12,059 609 4.8% 83 0.7% 90% False False 42,917
80 12,668 11,760 908 7.2% 73 0.6% 94% False False 32,192
100 12,668 11,490 1,178 9.3% 62 0.5% 95% False False 25,755
120 12,668 11,267 1,401 11.1% 52 0.4% 96% False False 21,464
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 12,886
2.618 12,790
1.618 12,731
1.000 12,694
0.618 12,672
HIGH 12,635
0.618 12,613
0.500 12,606
0.382 12,599
LOW 12,576
0.618 12,540
1.000 12,517
1.618 12,481
2.618 12,422
4.250 12,325
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 12,609 12,622
PP 12,607 12,618
S1 12,606 12,614

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

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