mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 12,538 12,596 58 0.5% 12,640
High 12,600 12,674 74 0.6% 12,668
Low 12,511 12,586 75 0.6% 12,576
Close 12,592 12,661 69 0.5% 12,610
Range 89 88 -1 -1.1% 92
ATR 93 93 0 -0.4% 0
Volume 105,106 102,992 -2,114 -2.0% 424,555
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,904 12,871 12,710
R3 12,816 12,783 12,685
R2 12,728 12,728 12,677
R1 12,695 12,695 12,669 12,712
PP 12,640 12,640 12,640 12,649
S1 12,607 12,607 12,653 12,624
S2 12,552 12,552 12,645
S3 12,464 12,519 12,637
S4 12,376 12,431 12,613
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 12,674 12,495 179 1.4% 90 0.7% 93% True False 111,665
10 12,674 12,417 257 2.0% 92 0.7% 95% True False 89,734
20 12,674 12,405 269 2.1% 99 0.8% 95% True False 89,921
40 12,674 12,176 498 3.9% 95 0.8% 97% True False 72,712
60 12,674 12,059 615 4.9% 87 0.7% 98% True False 48,487
80 12,674 11,827 847 6.7% 76 0.6% 98% True False 36,369
100 12,674 11,490 1,184 9.4% 65 0.5% 99% True False 29,097
120 12,674 11,267 1,407 11.1% 55 0.4% 99% True False 24,250
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 25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,048
2.618 12,905
1.618 12,817
1.000 12,762
0.618 12,729
HIGH 12,674
0.618 12,641
0.500 12,630
0.382 12,620
LOW 12,586
0.618 12,532
1.000 12,498
1.618 12,444
2.618 12,356
4.250 12,212
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 12,651 12,636
PP 12,640 12,610
S1 12,630 12,585

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

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