mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 12,544 12,521 -23 -0.2% 12,613
High 12,575 12,577 2 0.0% 12,674
Low 12,464 12,496 32 0.3% 12,464
Close 12,523 12,525 2 0.0% 12,523
Range 111 81 -30 -27.0% 210
ATR 97 96 -1 -1.2% 0
Volume 133,697 102,666 -31,031 -23.2% 588,771
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,776 12,731 12,570
R3 12,695 12,650 12,547
R2 12,614 12,614 12,540
R1 12,569 12,569 12,533 12,592
PP 12,533 12,533 12,533 12,544
S1 12,488 12,488 12,518 12,511
S2 12,452 12,452 12,510
S3 12,371 12,407 12,503
S4 12,290 12,326 12,481
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,184 13,063 12,639
R3 12,974 12,853 12,581
R2 12,764 12,764 12,562
R1 12,643 12,643 12,542 12,599
PP 12,554 12,554 12,554 12,531
S1 12,433 12,433 12,504 12,389
S2 12,344 12,344 12,485
S3 12,134 12,223 12,465
S4 11,924 12,013 12,408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,674 12,464 210 1.7% 103 0.8% 29% False False 113,057
10 12,674 12,464 210 1.7% 92 0.7% 29% False False 111,599
20 12,674 12,405 269 2.1% 100 0.8% 45% False False 99,815
40 12,674 12,194 480 3.8% 96 0.8% 69% False False 81,624
60 12,674 12,059 615 4.9% 89 0.7% 76% False False 54,439
80 12,674 11,899 775 6.2% 78 0.6% 81% False False 40,834
100 12,674 11,524 1,150 9.2% 67 0.5% 87% False False 32,669
120 12,674 11,267 1,407 11.2% 57 0.5% 89% False False 27,226
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,921
2.618 12,789
1.618 12,708
1.000 12,658
0.618 12,627
HIGH 12,577
0.618 12,546
0.500 12,537
0.382 12,527
LOW 12,496
0.618 12,446
1.000 12,415
1.618 12,365
2.618 12,284
4.250 12,152
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 12,537 12,567
PP 12,533 12,553
S1 12,529 12,539

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

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