mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary
Previous Current
20-Dec-2006 21-Dec-2006 Change Change % Previous Week
Open 12,634 12,615 -19 -0.2% 12,512
High 12,645 12,615 -30 -0.2% 12,620
Low 12,634 12,575 -59 -0.5% 12,418
Close 12,638 12,597 -41 -0.3% 12,617
Range 11 40 29 263.6% 202
ATR 46 47 1 2.6% 0
Volume 4 3 -1 -25.0% 345
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,716 12,696 12,619
R3 12,676 12,656 12,608
R2 12,636 12,636 12,604
R1 12,616 12,616 12,601 12,606
PP 12,596 12,596 12,596 12,591
S1 12,576 12,576 12,593 12,566
S2 12,556 12,556 12,590
S3 12,516 12,536 12,586
S4 12,476 12,496 12,575
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 13,158 13,089 12,728
R3 12,956 12,887 12,673
R2 12,754 12,754 12,654
R1 12,685 12,685 12,636 12,720
PP 12,552 12,552 12,552 12,569
S1 12,483 12,483 12,599 12,518
S2 12,350 12,350 12,580
S3 12,148 12,281 12,562
S4 11,946 12,079 12,506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,660 12,575 85 0.7% 25 0.2% 26% False True 4
10 12,660 12,418 242 1.9% 26 0.2% 74% False False 69
20 12,660 12,307 353 2.8% 19 0.1% 82% False False 45
40 12,660 12,178 482 3.8% 9 0.1% 87% False False 22
60 12,660 11,905 755 6.0% 6 0.0% 92% False False 15
80 12,660 11,573 1,087 8.6% 5 0.0% 94% False False 11
100 12,660 11,338 1,322 10.5% 4 0.0% 95% False False 9
120 12,660 11,005 1,655 13.1% 3 0.0% 96% False False 7
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,785
2.618 12,720
1.618 12,680
1.000 12,655
0.618 12,640
HIGH 12,615
0.618 12,600
0.500 12,595
0.382 12,590
LOW 12,575
0.618 12,550
1.000 12,535
1.618 12,510
2.618 12,470
4.250 12,405
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 12,596 12,618
PP 12,596 12,611
S1 12,595 12,604

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

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