mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 12-Sep-2006
Day Change Summary
Previous Current
11-Sep-2006 12-Sep-2006 Change Change % Previous Week
Open 11,527 11,552 25 0.2% 11,626
High 11,527 11,649 122 1.1% 11,626
Low 11,527 11,552 25 0.2% 11,524
Close 11,568 11,670 102 0.9% 11,556
Range 0 97 97 102
ATR 44 48 4 8.6% 0
Volume 2 4 2 100.0% 16
Daily Pivots for day following 12-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,915 11,889 11,723
R3 11,818 11,792 11,697
R2 11,721 11,721 11,688
R1 11,695 11,695 11,679 11,708
PP 11,624 11,624 11,624 11,630
S1 11,598 11,598 11,661 11,611
S2 11,527 11,527 11,652
S3 11,430 11,501 11,643
S4 11,333 11,404 11,617
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,875 11,817 11,612
R3 11,773 11,715 11,584
R2 11,671 11,671 11,575
R1 11,613 11,613 11,565 11,591
PP 11,569 11,569 11,569 11,558
S1 11,511 11,511 11,547 11,489
S2 11,467 11,467 11,537
S3 11,365 11,409 11,528
S4 11,263 11,307 11,500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,649 11,524 125 1.1% 20 0.2% 117% True False 3
10 11,649 11,490 159 1.4% 16 0.1% 113% True False 8
20 11,649 11,399 250 2.1% 12 0.1% 108% True False 15
40 11,649 11,017 632 5.4% 6 0.1% 103% True False 7
60 11,649 10,934 715 6.1% 4 0.0% 103% True False 5
80 11,649 10,928 721 6.2% 3 0.0% 103% True False 3
100 11,944 10,928 1,016 8.7% 3 0.0% 73% False False 3
120 11,944 10,928 1,016 8.7% 2 0.0% 73% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 12,061
2.618 11,903
1.618 11,806
1.000 11,746
0.618 11,709
HIGH 11,649
0.618 11,612
0.500 11,601
0.382 11,589
LOW 11,552
0.618 11,492
1.000 11,455
1.618 11,395
2.618 11,298
4.250 11,140
Fisher Pivots for day following 12-Sep-2006
Pivot 1 day 3 day
R1 11,647 11,643
PP 11,624 11,615
S1 11,601 11,588

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

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