mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 12-Oct-2006
Day Change Summary
Previous Current
11-Oct-2006 12-Oct-2006 Change Change % Previous Week
Open 11,985 12,093 108 0.9% 11,827
High 11,987 12,124 137 1.1% 12,020
Low 11,985 12,025 40 0.3% 11,827
Close 11,999 12,086 87 0.7% 12,002
Range 2 99 97 4,850.0% 193
ATR 52 57 5 9.9% 0
Volume 3 18 15 500.0% 140
Daily Pivots for day following 12-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,375 12,330 12,141
R3 12,276 12,231 12,113
R2 12,177 12,177 12,104
R1 12,132 12,132 12,095 12,105
PP 12,078 12,078 12,078 12,065
S1 12,033 12,033 12,077 12,006
S2 11,979 11,979 12,068
S3 11,880 11,934 12,059
S4 11,781 11,835 12,032
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,529 12,458 12,108
R3 12,336 12,265 12,055
R2 12,143 12,143 12,038
R1 12,072 12,072 12,020 12,108
PP 11,950 11,950 11,950 11,967
S1 11,879 11,879 11,984 11,915
S2 11,757 11,757 11,967
S3 11,564 11,686 11,949
S4 11,371 11,493 11,896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,124 11,925 199 1.6% 50 0.4% 81% True False 7
10 12,124 11,827 297 2.5% 52 0.4% 87% True False 17
20 12,124 11,677 447 3.7% 39 0.3% 91% True False 15
40 12,124 11,452 672 5.6% 23 0.2% 94% True False 14
60 12,124 11,057 1,067 8.8% 17 0.1% 96% True False 10
80 12,124 10,934 1,190 9.8% 13 0.1% 97% True False 7
100 12,124 10,928 1,196 9.9% 10 0.1% 97% True False 6
120 12,124 10,928 1,196 9.9% 9 0.1% 97% True False 5
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 8
Widest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 12,545
2.618 12,383
1.618 12,284
1.000 12,223
0.618 12,185
HIGH 12,124
0.618 12,086
0.500 12,075
0.382 12,063
LOW 12,025
0.618 11,964
1.000 11,926
1.618 11,865
2.618 11,766
4.250 11,604
Fisher Pivots for day following 12-Oct-2006
Pivot 1 day 3 day
R1 12,082 12,076
PP 12,078 12,065
S1 12,075 12,055

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

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