mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 19-Oct-2006
Day Change Summary
Previous Current
18-Oct-2006 19-Oct-2006 Change Change % Previous Week
Open 12,110 12,146 36 0.3% 11,952
High 12,148 12,156 8 0.1% 12,124
Low 12,110 12,100 -10 -0.1% 11,952
Close 12,123 12,142 19 0.2% 12,103
Range 38 56 18 47.4% 172
ATR 52 53 0 0.5% 0
Volume 6 50 44 733.3% 42
Daily Pivots for day following 19-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,301 12,277 12,173
R3 12,245 12,221 12,158
R2 12,189 12,189 12,152
R1 12,165 12,165 12,147 12,149
PP 12,133 12,133 12,133 12,125
S1 12,109 12,109 12,137 12,093
S2 12,077 12,077 12,132
S3 12,021 12,053 12,127
S4 11,965 11,997 12,111
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,576 12,511 12,198
R3 12,404 12,339 12,150
R2 12,232 12,232 12,135
R1 12,167 12,167 12,119 12,200
PP 12,060 12,060 12,060 12,076
S1 11,995 11,995 12,087 12,028
S2 11,888 11,888 12,072
S3 11,716 11,823 12,056
S4 11,544 11,651 12,009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,156 12,035 121 1.0% 19 0.2% 88% True False 14
10 12,156 11,925 231 1.9% 35 0.3% 94% True False 11
20 12,156 11,677 479 3.9% 38 0.3% 97% True False 17
40 12,156 11,452 704 5.8% 26 0.2% 98% True False 13
60 12,156 11,267 889 7.3% 19 0.2% 98% True False 11
80 12,156 10,934 1,222 10.1% 14 0.1% 99% True False 8
100 12,156 10,928 1,228 10.1% 11 0.1% 99% True False 6
120 12,156 10,928 1,228 10.1% 9 0.1% 99% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,394
2.618 12,303
1.618 12,247
1.000 12,212
0.618 12,191
HIGH 12,156
0.618 12,135
0.500 12,128
0.382 12,122
LOW 12,100
0.618 12,066
1.000 12,044
1.618 12,010
2.618 11,954
4.250 11,862
Fisher Pivots for day following 19-Oct-2006
Pivot 1 day 3 day
R1 12,137 12,127
PP 12,133 12,111
S1 12,128 12,096

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

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