mini-sized Dow ($5) Future March 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 12,555 12,550 -5 0.0% 12,398
High 12,580 12,575 -5 0.0% 12,577
Low 12,534 12,474 -60 -0.5% 12,345
Close 12,544 12,501 -43 -0.3% 12,535
Range 46 101 55 119.6% 232
ATR 81 82 1 1.8% 0
Volume 62,354 86,465 24,111 38.7% 549,185
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,820 12,761 12,557
R3 12,719 12,660 12,529
R2 12,618 12,618 12,520
R1 12,559 12,559 12,510 12,538
PP 12,517 12,517 12,517 12,506
S1 12,458 12,458 12,492 12,437
S2 12,416 12,416 12,483
S3 12,315 12,357 12,473
S4 12,214 12,256 12,446
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 13,182 13,090 12,663
R3 12,950 12,858 12,599
R2 12,718 12,718 12,578
R1 12,626 12,626 12,556 12,672
PP 12,486 12,486 12,486 12,509
S1 12,394 12,394 12,514 12,440
S2 12,254 12,254 12,493
S3 12,022 12,162 12,471
S4 11,790 11,930 12,408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,580 12,474 106 0.8% 76 0.6% 25% False True 83,370
10 12,580 12,336 244 2.0% 81 0.6% 68% False False 100,539
20 12,580 12,176 404 3.2% 92 0.7% 80% False False 55,503
40 12,580 12,059 521 4.2% 81 0.6% 85% False False 27,770
60 12,580 11,827 753 6.0% 68 0.5% 90% False False 18,519
80 12,580 11,490 1,090 8.7% 56 0.4% 93% False False 13,891
100 12,580 11,267 1,313 10.5% 46 0.4% 94% False False 11,116
120 12,580 10,934 1,646 13.2% 38 0.3% 95% False False 9,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,004
2.618 12,840
1.618 12,739
1.000 12,676
0.618 12,638
HIGH 12,575
0.618 12,537
0.500 12,525
0.382 12,513
LOW 12,474
0.618 12,412
1.000 12,373
1.618 12,311
2.618 12,210
4.250 12,045
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 12,525 12,527
PP 12,517 12,518
S1 12,509 12,510

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

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