mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 08-Dec-2006
Day Change Summary
Previous Current
07-Dec-2006 08-Dec-2006 Change Change % Previous Week
Open 12,485 12,475 -10 -0.1% 12,467
High 12,565 12,490 -75 -0.6% 12,565
Low 12,452 12,431 -21 -0.2% 12,431
Close 12,456 12,478 22 0.2% 12,478
Range 113 59 -54 -47.8% 134
ATR 45 46 1 2.1% 0
Volume 217 331 114 52.5% 548
Daily Pivots for day following 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,643 12,620 12,511
R3 12,584 12,561 12,494
R2 12,525 12,525 12,489
R1 12,502 12,502 12,484 12,514
PP 12,466 12,466 12,466 12,472
S1 12,443 12,443 12,473 12,455
S2 12,407 12,407 12,467
S3 12,348 12,384 12,462
S4 12,289 12,325 12,446
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,893 12,820 12,552
R3 12,759 12,686 12,515
R2 12,625 12,625 12,503
R1 12,552 12,552 12,490 12,589
PP 12,491 12,491 12,491 12,510
S1 12,418 12,418 12,466 12,455
S2 12,357 12,357 12,454
S3 12,223 12,284 12,441
S4 12,089 12,150 12,404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,565 12,431 134 1.1% 35 0.3% 35% False True 109
10 12,565 12,307 258 2.1% 17 0.1% 66% False False 54
20 12,565 12,307 258 2.1% 9 0.1% 66% False False 27
40 12,565 12,178 387 3.1% 4 0.0% 78% False False 13
60 12,565 11,763 802 6.4% 3 0.0% 89% False False 9
80 12,565 11,523 1,042 8.4% 2 0.0% 92% False False 6
100 12,565 11,128 1,437 11.5% 2 0.0% 94% False False 5
120 12,565 11,005 1,560 12.5% 2 0.0% 94% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,741
2.618 12,645
1.618 12,586
1.000 12,549
0.618 12,527
HIGH 12,490
0.618 12,468
0.500 12,461
0.382 12,454
LOW 12,431
0.618 12,395
1.000 12,372
1.618 12,336
2.618 12,277
4.250 12,180
Fisher Pivots for day following 08-Dec-2006
Pivot 1 day 3 day
R1 12,472 12,498
PP 12,466 12,491
S1 12,461 12,485

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

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