mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 11-Dec-2006
Day Change Summary
Previous Current
08-Dec-2006 11-Dec-2006 Change Change % Previous Week
Open 12,475 12,512 37 0.3% 12,467
High 12,490 12,512 22 0.2% 12,565
Low 12,431 12,512 81 0.7% 12,431
Close 12,478 12,512 34 0.3% 12,478
Range 59 0 -59 -100.0% 134
ATR 46 45 -1 -1.9% 0
Volume 331 331 0 0.0% 548
Daily Pivots for day following 11-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,512 12,512 12,512
R3 12,512 12,512 12,512
R2 12,512 12,512 12,512
R1 12,512 12,512 12,512 12,512
PP 12,512 12,512 12,512 12,512
S1 12,512 12,512 12,512 12,512
S2 12,512 12,512 12,512
S3 12,512 12,512 12,512
S4 12,512 12,512 12,512
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% 60% False False 175
10 12,565 12,323 242 1.9% 17 0.1% 78% False False 87
20 12,565 12,307 258 2.1% 9 0.1% 79% False False 44
40 12,565 12,178 387 3.1% 4 0.0% 86% False False 22
60 12,565 11,763 802 6.4% 3 0.0% 93% False False 14
80 12,565 11,523 1,042 8.3% 2 0.0% 95% False False 11
100 12,565 11,324 1,241 9.9% 2 0.0% 96% False False 8
120 12,565 11,005 1,560 12.5% 2 0.0% 97% False False 7
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 3 trading days
Fibonacci Retracements and Extensions
4.250 12,512
2.618 12,512
1.618 12,512
1.000 12,512
0.618 12,512
HIGH 12,512
0.618 12,512
0.500 12,512
0.382 12,512
LOW 12,512
0.618 12,512
1.000 12,512
1.618 12,512
2.618 12,512
4.250 12,512
Fisher Pivots for day following 11-Dec-2006
Pivot 1 day 3 day
R1 12,512 12,507
PP 12,512 12,503
S1 12,512 12,498

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

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