mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 31-Aug-2006
Day Change Summary
Previous Current
30-Aug-2006 31-Aug-2006 Change Change % Previous Week
Open 11,541 11,551 10 0.1% 11,537
High 11,541 11,551 10 0.1% 11,537
Low 11,541 11,490 -51 -0.4% 11,452
Close 11,541 11,542 1 0.0% 11,459
Range 0 61 61 85
ATR 45 46 1 2.5% 0
Volume 26 4 -22 -84.6% 130
Daily Pivots for day following 31-Aug-2006
Classic Woodie Camarilla DeMark
R4 11,711 11,687 11,576
R3 11,650 11,626 11,559
R2 11,589 11,589 11,553
R1 11,565 11,565 11,548 11,547
PP 11,528 11,528 11,528 11,518
S1 11,504 11,504 11,537 11,486
S2 11,467 11,467 11,531
S3 11,406 11,443 11,525
S4 11,345 11,382 11,509
Weekly Pivots for week ending 25-Aug-2006
Classic Woodie Camarilla DeMark
R4 11,738 11,683 11,506
R3 11,653 11,598 11,483
R2 11,568 11,568 11,475
R1 11,513 11,513 11,467 11,498
PP 11,483 11,483 11,483 11,475
S1 11,428 11,428 11,451 11,413
S2 11,398 11,398 11,444
S3 11,313 11,343 11,436
S4 11,228 11,258 11,412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,551 11,459 92 0.8% 12 0.1% 90% True False 21
10 11,560 11,452 108 0.9% 6 0.1% 83% False False 23
20 11,560 11,267 293 2.5% 7 0.1% 94% False False 14
40 11,560 10,934 626 5.4% 4 0.0% 97% False False 7
60 11,560 10,928 632 5.5% 3 0.0% 97% False False 4
80 11,944 10,928 1,016 8.8% 2 0.0% 60% False False 3
100 11,944 10,928 1,016 8.8% 2 0.0% 60% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 11,810
2.618 11,711
1.618 11,650
1.000 11,612
0.618 11,589
HIGH 11,551
0.618 11,528
0.500 11,521
0.382 11,513
LOW 11,490
0.618 11,452
1.000 11,429
1.618 11,391
2.618 11,330
4.250 11,231
Fisher Pivots for day following 31-Aug-2006
Pivot 1 day 3 day
R1 11,535 11,535
PP 11,528 11,528
S1 11,521 11,521

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

View Archives - Comment on this page... - Back to Index of Symbols