mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 15-Sep-2006
Day Change Summary
Previous Current
14-Sep-2006 15-Sep-2006 Change Change % Previous Week
Open 11,700 11,750 50 0.4% 11,527
High 11,700 11,765 65 0.6% 11,765
Low 11,700 11,750 50 0.4% 11,527
Close 11,712 11,745 33 0.3% 11,745
Range 0 15 15 238
ATR 44 45 1 1.4% 0
Volume 1 7 6 600.0% 16
Daily Pivots for day following 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,798 11,787 11,753
R3 11,783 11,772 11,749
R2 11,768 11,768 11,748
R1 11,757 11,757 11,747 11,755
PP 11,753 11,753 11,753 11,753
S1 11,742 11,742 11,744 11,740
S2 11,738 11,738 11,742
S3 11,723 11,727 11,741
S4 11,708 11,712 11,737
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,393 12,307 11,876
R3 12,155 12,069 11,811
R2 11,917 11,917 11,789
R1 11,831 11,831 11,767 11,874
PP 11,679 11,679 11,679 11,701
S1 11,593 11,593 11,723 11,636
S2 11,441 11,441 11,701
S3 11,203 11,355 11,680
S4 10,965 11,117 11,614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,765 11,527 238 2.0% 23 0.2% 92% True False 3
10 11,765 11,524 241 2.1% 11 0.1% 92% True False 3
20 11,765 11,452 313 2.7% 9 0.1% 94% True False 13
40 11,765 11,057 708 6.0% 7 0.1% 97% True False 8
60 11,765 10,934 831 7.1% 4 0.0% 98% True False 5
80 11,765 10,928 837 7.1% 3 0.0% 98% True False 4
100 11,944 10,928 1,016 8.7% 3 0.0% 80% False False 3
120 11,944 10,928 1,016 8.7% 2 0.0% 80% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,829
2.618 11,804
1.618 11,789
1.000 11,780
0.618 11,774
HIGH 11,765
0.618 11,759
0.500 11,758
0.382 11,756
LOW 11,750
0.618 11,741
1.000 11,735
1.618 11,726
2.618 11,711
4.250 11,686
Fisher Pivots for day following 15-Sep-2006
Pivot 1 day 3 day
R1 11,758 11,741
PP 11,753 11,737
S1 11,749 11,733

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

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