mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 20-Sep-2006
Day Change Summary
Previous Current
19-Sep-2006 20-Sep-2006 Change Change % Previous Week
Open 11,702 11,750 48 0.4% 11,527
High 11,702 11,819 117 1.0% 11,765
Low 11,702 11,750 48 0.4% 11,527
Close 11,710 11,782 72 0.6% 11,745
Range 0 69 69 238
ATR 42 47 5 11.4% 0
Volume 1 10 9 900.0% 16
Daily Pivots for day following 20-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,991 11,955 11,820
R3 11,922 11,886 11,801
R2 11,853 11,853 11,795
R1 11,817 11,817 11,788 11,835
PP 11,784 11,784 11,784 11,793
S1 11,748 11,748 11,776 11,766
S2 11,715 11,715 11,769
S3 11,646 11,679 11,763
S4 11,577 11,610 11,744
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 11,819 11,700 119 1.0% 17 0.1% 69% True False 4
10 11,819 11,524 295 2.5% 18 0.2% 87% True False 3
20 11,819 11,452 367 3.1% 12 0.1% 90% True False 10
40 11,819 11,267 552 4.7% 8 0.1% 93% True False 8
60 11,819 10,934 885 7.5% 6 0.0% 96% True False 5
80 11,819 10,928 891 7.6% 4 0.0% 96% True False 4
100 11,944 10,928 1,016 8.6% 3 0.0% 84% False False 3
120 11,944 10,928 1,016 8.6% 3 0.0% 84% False False 2
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 0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,112
2.618 12,000
1.618 11,931
1.000 11,888
0.618 11,862
HIGH 11,819
0.618 11,793
0.500 11,785
0.382 11,776
LOW 11,750
0.618 11,707
1.000 11,681
1.618 11,638
2.618 11,569
4.250 11,457
Fisher Pivots for day following 20-Sep-2006
Pivot 1 day 3 day
R1 11,785 11,775
PP 11,784 11,768
S1 11,783 11,761

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

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