mini-sized Dow ($5) Future March 2007

Trading Metrics calculated at close of trading on 28-Sep-2006

Day Change Summary
	Previous	Current
	27-Sep-2006	28-Sep-2006	Change	Change %	Previous Week
Open	11,833	11,850	17	0.1%	11,760
High	11,854	11,859	5	0.0%	11,819
Low	11,820	11,820	0	0.0%	11,677
Close	11,855	11,849	-6	-0.1%	11,677
Range	34	39	5	14.7%	142
ATR	52	51	-1	-1.8%	0
Volume	55	6	-49	-89.1%	17

Daily Pivots for day following 28-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	11,960	11,943	11,871
R3	11,921	11,904	11,860
R2	11,882	11,882	11,856
R1	11,865	11,865	11,853	11,854
PP	11,843	11,843	11,843	11,837
S1	11,826	11,826	11,846	11,815
S2	11,804	11,804	11,842
S3	11,765	11,787	11,838
S4	11,726	11,748	11,828

Weekly Pivots for week ending 22-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	12,150	12,056	11,755
R3	12,008	11,914	11,716
R2	11,866	11,866	11,703
R1	11,772	11,772	11,690	11,748
PP	11,724	11,724	11,724	11,713
S1	11,630	11,630	11,664	11,606
S2	11,582	11,582	11,651
S3	11,440	11,488	11,638
S4	11,298	11,346	11,599

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,859	11,677	182	1.5%	31	0.3%	95%	True	False	19
10	11,859	11,677	182	1.5%	26	0.2%	95%	True	False	12
20	11,859	11,490	369	3.1%	21	0.2%	97%	True	False	7
40	11,859	11,267	592	5.0%	13	0.1%	98%	True	False	11
60	11,859	10,934	925	7.8%	8	0.1%	99%	True	False	7
80	11,859	10,928	931	7.9%	6	0.1%	99%	True	False	5
100	11,944	10,928	1,016	8.6%	5	0.0%	91%	False	False	4
120	11,944	10,928	1,016	8.6%	4	0.0%	91%	False	False	3

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	5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,025
2.618	11,961
1.618	11,922
1.000	11,898
0.618	11,883
HIGH	11,859
0.618	11,844
0.500	11,840
0.382	11,835
LOW	11,820
0.618	11,796
1.000	11,781
1.618	11,757
2.618	11,718
4.250	11,654

Fisher Pivots for day following 28-Sep-2006
Pivot	1 day	3 day
R1	11,846	11,836
PP	11,843	11,823
S1	11,840	11,810

Download as Excel Spreadsheet

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

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