mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 05-Oct-2006
Day Change Summary
Previous Current
04-Oct-2006 05-Oct-2006 Change Change % Previous Week
Open 11,899 11,989 90 0.8% 11,740
High 11,995 12,019 24 0.2% 11,870
Low 11,899 11,960 61 0.5% 11,740
Close 11,989 12,008 19 0.2% 11,829
Range 96 59 -37 -38.5% 130
ATR 57 57 0 0.2% 0
Volume 38 87 49 128.9% 106
Daily Pivots for day following 05-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,173 12,149 12,041
R3 12,114 12,090 12,024
R2 12,055 12,055 12,019
R1 12,031 12,031 12,014 12,043
PP 11,996 11,996 11,996 12,002
S1 11,972 11,972 12,003 11,984
S2 11,937 11,937 11,997
S3 11,878 11,913 11,992
S4 11,819 11,854 11,976
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,203 12,146 11,901
R3 12,073 12,016 11,865
R2 11,943 11,943 11,853
R1 11,886 11,886 11,841 11,915
PP 11,813 11,813 11,813 11,827
S1 11,756 11,756 11,817 11,785
S2 11,683 11,683 11,805
S3 11,553 11,626 11,793
S4 11,423 11,496 11,758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,019 11,827 192 1.6% 54 0.4% 94% True False 28
10 12,019 11,677 342 2.8% 42 0.4% 97% True False 24
20 12,019 11,527 492 4.1% 31 0.3% 98% True False 13
40 12,019 11,271 748 6.2% 19 0.2% 99% True False 14
60 12,019 10,934 1,085 9.0% 13 0.1% 99% True False 9
80 12,019 10,934 1,085 9.0% 10 0.1% 99% True False 7
100 12,019 10,928 1,091 9.1% 8 0.1% 99% True False 5
120 12,019 10,928 1,091 9.1% 7 0.1% 99% True False 4
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 9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,270
2.618 12,174
1.618 12,115
1.000 12,078
0.618 12,056
HIGH 12,019
0.618 11,997
0.500 11,990
0.382 11,983
LOW 11,960
0.618 11,924
1.000 11,901
1.618 11,865
2.618 11,806
4.250 11,709
Fisher Pivots for day following 05-Oct-2006
Pivot 1 day 3 day
R1 12,002 11,984
PP 11,996 11,961
S1 11,990 11,937

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

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