mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 06-Oct-2006
Day Change Summary
Previous Current
05-Oct-2006 06-Oct-2006 Change Change % Previous Week
Open 11,989 12,020 31 0.3% 11,827
High 12,019 12,020 1 0.0% 12,020
Low 11,960 11,925 -35 -0.3% 11,827
Close 12,008 12,002 -6 0.0% 12,002
Range 59 95 36 61.0% 193
ATR 57 60 3 4.7% 0
Volume 87 7 -80 -92.0% 140
Daily Pivots for day following 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,267 12,230 12,054
R3 12,172 12,135 12,028
R2 12,077 12,077 12,020
R1 12,040 12,040 12,011 12,011
PP 11,982 11,982 11,982 11,968
S1 11,945 11,945 11,993 11,916
S2 11,887 11,887 11,985
S3 11,792 11,850 11,976
S4 11,697 11,755 11,950
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,529 12,458 12,108
R3 12,336 12,265 12,055
R2 12,143 12,143 12,038
R1 12,072 12,072 12,020 12,108
PP 11,950 11,950 11,950 11,967
S1 11,879 11,879 11,984 11,915
S2 11,757 11,757 11,967
S3 11,564 11,686 11,949
S4 11,371 11,493 11,896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,020 11,827 193 1.6% 71 0.6% 91% True False 28
10 12,020 11,740 280 2.3% 52 0.4% 94% True False 24
20 12,020 11,527 493 4.1% 36 0.3% 96% True False 13
40 12,020 11,271 749 6.2% 22 0.2% 98% True False 14
60 12,020 10,934 1,086 9.0% 15 0.1% 98% True False 9
80 12,020 10,934 1,086 9.0% 11 0.1% 98% True False 7
100 12,020 10,928 1,092 9.1% 9 0.1% 98% True False 5
120 12,020 10,928 1,092 9.1% 7 0.1% 98% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,424
2.618 12,269
1.618 12,174
1.000 12,115
0.618 12,079
HIGH 12,020
0.618 11,984
0.500 11,973
0.382 11,961
LOW 11,925
0.618 11,866
1.000 11,830
1.618 11,771
2.618 11,676
4.250 11,521
Fisher Pivots for day following 06-Oct-2006
Pivot 1 day 3 day
R1 11,992 11,988
PP 11,982 11,974
S1 11,973 11,960

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

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