mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 09-Oct-2006
Day Change Summary
Previous Current
06-Oct-2006 09-Oct-2006 Change Change % Previous Week
Open 12,020 11,952 -68 -0.6% 11,827
High 12,020 12,002 -18 -0.1% 12,020
Low 11,925 11,952 27 0.2% 11,827
Close 12,002 12,008 6 0.0% 12,002
Range 95 50 -45 -47.4% 193
ATR 60 59 -1 -1.2% 0
Volume 7 7 0 0.0% 140
Daily Pivots for day following 09-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,137 12,123 12,036
R3 12,087 12,073 12,022
R2 12,037 12,037 12,017
R1 12,023 12,023 12,013 12,030
PP 11,987 11,987 11,987 11,991
S1 11,973 11,973 12,004 11,980
S2 11,937 11,937 11,999
S3 11,887 11,923 11,994
S4 11,837 11,873 11,981
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 11,855 165 1.4% 68 0.6% 93% False False 28
10 12,020 11,760 260 2.2% 55 0.5% 95% False False 24
20 12,020 11,552 468 3.9% 38 0.3% 97% False False 14
40 12,020 11,284 736 6.1% 23 0.2% 98% False False 14
60 12,020 10,948 1,072 8.9% 15 0.1% 99% False False 9
80 12,020 10,934 1,086 9.0% 12 0.1% 99% False False 7
100 12,020 10,928 1,092 9.1% 9 0.1% 99% False False 5
120 12,020 10,928 1,092 9.1% 8 0.1% 99% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,215
2.618 12,133
1.618 12,083
1.000 12,052
0.618 12,033
HIGH 12,002
0.618 11,983
0.500 11,977
0.382 11,971
LOW 11,952
0.618 11,921
1.000 11,902
1.618 11,871
2.618 11,821
4.250 11,740
Fisher Pivots for day following 09-Oct-2006
Pivot 1 day 3 day
R1 11,998 11,996
PP 11,987 11,984
S1 11,977 11,973

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

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