mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 10-Oct-2006
Day Change Summary
Previous Current
09-Oct-2006 10-Oct-2006 Change Change % Previous Week
Open 11,952 12,009 57 0.5% 11,827
High 12,002 12,009 7 0.1% 12,020
Low 11,952 12,005 53 0.4% 11,827
Close 12,008 11,999 -9 -0.1% 12,002
Range 50 4 -46 -92.0% 193
ATR 59 55 -4 -6.7% 0
Volume 7 2 -5 -71.4% 140
Daily Pivots for day following 10-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,016 12,012 12,001
R3 12,012 12,008 12,000
R2 12,008 12,008 12,000
R1 12,004 12,004 11,999 12,004
PP 12,004 12,004 12,004 12,005
S1 12,000 12,000 11,999 12,000
S2 12,000 12,000 11,998
S3 11,996 11,996 11,998
S4 11,992 11,992 11,997
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 11,899 121 1.0% 61 0.5% 83% False False 28
10 12,020 11,820 200 1.7% 49 0.4% 90% False False 21
20 12,020 11,677 343 2.9% 34 0.3% 94% False False 14
40 12,020 11,399 621 5.2% 23 0.2% 97% False False 14
60 12,020 11,017 1,003 8.4% 15 0.1% 98% False False 9
80 12,020 10,934 1,086 9.1% 12 0.1% 98% False False 7
100 12,020 10,928 1,092 9.1% 9 0.1% 98% False False 5
120 12,020 10,928 1,092 9.1% 8 0.1% 98% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 7
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 12,026
2.618 12,020
1.618 12,016
1.000 12,013
0.618 12,012
HIGH 12,009
0.618 12,008
0.500 12,007
0.382 12,007
LOW 12,005
0.618 12,003
1.000 12,001
1.618 11,999
2.618 11,995
4.250 11,988
Fisher Pivots for day following 10-Oct-2006
Pivot 1 day 3 day
R1 12,007 11,990
PP 12,004 11,981
S1 12,002 11,973

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

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