mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 03-Nov-2006
Day Change Summary
Previous Current
02-Nov-2006 03-Nov-2006 Change Change % Previous Week
Open 12,110 12,111 1 0.0% 12,208
High 12,130 12,187 57 0.5% 12,237
Low 12,092 12,059 -33 -0.3% 12,059
Close 12,122 12,094 -28 -0.2% 12,094
Range 38 128 90 236.8% 178
ATR 58 63 5 8.6% 0
Volume 4 23 19 475.0% 114
Daily Pivots for day following 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,497 12,424 12,165
R3 12,369 12,296 12,129
R2 12,241 12,241 12,118
R1 12,168 12,168 12,106 12,141
PP 12,113 12,113 12,113 12,100
S1 12,040 12,040 12,082 12,013
S2 11,985 11,985 12,071
S3 11,857 11,912 12,059
S4 11,729 11,784 12,024
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,664 12,557 12,192
R3 12,486 12,379 12,143
R2 12,308 12,308 12,127
R1 12,201 12,201 12,110 12,166
PP 12,130 12,130 12,130 12,112
S1 12,023 12,023 12,078 11,988
S2 11,952 11,952 12,061
S3 11,774 11,845 12,045
S4 11,596 11,667 11,996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,237 12,059 178 1.5% 76 0.6% 20% False True 22
10 12,275 12,059 216 1.8% 67 0.5% 16% False True 19
20 12,275 11,952 323 2.7% 46 0.4% 44% False False 15
40 12,275 11,527 748 6.2% 41 0.3% 76% False False 14
60 12,275 11,271 1,004 8.3% 30 0.2% 82% False False 15
80 12,275 10,934 1,341 11.1% 22 0.2% 87% False False 11
100 12,275 10,934 1,341 11.1% 18 0.1% 87% False False 9
120 12,275 10,928 1,347 11.1% 15 0.1% 87% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 12,731
2.618 12,522
1.618 12,394
1.000 12,315
0.618 12,266
HIGH 12,187
0.618 12,138
0.500 12,123
0.382 12,108
LOW 12,059
0.618 11,980
1.000 11,931
1.618 11,852
2.618 11,724
4.250 11,515
Fisher Pivots for day following 03-Nov-2006
Pivot 1 day 3 day
R1 12,123 12,135
PP 12,113 12,121
S1 12,104 12,108

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

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