mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 14-Nov-2006
Day Change Summary
Previous Current
13-Nov-2006 14-Nov-2006 Change Change % Previous Week
Open 12,215 12,255 40 0.3% 12,122
High 12,285 12,347 62 0.5% 12,297
Low 12,210 12,222 12 0.1% 12,122
Close 12,245 12,342 97 0.8% 12,219
Range 75 125 50 66.7% 175
ATR 70 74 4 5.6% 0
Volume 26 51 25 96.2% 102
Daily Pivots for day following 14-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,679 12,635 12,411
R3 12,554 12,510 12,377
R2 12,429 12,429 12,365
R1 12,385 12,385 12,354 12,407
PP 12,304 12,304 12,304 12,315
S1 12,260 12,260 12,331 12,282
S2 12,179 12,179 12,319
S3 12,054 12,135 12,308
S4 11,929 12,010 12,273
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,738 12,653 12,315
R3 12,563 12,478 12,267
R2 12,388 12,388 12,251
R1 12,303 12,303 12,235 12,346
PP 12,213 12,213 12,213 12,234
S1 12,128 12,128 12,203 12,171
S2 12,038 12,038 12,187
S3 11,863 11,953 12,171
S4 11,688 11,778 12,123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,347 12,180 167 1.4% 83 0.7% 97% True False 25
10 12,347 12,059 288 2.3% 85 0.7% 98% True False 22
20 12,347 12,059 288 2.3% 68 0.5% 98% True False 22
40 12,347 11,677 670 5.4% 53 0.4% 99% True False 18
60 12,347 11,452 895 7.3% 38 0.3% 99% True False 16
80 12,347 11,267 1,080 8.8% 30 0.2% 100% True False 13
100 12,347 10,934 1,413 11.4% 24 0.2% 100% True False 10
120 12,347 10,928 1,419 11.5% 20 0.2% 100% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,878
2.618 12,674
1.618 12,549
1.000 12,472
0.618 12,424
HIGH 12,347
0.618 12,299
0.500 12,285
0.382 12,270
LOW 12,222
0.618 12,145
1.000 12,097
1.618 12,020
2.618 11,895
4.250 11,691
Fisher Pivots for day following 14-Nov-2006
Pivot 1 day 3 day
R1 12,323 12,316
PP 12,304 12,290
S1 12,285 12,264

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

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