mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 15-Nov-2006
Day Change Summary
Previous Current
14-Nov-2006 15-Nov-2006 Change Change % Previous Week
Open 12,255 12,342 87 0.7% 12,122
High 12,347 12,400 53 0.4% 12,297
Low 12,222 12,314 92 0.8% 12,122
Close 12,342 12,376 34 0.3% 12,219
Range 125 86 -39 -31.2% 175
ATR 74 75 1 1.1% 0
Volume 51 91 40 78.4% 102
Daily Pivots for day following 15-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,621 12,585 12,423
R3 12,535 12,499 12,400
R2 12,449 12,449 12,392
R1 12,413 12,413 12,384 12,431
PP 12,363 12,363 12,363 12,373
S1 12,327 12,327 12,368 12,345
S2 12,277 12,277 12,360
S3 12,191 12,241 12,352
S4 12,105 12,155 12,329
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 12,400 12,180 220 1.8% 84 0.7% 89% True False 38
10 12,400 12,059 341 2.8% 85 0.7% 93% True False 29
20 12,400 12,059 341 2.8% 70 0.6% 93% True False 26
40 12,400 11,677 723 5.8% 53 0.4% 97% True False 20
60 12,400 11,452 948 7.7% 40 0.3% 97% True False 17
80 12,400 11,267 1,133 9.2% 31 0.2% 98% True False 14
100 12,400 10,934 1,466 11.8% 25 0.2% 98% True False 11
120 12,400 10,928 1,472 11.9% 21 0.2% 98% True False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,766
2.618 12,625
1.618 12,539
1.000 12,486
0.618 12,453
HIGH 12,400
0.618 12,367
0.500 12,357
0.382 12,347
LOW 12,314
0.618 12,261
1.000 12,228
1.618 12,175
2.618 12,089
4.250 11,949
Fisher Pivots for day following 15-Nov-2006
Pivot 1 day 3 day
R1 12,370 12,352
PP 12,363 12,329
S1 12,357 12,305

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

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