mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 16-Nov-2006
Day Change Summary
Previous Current
15-Nov-2006 16-Nov-2006 Change Change % Previous Week
Open 12,342 12,370 28 0.2% 12,122
High 12,400 12,440 40 0.3% 12,297
Low 12,314 12,370 56 0.5% 12,122
Close 12,376 12,438 62 0.5% 12,219
Range 86 70 -16 -18.6% 175
ATR 75 75 0 -0.5% 0
Volume 91 68 -23 -25.3% 102
Daily Pivots for day following 16-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,626 12,602 12,477
R3 12,556 12,532 12,457
R2 12,486 12,486 12,451
R1 12,462 12,462 12,445 12,474
PP 12,416 12,416 12,416 12,422
S1 12,392 12,392 12,432 12,404
S2 12,346 12,346 12,425
S3 12,276 12,322 12,419
S4 12,206 12,252 12,400
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 12,440 12,180 260 2.1% 83 0.7% 99% True False 50
10 12,440 12,059 381 3.1% 88 0.7% 99% True False 36
20 12,440 12,059 381 3.1% 71 0.6% 99% True False 27
40 12,440 11,677 763 6.1% 55 0.4% 100% True False 22
60 12,440 11,452 988 7.9% 41 0.3% 100% True False 18
80 12,440 11,267 1,173 9.4% 32 0.3% 100% True False 15
100 12,440 10,934 1,506 12.1% 25 0.2% 100% True False 12
120 12,440 10,928 1,512 12.2% 21 0.2% 100% True False 10
Crabel Price Patterns
NR True
NR4 True
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 19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,738
2.618 12,623
1.618 12,553
1.000 12,510
0.618 12,483
HIGH 12,440
0.618 12,413
0.500 12,405
0.382 12,397
LOW 12,370
0.618 12,327
1.000 12,300
1.618 12,257
2.618 12,187
4.250 12,073
Fisher Pivots for day following 16-Nov-2006
Pivot 1 day 3 day
R1 12,427 12,402
PP 12,416 12,367
S1 12,405 12,331

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

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