mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 17-Nov-2006
Day Change Summary
Previous Current
16-Nov-2006 17-Nov-2006 Change Change % Previous Week
Open 12,370 12,410 40 0.3% 12,215
High 12,440 12,470 30 0.2% 12,470
Low 12,370 12,405 35 0.3% 12,210
Close 12,438 12,456 18 0.1% 12,456
Range 70 65 -5 -7.1% 260
ATR 75 74 -1 -0.9% 0
Volume 68 34 -34 -50.0% 270
Daily Pivots for day following 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,639 12,612 12,492
R3 12,574 12,547 12,474
R2 12,509 12,509 12,468
R1 12,482 12,482 12,462 12,496
PP 12,444 12,444 12,444 12,450
S1 12,417 12,417 12,450 12,431
S2 12,379 12,379 12,444
S3 12,314 12,352 12,438
S4 12,249 12,287 12,420
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 13,159 13,067 12,599
R3 12,899 12,807 12,528
R2 12,639 12,639 12,504
R1 12,547 12,547 12,480 12,593
PP 12,379 12,379 12,379 12,402
S1 12,287 12,287 12,432 12,333
S2 12,119 12,119 12,408
S3 11,859 12,027 12,385
S4 11,599 11,767 12,313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,470 12,210 260 2.1% 84 0.7% 95% True False 54
10 12,470 12,122 348 2.8% 81 0.7% 96% True False 37
20 12,470 12,059 411 3.3% 74 0.6% 97% True False 28
40 12,470 11,740 730 5.9% 56 0.5% 98% True False 23
60 12,470 11,459 1,011 8.1% 42 0.3% 99% True False 18
80 12,470 11,267 1,203 9.7% 33 0.3% 99% True False 16
100 12,470 10,934 1,536 12.3% 26 0.2% 99% True False 12
120 12,470 10,928 1,542 12.4% 22 0.2% 99% True False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,746
2.618 12,640
1.618 12,575
1.000 12,535
0.618 12,510
HIGH 12,470
0.618 12,445
0.500 12,438
0.382 12,430
LOW 12,405
0.618 12,365
1.000 12,340
1.618 12,300
2.618 12,235
4.250 12,129
Fisher Pivots for day following 17-Nov-2006
Pivot 1 day 3 day
R1 12,450 12,435
PP 12,444 12,413
S1 12,438 12,392

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

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