mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 20-Nov-2006
Day Change Summary
Previous Current
17-Nov-2006 20-Nov-2006 Change Change % Previous Week
Open 12,410 12,450 40 0.3% 12,215
High 12,470 12,474 4 0.0% 12,470
Low 12,405 12,420 15 0.1% 12,210
Close 12,456 12,441 -15 -0.1% 12,456
Range 65 54 -11 -16.9% 260
ATR 74 73 -1 -1.9% 0
Volume 34 90 56 164.7% 270
Daily Pivots for day following 20-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,607 12,578 12,471
R3 12,553 12,524 12,456
R2 12,499 12,499 12,451
R1 12,470 12,470 12,446 12,458
PP 12,445 12,445 12,445 12,439
S1 12,416 12,416 12,436 12,404
S2 12,391 12,391 12,431
S3 12,337 12,362 12,426
S4 12,283 12,308 12,411
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 12,474 12,222 252 2.0% 80 0.6% 87% True False 66
10 12,474 12,180 294 2.4% 77 0.6% 89% True False 45
20 12,474 12,059 415 3.3% 70 0.6% 92% True False 31
40 12,474 11,760 714 5.7% 57 0.5% 95% True False 25
60 12,474 11,490 984 7.9% 43 0.3% 97% True False 19
80 12,474 11,267 1,207 9.7% 33 0.3% 97% True False 17
100 12,474 10,934 1,540 12.4% 27 0.2% 98% True False 13
120 12,474 10,928 1,546 12.4% 22 0.2% 98% True False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 12,704
2.618 12,615
1.618 12,561
1.000 12,528
0.618 12,507
HIGH 12,474
0.618 12,453
0.500 12,447
0.382 12,441
LOW 12,420
0.618 12,387
1.000 12,366
1.618 12,333
2.618 12,279
4.250 12,191
Fisher Pivots for day following 20-Nov-2006
Pivot 1 day 3 day
R1 12,447 12,435
PP 12,445 12,428
S1 12,443 12,422

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

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