mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 23-Nov-2006
Day Change Summary
Previous Current
22-Nov-2006 23-Nov-2006 Change Change % Previous Week
Open 12,450 12,443 -7 -0.1% 12,215
High 12,468 12,443 -25 -0.2% 12,470
Low 12,415 12,443 28 0.2% 12,210
Close 12,443 12,443 0 0.0% 12,456
Range 53 0 -53 -100.0% 260
ATR 69 64 -5 -7.1% 0
Volume 58 58 0 0.0% 270
Daily Pivots for day following 23-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,443 12,443 12,443
R3 12,443 12,443 12,443
R2 12,443 12,443 12,443
R1 12,443 12,443 12,443 12,443
PP 12,443 12,443 12,443 12,443
S1 12,443 12,443 12,443 12,443
S2 12,443 12,443 12,443
S3 12,443 12,443 12,443
S4 12,443 12,443 12,443
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 12,405 69 0.6% 42 0.3% 55% False False 55
10 12,474 12,180 294 2.4% 62 0.5% 89% False False 52
20 12,474 12,059 415 3.3% 70 0.6% 93% False False 36
40 12,474 11,827 647 5.2% 56 0.4% 95% False False 27
60 12,474 11,490 984 7.9% 44 0.4% 97% False False 20
80 12,474 11,267 1,207 9.7% 34 0.3% 97% False False 19
100 12,474 10,934 1,540 12.4% 27 0.2% 98% False False 15
120 12,474 10,928 1,546 12.4% 23 0.2% 98% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 12,443
2.618 12,443
1.618 12,443
1.000 12,443
0.618 12,443
HIGH 12,443
0.618 12,443
0.500 12,443
0.382 12,443
LOW 12,443
0.618 12,443
1.000 12,443
1.618 12,443
2.618 12,443
4.250 12,443
Fisher Pivots for day following 23-Nov-2006
Pivot 1 day 3 day
R1 12,443 12,443
PP 12,443 12,442
S1 12,443 12,442

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

View Archives - Comment on this page... - Back to Index of Symbols