mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 30-Nov-2006
Day Change Summary
Previous Current
29-Nov-2006 30-Nov-2006 Change Change % Previous Week
Open 12,254 12,343 89 0.7% 12,450
High 12,340 12,386 46 0.4% 12,474
Low 12,254 12,266 12 0.1% 12,375
Close 12,338 12,332 -6 0.0% 12,390
Range 86 120 34 39.5% 99
ATR 75 78 3 4.3% 0
Volume 404 640 236 58.4% 391
Daily Pivots for day following 30-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,688 12,630 12,398
R3 12,568 12,510 12,365
R2 12,448 12,448 12,354
R1 12,390 12,390 12,343 12,359
PP 12,328 12,328 12,328 12,313
S1 12,270 12,270 12,321 12,239
S2 12,208 12,208 12,310
S3 12,088 12,150 12,299
S4 11,968 12,030 12,266
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,710 12,649 12,445
R3 12,611 12,550 12,417
R2 12,512 12,512 12,408
R1 12,451 12,451 12,399 12,432
PP 12,413 12,413 12,413 12,404
S1 12,352 12,352 12,381 12,333
S2 12,314 12,314 12,372
S3 12,215 12,253 12,363
S4 12,116 12,154 12,336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,431 12,176 255 2.1% 105 0.9% 61% False False 348
10 12,474 12,176 298 2.4% 73 0.6% 52% False False 202
20 12,474 12,059 415 3.4% 81 0.7% 66% False False 119
40 12,474 11,925 549 4.5% 62 0.5% 74% False False 67
60 12,474 11,527 947 7.7% 52 0.4% 85% False False 49
80 12,474 11,271 1,203 9.8% 41 0.3% 88% False False 40
100 12,474 10,934 1,540 12.5% 33 0.3% 91% False False 32
120 12,474 10,934 1,540 12.5% 27 0.2% 91% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,896
2.618 12,700
1.618 12,580
1.000 12,506
0.618 12,460
HIGH 12,386
0.618 12,340
0.500 12,326
0.382 12,312
LOW 12,266
0.618 12,192
1.000 12,146
1.618 12,072
2.618 11,952
4.250 11,756
Fisher Pivots for day following 30-Nov-2006
Pivot 1 day 3 day
R1 12,330 12,315
PP 12,328 12,298
S1 12,326 12,281

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

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