mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 20-Dec-2006
Day Change Summary
Previous Current
19-Dec-2006 20-Dec-2006 Change Change % Previous Week
Open 12,539 12,555 16 0.1% 12,398
High 12,577 12,580 3 0.0% 12,577
Low 12,482 12,534 52 0.4% 12,345
Close 12,551 12,544 -7 -0.1% 12,535
Range 95 46 -49 -51.6% 232
ATR 84 81 -3 -3.2% 0
Volume 102,497 62,354 -40,143 -39.2% 549,185
Daily Pivots for day following 20-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,691 12,663 12,569
R3 12,645 12,617 12,557
R2 12,599 12,599 12,553
R1 12,571 12,571 12,548 12,562
PP 12,553 12,553 12,553 12,548
S1 12,525 12,525 12,540 12,516
S2 12,507 12,507 12,536
S3 12,461 12,479 12,531
S4 12,415 12,433 12,519
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 13,182 13,090 12,663
R3 12,950 12,858 12,599
R2 12,718 12,718 12,578
R1 12,626 12,626 12,556 12,672
PP 12,486 12,486 12,486 12,509
S1 12,394 12,394 12,514 12,440
S2 12,254 12,254 12,493
S3 12,022 12,162 12,471
S4 11,790 11,930 12,408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,580 12,405 175 1.4% 80 0.6% 79% True False 93,133
10 12,580 12,336 244 1.9% 81 0.6% 85% True False 100,779
20 12,580 12,176 404 3.2% 87 0.7% 91% True False 51,183
40 12,580 12,059 521 4.2% 79 0.6% 93% True False 25,609
60 12,580 11,820 760 6.1% 67 0.5% 95% True False 17,078
80 12,580 11,490 1,090 8.7% 55 0.4% 97% True False 12,810
100 12,580 11,267 1,313 10.5% 45 0.4% 97% True False 10,251
120 12,580 10,934 1,646 13.1% 37 0.3% 98% True False 8,542
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 12,776
2.618 12,701
1.618 12,655
1.000 12,626
0.618 12,609
HIGH 12,580
0.618 12,563
0.500 12,557
0.382 12,552
LOW 12,534
0.618 12,506
1.000 12,488
1.618 12,460
2.618 12,414
4.250 12,339
Fisher Pivots for day following 20-Dec-2006
Pivot 1 day 3 day
R1 12,557 12,540
PP 12,553 12,535
S1 12,548 12,531

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

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