mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 27-Dec-2006
Day Change Summary
Previous Current
26-Dec-2006 27-Dec-2006 Change Change % Previous Week
Open 12,427 12,495 68 0.5% 12,536
High 12,501 12,595 94 0.8% 12,580
Low 12,415 12,491 76 0.6% 12,411
Close 12,494 12,587 93 0.7% 12,418
Range 86 104 18 20.9% 169
ATR 85 86 1 1.6% 0
Volume 33,604 55,540 21,936 65.3% 403,082
Daily Pivots for day following 27-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,870 12,832 12,644
R3 12,766 12,728 12,616
R2 12,662 12,662 12,606
R1 12,624 12,624 12,597 12,643
PP 12,558 12,558 12,558 12,567
S1 12,520 12,520 12,578 12,539
S2 12,454 12,454 12,568
S3 12,350 12,416 12,559
S4 12,246 12,312 12,530
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,977 12,866 12,511
R3 12,808 12,697 12,465
R2 12,639 12,639 12,449
R1 12,528 12,528 12,434 12,499
PP 12,470 12,470 12,470 12,455
S1 12,359 12,359 12,403 12,330
S2 12,301 12,301 12,387
S3 12,132 12,190 12,372
S4 11,963 12,021 12,325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,595 12,411 184 1.5% 90 0.7% 96% True False 61,623
10 12,595 12,393 202 1.6% 87 0.7% 96% True False 83,274
20 12,595 12,194 401 3.2% 91 0.7% 98% True False 63,434
40 12,595 12,059 536 4.3% 84 0.7% 99% True False 31,751
60 12,595 11,899 696 5.5% 71 0.6% 99% True False 21,174
80 12,595 11,524 1,071 8.5% 59 0.5% 99% True False 15,882
100 12,595 11,267 1,328 10.6% 49 0.4% 99% True False 12,709
120 12,595 10,934 1,661 13.2% 41 0.3% 100% True False 10,590
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 17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,037
2.618 12,867
1.618 12,763
1.000 12,699
0.618 12,659
HIGH 12,595
0.618 12,555
0.500 12,543
0.382 12,531
LOW 12,491
0.618 12,427
1.000 12,387
1.618 12,323
2.618 12,219
4.250 12,049
Fisher Pivots for day following 27-Dec-2006
Pivot 1 day 3 day
R1 12,572 12,559
PP 12,558 12,531
S1 12,543 12,503

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

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