mini-sized Dow ($5) Future March 2007

Trading Metrics calculated at close of trading on 18-Jan-2007

Day Change Summary
	Previous	Current
	17-Jan-2007	18-Jan-2007	Change	Change %	Previous Week
Open	12,621	12,628	7	0.1%	12,460
High	12,668	12,665	-3	0.0%	12,631
Low	12,601	12,582	-19	-0.2%	12,405
Close	12,639	12,603	-36	-0.3%	12,626
Range	67	83	16	23.9%	226
ATR	94	93	-1	-0.8%	0
Volume	113,493	127,866	14,373	12.7%	389,155

Daily Pivots for day following 18-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	12,866	12,817	12,649
R3	12,783	12,734	12,626
R2	12,700	12,700	12,618
R1	12,651	12,651	12,611	12,634
PP	12,617	12,617	12,617	12,608
S1	12,568	12,568	12,596	12,551
S2	12,534	12,534	12,588
S3	12,451	12,485	12,580
S4	12,368	12,402	12,557

Weekly Pivots for week ending 12-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	13,232	13,155	12,750
R3	13,006	12,929	12,688
R2	12,780	12,780	12,668
R1	12,703	12,703	12,647	12,742
PP	12,554	12,554	12,554	12,573
S1	12,477	12,477	12,605	12,516
S2	12,328	12,328	12,585
S3	12,102	12,251	12,564
S4	11,876	12,025	12,502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,668	12,481	187	1.5%	84	0.7%	65%	False	False	70,165
10	12,668	12,405	263	2.1%	99	0.8%	75%	False	False	96,474
20	12,668	12,405	263	2.1%	96	0.8%	75%	False	False	85,044
40	12,668	12,176	492	3.9%	90	0.7%	87%	False	False	61,957
60	12,668	12,059	609	4.8%	84	0.7%	89%	False	False	41,314
80	12,668	11,740	928	7.4%	73	0.6%	93%	False	False	30,990
100	12,668	11,459	1,209	9.6%	61	0.5%	95%	False	False	24,793
120	12,668	11,267	1,401	11.1%	52	0.4%	95%	False	False	20,663

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,018
2.618	12,882
1.618	12,799
1.000	12,748
0.618	12,716
HIGH	12,665
0.618	12,633
0.500	12,624
0.382	12,614
LOW	12,582
0.618	12,531
1.000	12,499
1.618	12,448
2.618	12,365
4.250	12,229

Fisher Pivots for day following 18-Jan-2007
Pivot	1 day	3 day
R1	12,624	12,625
PP	12,617	12,618
S1	12,610	12,610

Download as Excel Spreadsheet

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

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