mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary
Previous Current
24-Jan-2007 25-Jan-2007 Change Change % Previous Week
Open 12,596 12,669 73 0.6% 12,640
High 12,674 12,670 -4 0.0% 12,668
Low 12,586 12,527 -59 -0.5% 12,576
Close 12,661 12,541 -120 -0.9% 12,610
Range 88 143 55 62.5% 92
ATR 93 96 4 3.9% 0
Volume 102,992 120,825 17,833 17.3% 424,555
Daily Pivots for day following 25-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,008 12,918 12,620
R3 12,865 12,775 12,580
R2 12,722 12,722 12,567
R1 12,632 12,632 12,554 12,606
PP 12,579 12,579 12,579 12,566
S1 12,489 12,489 12,528 12,463
S2 12,436 12,436 12,515
S3 12,293 12,346 12,502
S4 12,150 12,203 12,462
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,894 12,844 12,661
R3 12,802 12,752 12,635
R2 12,710 12,710 12,627
R1 12,660 12,660 12,619 12,639
PP 12,618 12,618 12,618 12,608
S1 12,568 12,568 12,602 12,547
S2 12,526 12,526 12,593
S3 12,434 12,476 12,585
S4 12,342 12,384 12,560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,674 12,495 179 1.4% 102 0.8% 26% False False 110,257
10 12,674 12,481 193 1.5% 93 0.7% 31% False False 90,211
20 12,674 12,405 269 2.1% 100 0.8% 51% False False 92,454
40 12,674 12,176 498 4.0% 97 0.8% 73% False False 75,729
60 12,674 12,059 615 4.9% 88 0.7% 78% False False 50,500
80 12,674 11,827 847 6.8% 77 0.6% 84% False False 37,880
100 12,674 11,524 1,150 9.2% 65 0.5% 88% False False 30,305
120 12,674 11,267 1,407 11.2% 56 0.4% 91% False False 25,257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 13,278
2.618 13,044
1.618 12,901
1.000 12,813
0.618 12,758
HIGH 12,670
0.618 12,615
0.500 12,599
0.382 12,582
LOW 12,527
0.618 12,439
1.000 12,384
1.618 12,296
2.618 12,153
4.250 11,919
Fisher Pivots for day following 25-Jan-2007
Pivot 1 day 3 day
R1 12,599 12,593
PP 12,579 12,575
S1 12,560 12,558

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

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