mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
29-Jan-2007 30-Jan-2007 Change Change % Previous Week
Open 12,521 12,527 6 0.0% 12,613
High 12,577 12,572 -5 0.0% 12,674
Low 12,496 12,511 15 0.1% 12,464
Close 12,525 12,560 35 0.3% 12,523
Range 81 61 -20 -24.7% 210
ATR 96 94 -3 -2.6% 0
Volume 102,666 92,871 -9,795 -9.5% 588,771
Daily Pivots for day following 30-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,731 12,706 12,594
R3 12,670 12,645 12,577
R2 12,609 12,609 12,571
R1 12,584 12,584 12,566 12,597
PP 12,548 12,548 12,548 12,554
S1 12,523 12,523 12,555 12,536
S2 12,487 12,487 12,549
S3 12,426 12,462 12,543
S4 12,365 12,401 12,527
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,184 13,063 12,639
R3 12,974 12,853 12,581
R2 12,764 12,764 12,562
R1 12,643 12,643 12,542 12,599
PP 12,554 12,554 12,554 12,531
S1 12,433 12,433 12,504 12,389
S2 12,344 12,344 12,485
S3 12,134 12,223 12,465
S4 11,924 12,013 12,408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,674 12,464 210 1.7% 97 0.8% 46% False False 110,610
10 12,674 12,464 210 1.7% 92 0.7% 46% False False 112,188
20 12,674 12,405 269 2.1% 101 0.8% 58% False False 101,515
40 12,674 12,194 480 3.8% 95 0.8% 76% False False 83,936
60 12,674 12,059 615 4.9% 89 0.7% 81% False False 55,986
80 12,674 11,925 749 6.0% 78 0.6% 85% False False 41,994
100 12,674 11,524 1,150 9.2% 68 0.5% 90% False False 33,597
120 12,674 11,267 1,407 11.2% 58 0.5% 92% False False 28,000
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,831
2.618 12,732
1.618 12,671
1.000 12,633
0.618 12,610
HIGH 12,572
0.618 12,549
0.500 12,542
0.382 12,534
LOW 12,511
0.618 12,473
1.000 12,450
1.618 12,412
2.618 12,351
4.250 12,252
Fisher Pivots for day following 30-Jan-2007
Pivot 1 day 3 day
R1 12,554 12,547
PP 12,548 12,534
S1 12,542 12,521

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

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