mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 12,565 12,657 92 0.7% 12,613
High 12,689 12,726 37 0.3% 12,674
Low 12,514 12,655 141 1.1% 12,464
Close 12,660 12,711 51 0.4% 12,523
Range 175 71 -104 -59.4% 210
ATR 100 98 -2 -2.0% 0
Volume 133,230 99,375 -33,855 -25.4% 588,771
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,910 12,882 12,750
R3 12,839 12,811 12,731
R2 12,768 12,768 12,724
R1 12,740 12,740 12,718 12,754
PP 12,697 12,697 12,697 12,705
S1 12,669 12,669 12,705 12,683
S2 12,626 12,626 12,698
S3 12,555 12,598 12,692
S4 12,484 12,527 12,672
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 12,726 12,464 262 2.1% 100 0.8% 94% True False 112,367
10 12,726 12,464 262 2.1% 101 0.8% 94% True False 111,312
20 12,726 12,405 321 2.5% 100 0.8% 95% True False 103,893
40 12,726 12,291 435 3.4% 94 0.7% 97% True False 89,699
60 12,726 12,122 604 4.8% 90 0.7% 98% True False 59,863
80 12,726 11,952 774 6.1% 79 0.6% 98% True False 44,901
100 12,726 11,527 1,199 9.4% 70 0.6% 99% True False 35,923
120 12,726 11,271 1,455 11.4% 60 0.5% 99% True False 29,939
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,028
2.618 12,912
1.618 12,841
1.000 12,797
0.618 12,770
HIGH 12,726
0.618 12,699
0.500 12,691
0.382 12,682
LOW 12,655
0.618 12,611
1.000 12,584
1.618 12,540
2.618 12,469
4.250 12,353
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 12,704 12,680
PP 12,697 12,649
S1 12,691 12,619

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

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