mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary
Previous Current
01-Feb-2007 02-Feb-2007 Change Change % Previous Week
Open 12,657 12,714 57 0.5% 12,521
High 12,726 12,736 10 0.1% 12,736
Low 12,655 12,668 13 0.1% 12,496
Close 12,711 12,689 -22 -0.2% 12,689
Range 71 68 -3 -4.2% 240
ATR 98 95 -2 -2.2% 0
Volume 99,375 74,283 -25,092 -25.2% 502,425
Daily Pivots for day following 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,902 12,863 12,727
R3 12,834 12,795 12,708
R2 12,766 12,766 12,702
R1 12,727 12,727 12,695 12,713
PP 12,698 12,698 12,698 12,690
S1 12,659 12,659 12,683 12,645
S2 12,630 12,630 12,677
S3 12,562 12,591 12,670
S4 12,494 12,523 12,652
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,360 13,265 12,821
R3 13,120 13,025 12,755
R2 12,880 12,880 12,733
R1 12,785 12,785 12,711 12,833
PP 12,640 12,640 12,640 12,664
S1 12,545 12,545 12,667 12,593
S2 12,400 12,400 12,645
S3 12,160 12,305 12,623
S4 11,920 12,065 12,557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,736 12,496 240 1.9% 91 0.7% 80% True False 100,485
10 12,736 12,464 272 2.1% 102 0.8% 83% True False 109,119
20 12,736 12,405 331 2.6% 98 0.8% 86% True False 101,573
40 12,736 12,336 400 3.2% 93 0.7% 88% True False 91,532
60 12,736 12,176 560 4.4% 90 0.7% 92% True False 61,100
80 12,736 11,985 751 5.9% 79 0.6% 94% True False 45,829
100 12,736 11,552 1,184 9.3% 71 0.6% 96% True False 36,666
120 12,736 11,284 1,452 11.4% 61 0.5% 97% True False 30,558
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 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,025
2.618 12,914
1.618 12,846
1.000 12,804
0.618 12,778
HIGH 12,736
0.618 12,710
0.500 12,702
0.382 12,694
LOW 12,668
0.618 12,626
1.000 12,600
1.618 12,558
2.618 12,490
4.250 12,379
Fisher Pivots for day following 02-Feb-2007
Pivot 1 day 3 day
R1 12,702 12,668
PP 12,698 12,646
S1 12,693 12,625

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

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