mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 12-Feb-2007
Day Change Summary
Previous Current
09-Feb-2007 12-Feb-2007 Change Change % Previous Week
Open 12,670 12,604 -66 -0.5% 12,677
High 12,703 12,632 -71 -0.6% 12,734
Low 12,571 12,561 -10 -0.1% 12,571
Close 12,614 12,584 -30 -0.2% 12,614
Range 132 71 -61 -46.2% 163
ATR 93 91 -2 -1.7% 0
Volume 121,535 82,312 -39,223 -32.3% 470,318
Daily Pivots for day following 12-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,805 12,766 12,623
R3 12,734 12,695 12,604
R2 12,663 12,663 12,597
R1 12,624 12,624 12,591 12,608
PP 12,592 12,592 12,592 12,585
S1 12,553 12,553 12,578 12,537
S2 12,521 12,521 12,571
S3 12,450 12,482 12,565
S4 12,379 12,411 12,545
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,129 13,034 12,704
R3 12,966 12,871 12,659
R2 12,803 12,803 12,644
R1 12,708 12,708 12,629 12,674
PP 12,640 12,640 12,640 12,623
S1 12,545 12,545 12,599 12,511
S2 12,477 12,477 12,584
S3 12,314 12,382 12,569
S4 12,151 12,219 12,524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,734 12,561 173 1.4% 88 0.7% 13% False True 97,362
10 12,736 12,511 225 1.8% 86 0.7% 32% False False 95,238
20 12,736 12,464 272 2.2% 89 0.7% 44% False False 103,419
40 12,736 12,393 343 2.7% 94 0.7% 56% False False 94,536
60 12,736 12,176 560 4.5% 90 0.7% 73% False False 70,308
80 12,736 12,059 677 5.4% 84 0.7% 78% False False 52,737
100 12,736 11,677 1,059 8.4% 75 0.6% 86% False False 42,192
120 12,736 11,452 1,284 10.2% 64 0.5% 88% False False 35,162
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,934
2.618 12,818
1.618 12,747
1.000 12,703
0.618 12,676
HIGH 12,632
0.618 12,605
0.500 12,597
0.382 12,588
LOW 12,561
0.618 12,517
1.000 12,490
1.618 12,446
2.618 12,375
4.250 12,259
Fisher Pivots for day following 12-Feb-2007
Pivot 1 day 3 day
R1 12,597 12,634
PP 12,592 12,617
S1 12,588 12,601

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

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