mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 14-Dec-2006
Day Change Summary
Previous Current
13-Dec-2006 14-Dec-2006 Change Change % Previous Week
Open 12,472 12,577 105 0.8% 12,467
High 12,544 12,577 33 0.3% 12,565
Low 12,472 12,577 105 0.8% 12,431
Close 12,505 12,591 86 0.7% 12,478
Range 72 0 -72 -100.0% 134
ATR 51 52 2 3.0% 0
Volume 2 1 -1 -50.0% 548
Daily Pivots for day following 14-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,582 12,586 12,591
R3 12,582 12,586 12,591
R2 12,582 12,582 12,591
R1 12,586 12,586 12,591 12,584
PP 12,582 12,582 12,582 12,581
S1 12,586 12,586 12,591 12,584
S2 12,582 12,582 12,591
S3 12,582 12,586 12,591
S4 12,582 12,586 12,591
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,893 12,820 12,552
R3 12,759 12,686 12,515
R2 12,625 12,625 12,503
R1 12,552 12,552 12,490 12,589
PP 12,491 12,491 12,491 12,510
S1 12,418 12,418 12,466 12,455
S2 12,357 12,357 12,454
S3 12,223 12,284 12,441
S4 12,089 12,150 12,404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,577 12,418 159 1.3% 28 0.2% 109% True False 133
10 12,577 12,394 183 1.5% 25 0.2% 108% True False 88
20 12,577 12,307 270 2.1% 13 0.1% 105% True False 44
40 12,577 12,178 399 3.2% 6 0.0% 104% True False 22
60 12,577 11,763 814 6.5% 4 0.0% 102% True False 14
80 12,577 11,523 1,054 8.4% 3 0.0% 101% True False 11
100 12,577 11,338 1,239 9.8% 3 0.0% 101% True False 8
120 12,577 11,005 1,572 12.5% 2 0.0% 101% True False 7
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 5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,577
2.618 12,577
1.618 12,577
1.000 12,577
0.618 12,577
HIGH 12,577
0.618 12,577
0.500 12,577
0.382 12,577
LOW 12,577
0.618 12,577
1.000 12,577
1.618 12,577
2.618 12,577
4.250 12,577
Fisher Pivots for day following 14-Dec-2006
Pivot 1 day 3 day
R1 12,586 12,560
PP 12,582 12,529
S1 12,577 12,498

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

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