mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 28-Sep-2006
Day Change Summary
Previous Current
27-Sep-2006 28-Sep-2006 Change Change % Previous Week
Open 11,833 11,850 17 0.1% 11,760
High 11,854 11,859 5 0.0% 11,819
Low 11,820 11,820 0 0.0% 11,677
Close 11,855 11,849 -6 -0.1% 11,677
Range 34 39 5 14.7% 142
ATR 52 51 -1 -1.8% 0
Volume 55 6 -49 -89.1% 17
Daily Pivots for day following 28-Sep-2006
Classic Woodie Camarilla DeMark
R4 11,960 11,943 11,871
R3 11,921 11,904 11,860
R2 11,882 11,882 11,856
R1 11,865 11,865 11,853 11,854
PP 11,843 11,843 11,843 11,837
S1 11,826 11,826 11,846 11,815
S2 11,804 11,804 11,842
S3 11,765 11,787 11,838
S4 11,726 11,748 11,828
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 12,150 12,056 11,755
R3 12,008 11,914 11,716
R2 11,866 11,866 11,703
R1 11,772 11,772 11,690 11,748
PP 11,724 11,724 11,724 11,713
S1 11,630 11,630 11,664 11,606
S2 11,582 11,582 11,651
S3 11,440 11,488 11,638
S4 11,298 11,346 11,599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,859 11,677 182 1.5% 31 0.3% 95% True False 19
10 11,859 11,677 182 1.5% 26 0.2% 95% True False 12
20 11,859 11,490 369 3.1% 21 0.2% 97% True False 7
40 11,859 11,267 592 5.0% 13 0.1% 98% True False 11
60 11,859 10,934 925 7.8% 8 0.1% 99% True False 7
80 11,859 10,928 931 7.9% 6 0.1% 99% True False 5
100 11,944 10,928 1,016 8.6% 5 0.0% 91% False False 4
120 11,944 10,928 1,016 8.6% 4 0.0% 91% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,025
2.618 11,961
1.618 11,922
1.000 11,898
0.618 11,883
HIGH 11,859
0.618 11,844
0.500 11,840
0.382 11,835
LOW 11,820
0.618 11,796
1.000 11,781
1.618 11,757
2.618 11,718
4.250 11,654
Fisher Pivots for day following 28-Sep-2006
Pivot 1 day 3 day
R1 11,846 11,836
PP 11,843 11,823
S1 11,840 11,810

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

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