mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 18-Oct-2006
Day Change Summary
Previous Current
17-Oct-2006 18-Oct-2006 Change Change % Previous Week
Open 12,035 12,110 75 0.6% 11,952
High 12,035 12,148 113 0.9% 12,124
Low 12,035 12,110 75 0.6% 11,952
Close 12,097 12,123 26 0.2% 12,103
Range 0 38 38 172
ATR 53 52 0 -0.2% 0
Volume 4 6 2 50.0% 42
Daily Pivots for day following 18-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,241 12,220 12,144
R3 12,203 12,182 12,134
R2 12,165 12,165 12,130
R1 12,144 12,144 12,127 12,155
PP 12,127 12,127 12,127 12,132
S1 12,106 12,106 12,120 12,117
S2 12,089 12,089 12,116
S3 12,051 12,068 12,113
S4 12,013 12,030 12,102
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,576 12,511 12,198
R3 12,404 12,339 12,150
R2 12,232 12,232 12,135
R1 12,167 12,167 12,119 12,200
PP 12,060 12,060 12,060 12,076
S1 11,995 11,995 12,087 12,028
S2 11,888 11,888 12,072
S3 11,716 11,823 12,056
S4 11,544 11,651 12,009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,148 12,025 123 1.0% 28 0.2% 80% True False 8
10 12,148 11,925 223 1.8% 35 0.3% 89% True False 14
20 12,148 11,677 471 3.9% 37 0.3% 95% True False 15
40 12,148 11,452 696 5.7% 24 0.2% 96% True False 12
60 12,148 11,267 881 7.3% 18 0.1% 97% True False 10
80 12,148 10,934 1,214 10.0% 13 0.1% 98% True False 8
100 12,148 10,928 1,220 10.1% 11 0.1% 98% True False 6
120 12,148 10,928 1,220 10.1% 9 0.1% 98% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,310
2.618 12,248
1.618 12,210
1.000 12,186
0.618 12,172
HIGH 12,148
0.618 12,134
0.500 12,129
0.382 12,125
LOW 12,110
0.618 12,087
1.000 12,072
1.618 12,049
2.618 12,011
4.250 11,949
Fisher Pivots for day following 18-Oct-2006
Pivot 1 day 3 day
R1 12,129 12,113
PP 12,127 12,102
S1 12,125 12,092

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

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