mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 25-Oct-2006
Day Change Summary
Previous Current
24-Oct-2006 25-Oct-2006 Change Change % Previous Week
Open 12,255 12,237 -18 -0.1% 12,096
High 12,255 12,275 20 0.2% 12,156
Low 12,255 12,200 -55 -0.4% 12,035
Close 12,261 12,272 11 0.1% 12,132
Range 0 75 75 121
ATR 54 55 2 2.9% 0
Volume 1 9 8 800.0% 87
Daily Pivots for day following 25-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,474 12,448 12,313
R3 12,399 12,373 12,293
R2 12,324 12,324 12,286
R1 12,298 12,298 12,279 12,311
PP 12,249 12,249 12,249 12,256
S1 12,223 12,223 12,265 12,236
S2 12,174 12,174 12,258
S3 12,099 12,148 12,252
S4 12,024 12,073 12,231
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,471 12,422 12,199
R3 12,350 12,301 12,165
R2 12,229 12,229 12,154
R1 12,180 12,180 12,143 12,205
PP 12,108 12,108 12,108 12,120
S1 12,059 12,059 12,121 12,084
S2 11,987 11,987 12,110
S3 11,866 11,938 12,099
S4 11,745 11,817 12,066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,275 12,100 175 1.4% 53 0.4% 98% True False 20
10 12,275 12,025 250 2.0% 40 0.3% 99% True False 14
20 12,275 11,820 455 3.7% 43 0.3% 99% True False 15
40 12,275 11,490 785 6.4% 31 0.3% 100% True False 12
60 12,275 11,267 1,008 8.2% 22 0.2% 100% True False 12
80 12,275 10,934 1,341 10.9% 17 0.1% 100% True False 9
100 12,275 10,928 1,347 11.0% 13 0.1% 100% True False 7
120 12,275 10,928 1,347 11.0% 11 0.1% 100% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,594
2.618 12,471
1.618 12,396
1.000 12,350
0.618 12,321
HIGH 12,275
0.618 12,246
0.500 12,238
0.382 12,229
LOW 12,200
0.618 12,154
1.000 12,125
1.618 12,079
2.618 12,004
4.250 11,881
Fisher Pivots for day following 25-Oct-2006
Pivot 1 day 3 day
R1 12,261 12,248
PP 12,249 12,224
S1 12,238 12,200

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

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