mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 27-Oct-2006
Day Change Summary
Previous Current
26-Oct-2006 27-Oct-2006 Change Change % Previous Week
Open 12,241 12,272 31 0.3% 12,133
High 12,248 12,272 24 0.2% 12,275
Low 12,241 12,202 -39 -0.3% 12,124
Close 12,272 12,225 -47 -0.4% 12,225
Range 7 70 63 900.0% 151
ATR 53 55 1 2.2% 0
Volume 40 7 -33 -82.5% 76
Daily Pivots for day following 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,443 12,404 12,264
R3 12,373 12,334 12,244
R2 12,303 12,303 12,238
R1 12,264 12,264 12,232 12,249
PP 12,233 12,233 12,233 12,225
S1 12,194 12,194 12,219 12,179
S2 12,163 12,163 12,212
S3 12,093 12,124 12,206
S4 12,023 12,054 12,187
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 12,661 12,594 12,308
R3 12,510 12,443 12,267
R2 12,359 12,359 12,253
R1 12,292 12,292 12,239 12,326
PP 12,208 12,208 12,208 12,225
S1 12,141 12,141 12,211 12,175
S2 12,057 12,057 12,197
S3 11,906 11,990 12,184
S4 11,755 11,839 12,142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,275 12,124 151 1.2% 57 0.5% 67% False False 15
10 12,275 12,035 240 2.0% 38 0.3% 79% False False 16
20 12,275 11,827 448 3.7% 44 0.4% 89% False False 17
40 12,275 11,524 751 6.1% 31 0.3% 93% False False 12
60 12,275 11,267 1,008 8.2% 23 0.2% 95% False False 13
80 12,275 10,934 1,341 11.0% 18 0.1% 96% False False 9
100 12,275 10,928 1,347 11.0% 14 0.1% 96% False False 7
120 12,275 10,928 1,347 11.0% 12 0.1% 96% False 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 6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,570
2.618 12,455
1.618 12,385
1.000 12,342
0.618 12,315
HIGH 12,272
0.618 12,245
0.500 12,237
0.382 12,229
LOW 12,202
0.618 12,159
1.000 12,132
1.618 12,089
2.618 12,019
4.250 11,905
Fisher Pivots for day following 27-Oct-2006
Pivot 1 day 3 day
R1 12,237 12,238
PP 12,233 12,233
S1 12,229 12,229

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

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