mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 07-Nov-2006
Day Change Summary
Previous Current
06-Nov-2006 07-Nov-2006 Change Change % Previous Week
Open 12,122 12,263 141 1.2% 12,208
High 12,219 12,297 78 0.6% 12,237
Low 12,122 12,218 96 0.8% 12,059
Close 12,219 12,274 55 0.5% 12,094
Range 97 79 -18 -18.6% 178
ATR 67 68 1 1.2% 0
Volume 8 45 37 462.5% 114
Daily Pivots for day following 07-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,500 12,466 12,318
R3 12,421 12,387 12,296
R2 12,342 12,342 12,289
R1 12,308 12,308 12,281 12,325
PP 12,263 12,263 12,263 12,272
S1 12,229 12,229 12,267 12,246
S2 12,184 12,184 12,260
S3 12,105 12,150 12,252
S4 12,026 12,071 12,231
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,664 12,557 12,192
R3 12,486 12,379 12,143
R2 12,308 12,308 12,127
R1 12,201 12,201 12,110 12,166
PP 12,130 12,130 12,130 12,112
S1 12,023 12,023 12,078 11,988
S2 11,952 11,952 12,061
S3 11,774 11,845 12,045
S4 11,596 11,667 11,996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,297 12,059 238 1.9% 87 0.7% 90% True False 20
10 12,297 12,059 238 1.9% 71 0.6% 90% True False 22
20 12,297 11,985 312 2.5% 52 0.4% 93% True False 18
40 12,297 11,677 620 5.1% 43 0.3% 96% True False 16
60 12,297 11,399 898 7.3% 33 0.3% 97% True False 16
80 12,297 11,017 1,280 10.4% 25 0.2% 98% True False 12
100 12,297 10,934 1,363 11.1% 20 0.2% 98% True False 9
120 12,297 10,928 1,369 11.2% 16 0.1% 98% True False 8
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 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,633
2.618 12,504
1.618 12,425
1.000 12,376
0.618 12,346
HIGH 12,297
0.618 12,267
0.500 12,258
0.382 12,248
LOW 12,218
0.618 12,169
1.000 12,139
1.618 12,090
2.618 12,011
4.250 11,882
Fisher Pivots for day following 07-Nov-2006
Pivot 1 day 3 day
R1 12,269 12,242
PP 12,263 12,210
S1 12,258 12,178

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

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