mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 29-Nov-2006
Day Change Summary
Previous Current
28-Nov-2006 29-Nov-2006 Change Change % Previous Week
Open 12,222 12,254 32 0.3% 12,450
High 12,256 12,340 84 0.7% 12,474
Low 12,176 12,254 78 0.6% 12,375
Close 12,238 12,338 100 0.8% 12,390
Range 80 86 6 7.5% 99
ATR 73 75 2 2.8% 0
Volume 234 404 170 72.6% 391
Daily Pivots for day following 29-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,569 12,539 12,385
R3 12,483 12,453 12,362
R2 12,397 12,397 12,354
R1 12,367 12,367 12,346 12,382
PP 12,311 12,311 12,311 12,318
S1 12,281 12,281 12,330 12,296
S2 12,225 12,225 12,322
S3 12,139 12,195 12,314
S4 12,053 12,109 12,291
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 12,710 12,649 12,445
R3 12,611 12,550 12,417
R2 12,512 12,512 12,408
R1 12,451 12,451 12,399 12,432
PP 12,413 12,413 12,413 12,404
S1 12,352 12,352 12,381 12,333
S2 12,314 12,314 12,372
S3 12,215 12,253 12,363
S4 12,116 12,154 12,336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,443 12,176 267 2.2% 81 0.7% 61% False False 232
10 12,474 12,176 298 2.4% 68 0.6% 54% False False 144
20 12,474 12,059 415 3.4% 76 0.6% 67% False False 87
40 12,474 11,925 549 4.4% 61 0.5% 75% False False 53
60 12,474 11,524 950 7.7% 50 0.4% 86% False False 38
80 12,474 11,267 1,207 9.8% 39 0.3% 89% False False 32
100 12,474 10,934 1,540 12.5% 31 0.3% 91% False False 26
120 12,474 10,928 1,546 12.5% 26 0.2% 91% False False 21
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 14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,706
2.618 12,565
1.618 12,479
1.000 12,426
0.618 12,393
HIGH 12,340
0.618 12,307
0.500 12,297
0.382 12,287
LOW 12,254
0.618 12,201
1.000 12,168
1.618 12,115
2.618 12,029
4.250 11,889
Fisher Pivots for day following 29-Nov-2006
Pivot 1 day 3 day
R1 12,324 12,322
PP 12,311 12,307
S1 12,297 12,291

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

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