mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 14-Dec-2006
Day Change Summary
Previous Current
13-Dec-2006 14-Dec-2006 Change Change % Previous Week
Open 12,407 12,419 12 0.1% 12,300
High 12,462 12,527 65 0.5% 12,466
Low 12,393 12,405 12 0.1% 12,291
Close 12,423 12,509 86 0.7% 12,396
Range 69 122 53 76.8% 175
ATR 82 85 3 3.4% 0
Volume 121,316 135,280 13,964 11.5% 224,794
Daily Pivots for day following 14-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,846 12,800 12,576
R3 12,724 12,678 12,543
R2 12,602 12,602 12,531
R1 12,556 12,556 12,520 12,579
PP 12,480 12,480 12,480 12,492
S1 12,434 12,434 12,498 12,457
S2 12,358 12,358 12,487
S3 12,236 12,312 12,476
S4 12,114 12,190 12,442
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,909 12,828 12,492
R3 12,734 12,653 12,444
R2 12,559 12,559 12,428
R1 12,478 12,478 12,412 12,519
PP 12,384 12,384 12,384 12,405
S1 12,303 12,303 12,380 12,344
S2 12,209 12,209 12,364
S3 12,034 12,128 12,348
S4 11,859 11,953 12,300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,527 12,336 191 1.5% 86 0.7% 91% True False 117,708
10 12,527 12,194 333 2.7% 93 0.7% 95% True False 69,148
20 12,527 12,176 351 2.8% 83 0.7% 95% True False 34,675
40 12,527 12,059 468 3.7% 77 0.6% 96% True False 17,351
60 12,527 11,677 850 6.8% 64 0.5% 98% True False 11,573
80 12,527 11,452 1,075 8.6% 51 0.4% 98% True False 8,682
100 12,527 11,267 1,260 10.1% 42 0.3% 99% True False 6,947
120 12,527 10,934 1,593 12.7% 35 0.3% 99% True False 5,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,046
2.618 12,847
1.618 12,725
1.000 12,649
0.618 12,603
HIGH 12,527
0.618 12,481
0.500 12,466
0.382 12,452
LOW 12,405
0.618 12,330
1.000 12,283
1.618 12,208
2.618 12,086
4.250 11,887
Fisher Pivots for day following 14-Dec-2006
Pivot 1 day 3 day
R1 12,495 12,485
PP 12,480 12,460
S1 12,466 12,436

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

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