mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 15-Dec-2006
Day Change Summary
Previous Current
14-Dec-2006 15-Dec-2006 Change Change % Previous Week
Open 12,419 12,515 96 0.8% 12,398
High 12,527 12,577 50 0.4% 12,577
Low 12,405 12,503 98 0.8% 12,345
Close 12,509 12,535 26 0.2% 12,535
Range 122 74 -48 -39.3% 232
ATR 85 84 -1 -0.9% 0
Volume 135,280 83,926 -51,354 -38.0% 549,185
Daily Pivots for day following 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,760 12,722 12,576
R3 12,686 12,648 12,555
R2 12,612 12,612 12,549
R1 12,574 12,574 12,542 12,593
PP 12,538 12,538 12,538 12,548
S1 12,500 12,500 12,528 12,519
S2 12,464 12,464 12,522
S3 12,390 12,426 12,515
S4 12,316 12,352 12,494
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 13,182 13,090 12,663
R3 12,950 12,858 12,599
R2 12,718 12,718 12,578
R1 12,626 12,626 12,556 12,672
PP 12,486 12,486 12,486 12,509
S1 12,394 12,394 12,514 12,440
S2 12,254 12,254 12,493
S3 12,022 12,162 12,471
S4 11,790 11,930 12,408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,577 12,345 232 1.9% 82 0.7% 82% True False 109,837
10 12,577 12,291 286 2.3% 84 0.7% 85% True False 77,397
20 12,577 12,176 401 3.2% 84 0.7% 90% True False 38,869
40 12,577 12,059 518 4.1% 79 0.6% 92% True False 19,448
60 12,577 11,740 837 6.7% 65 0.5% 95% True False 12,972
80 12,577 11,459 1,118 8.9% 52 0.4% 96% True False 9,731
100 12,577 11,267 1,310 10.5% 43 0.3% 97% True False 7,786
120 12,577 10,934 1,643 13.1% 36 0.3% 97% True False 6,488
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 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,892
2.618 12,771
1.618 12,697
1.000 12,651
0.618 12,623
HIGH 12,577
0.618 12,549
0.500 12,540
0.382 12,531
LOW 12,503
0.618 12,457
1.000 12,429
1.618 12,383
2.618 12,309
4.250 12,189
Fisher Pivots for day following 15-Dec-2006
Pivot 1 day 3 day
R1 12,540 12,518
PP 12,538 12,502
S1 12,537 12,485

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

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