mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 18-Dec-2006
Day Change Summary
Previous Current
15-Dec-2006 18-Dec-2006 Change Change % Previous Week
Open 12,515 12,536 21 0.2% 12,398
High 12,577 12,579 2 0.0% 12,577
Low 12,503 12,517 14 0.1% 12,345
Close 12,535 12,536 1 0.0% 12,535
Range 74 62 -12 -16.2% 232
ATR 84 83 -2 -1.9% 0
Volume 83,926 81,610 -2,316 -2.8% 549,185
Daily Pivots for day following 18-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,730 12,695 12,570
R3 12,668 12,633 12,553
R2 12,606 12,606 12,547
R1 12,571 12,571 12,542 12,567
PP 12,544 12,544 12,544 12,542
S1 12,509 12,509 12,530 12,505
S2 12,482 12,482 12,525
S3 12,420 12,447 12,519
S4 12,358 12,385 12,502
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 12,579 12,345 234 1.9% 84 0.7% 82% True False 110,203
10 12,579 12,336 243 1.9% 78 0.6% 82% True False 85,461
20 12,579 12,176 403 3.2% 84 0.7% 89% True False 42,945
40 12,579 12,059 520 4.1% 77 0.6% 92% True False 21,488
60 12,579 11,760 819 6.5% 66 0.5% 95% True False 14,332
80 12,579 11,490 1,089 8.7% 53 0.4% 96% True False 10,750
100 12,579 11,267 1,312 10.5% 43 0.3% 97% True False 8,602
120 12,579 10,934 1,645 13.1% 36 0.3% 97% True False 7,169
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 17
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,843
2.618 12,741
1.618 12,679
1.000 12,641
0.618 12,617
HIGH 12,579
0.618 12,555
0.500 12,548
0.382 12,541
LOW 12,517
0.618 12,479
1.000 12,455
1.618 12,417
2.618 12,355
4.250 12,254
Fisher Pivots for day following 18-Dec-2006
Pivot 1 day 3 day
R1 12,548 12,521
PP 12,544 12,507
S1 12,540 12,492

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

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