mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 19-Dec-2006
Day Change Summary
Previous Current
18-Dec-2006 19-Dec-2006 Change Change % Previous Week
Open 12,536 12,539 3 0.0% 12,398
High 12,579 12,577 -2 0.0% 12,577
Low 12,517 12,482 -35 -0.3% 12,345
Close 12,536 12,551 15 0.1% 12,535
Range 62 95 33 53.2% 232
ATR 83 84 1 1.1% 0
Volume 81,610 102,497 20,887 25.6% 549,185
Daily Pivots for day following 19-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,822 12,781 12,603
R3 12,727 12,686 12,577
R2 12,632 12,632 12,569
R1 12,591 12,591 12,560 12,612
PP 12,537 12,537 12,537 12,547
S1 12,496 12,496 12,542 12,517
S2 12,442 12,442 12,534
S3 12,347 12,401 12,525
S4 12,252 12,306 12,499
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 12,393 186 1.5% 85 0.7% 85% False False 104,925
10 12,579 12,336 243 1.9% 82 0.7% 88% False False 95,523
20 12,579 12,176 403 3.2% 87 0.7% 93% False False 48,068
40 12,579 12,059 520 4.1% 79 0.6% 95% False False 24,051
60 12,579 11,820 759 6.0% 67 0.5% 96% False False 16,040
80 12,579 11,490 1,089 8.7% 54 0.4% 97% False False 12,031
100 12,579 11,267 1,312 10.5% 44 0.4% 98% False False 9,627
120 12,579 10,934 1,645 13.1% 37 0.3% 98% False False 8,023
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 20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,981
2.618 12,826
1.618 12,731
1.000 12,672
0.618 12,636
HIGH 12,577
0.618 12,541
0.500 12,530
0.382 12,518
LOW 12,482
0.618 12,423
1.000 12,387
1.618 12,328
2.618 12,233
4.250 12,078
Fisher Pivots for day following 19-Dec-2006
Pivot 1 day 3 day
R1 12,544 12,544
PP 12,537 12,537
S1 12,530 12,531

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

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