mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 12,262 12,240 -22 -0.2% 12,389
High 12,285 12,284 -1 0.0% 12,443
Low 12,198 12,176 -22 -0.2% 12,035
Close 12,256 12,211 -45 -0.4% 12,211
Range 87 108 21 24.1% 408
ATR 139 137 -2 -1.6% 0
Volume 298,982 153,705 -145,277 -48.6% 918,614
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,548 12,487 12,271
R3 12,440 12,379 12,241
R2 12,332 12,332 12,231
R1 12,271 12,271 12,221 12,248
PP 12,224 12,224 12,224 12,212
S1 12,163 12,163 12,201 12,140
S2 12,116 12,116 12,191
S3 12,008 12,055 12,181
S4 11,900 11,947 12,152
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,454 13,240 12,436
R3 13,046 12,832 12,323
R2 12,638 12,638 12,286
R1 12,424 12,424 12,249 12,327
PP 12,230 12,230 12,230 12,181
S1 12,016 12,016 12,174 11,919
S2 11,822 11,822 12,136
S3 11,414 11,608 12,099
S4 11,006 11,200 11,987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,443 12,035 408 3.3% 153 1.2% 43% False False 183,722
10 12,443 12,035 408 3.3% 149 1.2% 43% False False 101,334
20 12,908 12,035 873 7.1% 156 1.3% 20% False False 50,840
40 12,908 12,035 873 7.1% 110 0.9% 20% False False 25,441
60 12,908 12,035 873 7.1% 86 0.7% 20% False False 16,963
80 12,908 12,035 873 7.1% 68 0.6% 20% False False 12,733
100 12,908 12,035 873 7.1% 54 0.4% 20% False False 10,186
120 12,908 11,818 1,090 8.9% 45 0.4% 36% False False 8,489
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 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,743
2.618 12,567
1.618 12,459
1.000 12,392
0.618 12,351
HIGH 12,284
0.618 12,243
0.500 12,230
0.382 12,217
LOW 12,176
0.618 12,109
1.000 12,068
1.618 12,001
2.618 11,893
4.250 11,717
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 12,230 12,194
PP 12,224 12,177
S1 12,217 12,160

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

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