mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 12,092 12,166 74 0.6% 12,075
High 12,158 12,187 29 0.2% 12,344
Low 11,920 12,103 183 1.5% 11,970
Close 12,152 12,171 19 0.2% 12,288
Range 238 84 -154 -64.7% 374
ATR 150 146 -5 -3.2% 0
Volume 27,529 30,866 3,337 12.1% 756,424
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,406 12,372 12,217
R3 12,322 12,288 12,194
R2 12,238 12,238 12,187
R1 12,204 12,204 12,179 12,221
PP 12,154 12,154 12,154 12,162
S1 12,120 12,120 12,163 12,137
S2 12,070 12,070 12,156
S3 11,986 12,036 12,148
S4 11,902 11,952 12,125
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,323 13,179 12,494
R3 12,949 12,805 12,391
R2 12,575 12,575 12,357
R1 12,431 12,431 12,322 12,503
PP 12,201 12,201 12,201 12,237
S1 12,057 12,057 12,254 12,129
S2 11,827 11,827 12,220
S3 11,453 11,683 12,185
S4 11,079 11,309 12,082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,346 11,920 426 3.5% 156 1.3% 59% False False 36,514
10 12,346 11,920 426 3.5% 156 1.3% 59% False False 115,098
20 12,816 11,920 896 7.4% 153 1.3% 28% False False 122,048
40 12,816 11,920 896 7.4% 123 1.0% 28% False False 112,339
60 12,816 11,920 896 7.4% 114 0.9% 28% False False 102,508
80 12,816 11,920 896 7.4% 106 0.9% 28% False False 85,550
100 12,816 11,920 896 7.4% 99 0.8% 28% False False 68,445
120 12,816 11,677 1,139 9.4% 89 0.7% 43% False False 57,041
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 37
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,544
2.618 12,407
1.618 12,323
1.000 12,271
0.618 12,239
HIGH 12,187
0.618 12,155
0.500 12,145
0.382 12,135
LOW 12,103
0.618 12,051
1.000 12,019
1.618 11,967
2.618 11,883
4.250 11,746
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 12,162 12,153
PP 12,154 12,135
S1 12,145 12,118

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

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