mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 12,777 12,756 -21 -0.2% 12,865
High 12,821 12,756 -65 -0.5% 12,908
Low 12,730 12,208 -522 -4.1% 12,754
Close 12,755 12,280 -475 -3.7% 12,767
Range 91 548 457 502.2% 154
ATR 72 106 34 47.2% 0
Volume 124 903 779 628.2% 331
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 14,059 13,717 12,582
R3 13,511 13,169 12,431
R2 12,963 12,963 12,381
R1 12,621 12,621 12,330 12,518
PP 12,415 12,415 12,415 12,363
S1 12,073 12,073 12,230 11,970
S2 11,867 11,867 12,180
S3 11,319 11,525 12,129
S4 10,771 10,977 11,979
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,272 13,173 12,852
R3 13,118 13,019 12,809
R2 12,964 12,964 12,795
R1 12,865 12,865 12,781 12,838
PP 12,810 12,810 12,810 12,796
S1 12,711 12,711 12,753 12,684
S2 12,656 12,656 12,739
S3 12,502 12,557 12,725
S4 12,348 12,403 12,682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,896 12,208 688 5.6% 179 1.5% 10% False True 260
10 12,908 12,208 700 5.7% 122 1.0% 10% False True 158
20 12,908 12,208 700 5.7% 87 0.7% 10% False True 98
40 12,908 12,208 700 5.7% 74 0.6% 10% False True 59
60 12,908 12,208 700 5.7% 56 0.5% 10% False True 54
80 12,908 12,178 730 5.9% 42 0.3% 14% False False 41
100 12,908 12,076 832 6.8% 33 0.3% 25% False False 32
120 12,908 11,573 1,335 10.9% 28 0.2% 53% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 175 trading days
Fibonacci Retracements and Extensions
4.250 15,085
2.618 14,191
1.618 13,643
1.000 13,304
0.618 13,095
HIGH 12,756
0.618 12,547
0.500 12,482
0.382 12,417
LOW 12,208
0.618 11,869
1.000 11,660
1.618 11,321
2.618 10,773
4.250 9,879
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 12,482 12,517
PP 12,415 12,438
S1 12,347 12,359

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

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