mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 28-Feb-2007
Day Change Summary
Previous Current
27-Feb-2007 28-Feb-2007 Change Change % Previous Week
Open 12,756 12,256 -500 -3.9% 12,865
High 12,756 12,450 -306 -2.4% 12,908
Low 12,208 12,251 43 0.4% 12,754
Close 12,280 12,369 89 0.7% 12,767
Range 548 199 -349 -63.7% 154
ATR 106 113 7 6.3% 0
Volume 903 684 -219 -24.3% 331
Daily Pivots for day following 28-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,954 12,860 12,479
R3 12,755 12,661 12,424
R2 12,556 12,556 12,406
R1 12,462 12,462 12,387 12,509
PP 12,357 12,357 12,357 12,380
S1 12,263 12,263 12,351 12,310
S2 12,158 12,158 12,333
S3 11,959 12,064 12,314
S4 11,760 11,865 12,260
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% 206 1.7% 23% False False 380
10 12,908 12,208 700 5.7% 135 1.1% 23% False False 221
20 12,908 12,208 700 5.7% 95 0.8% 23% False False 132
40 12,908 12,208 700 5.7% 79 0.6% 23% False False 76
60 12,908 12,208 700 5.7% 59 0.5% 23% False False 66
80 12,908 12,178 730 5.9% 44 0.4% 26% False False 49
100 12,908 12,088 820 6.6% 35 0.3% 34% False False 39
120 12,908 11,573 1,335 10.8% 29 0.2% 60% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,296
2.618 12,971
1.618 12,772
1.000 12,649
0.618 12,573
HIGH 12,450
0.618 12,374
0.500 12,351
0.382 12,327
LOW 12,251
0.618 12,128
1.000 12,052
1.618 11,929
2.618 11,730
4.250 11,405
Fisher Pivots for day following 28-Feb-2007
Pivot 1 day 3 day
R1 12,363 12,515
PP 12,357 12,466
S1 12,351 12,418

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

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