mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 01-Mar-2007
Day Change Summary
Previous Current
28-Feb-2007 01-Mar-2007 Change Change % Previous Week
Open 12,256 12,342 86 0.7% 12,865
High 12,450 12,403 -47 -0.4% 12,908
Low 12,251 12,163 -88 -0.7% 12,754
Close 12,369 12,345 -24 -0.2% 12,767
Range 199 240 41 20.6% 154
ATR 113 122 9 8.1% 0
Volume 684 884 200 29.2% 331
Daily Pivots for day following 01-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,024 12,924 12,477
R3 12,784 12,684 12,411
R2 12,544 12,544 12,389
R1 12,444 12,444 12,367 12,494
PP 12,304 12,304 12,304 12,329
S1 12,204 12,204 12,323 12,254
S2 12,064 12,064 12,301
S3 11,824 11,964 12,279
S4 11,584 11,724 12,213
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 12,826 12,163 663 5.4% 230 1.9% 27% False True 542
10 12,908 12,163 745 6.0% 150 1.2% 24% False True 300
20 12,908 12,163 745 6.0% 103 0.8% 24% False True 169
40 12,908 12,163 745 6.0% 85 0.7% 24% False True 98
60 12,908 12,163 745 6.0% 63 0.5% 24% False True 80
80 12,908 12,163 745 6.0% 47 0.4% 24% False True 60
100 12,908 12,088 820 6.6% 38 0.3% 31% False False 48
120 12,908 11,605 1,303 10.6% 31 0.3% 57% False False 40
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 18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,423
2.618 13,031
1.618 12,791
1.000 12,643
0.618 12,551
HIGH 12,403
0.618 12,311
0.500 12,283
0.382 12,255
LOW 12,163
0.618 12,015
1.000 11,923
1.618 11,775
2.618 11,535
4.250 11,143
Fisher Pivots for day following 01-Mar-2007
Pivot 1 day 3 day
R1 12,324 12,460
PP 12,304 12,421
S1 12,283 12,383

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

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