mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 02-Mar-2007
Day Change Summary
Previous Current
01-Mar-2007 02-Mar-2007 Change Change % Previous Week
Open 12,342 12,350 8 0.1% 12,777
High 12,403 12,380 -23 -0.2% 12,821
Low 12,163 12,200 37 0.3% 12,163
Close 12,345 12,204 -141 -1.1% 12,204
Range 240 180 -60 -25.0% 658
ATR 122 126 4 3.4% 0
Volume 884 495 -389 -44.0% 3,090
Daily Pivots for day following 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,801 12,683 12,303
R3 12,621 12,503 12,254
R2 12,441 12,441 12,237
R1 12,323 12,323 12,221 12,292
PP 12,261 12,261 12,261 12,246
S1 12,143 12,143 12,188 12,112
S2 12,081 12,081 12,171
S3 11,901 11,963 12,155
S4 11,721 11,783 12,105
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 14,370 13,945 12,566
R3 13,712 13,287 12,385
R2 13,054 13,054 12,325
R1 12,629 12,629 12,264 12,513
PP 12,396 12,396 12,396 12,338
S1 11,971 11,971 12,144 11,855
S2 11,738 11,738 12,083
S3 11,080 11,313 12,023
S4 10,422 10,655 11,842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,821 12,163 658 5.4% 252 2.1% 6% False False 618
10 12,908 12,163 745 6.1% 164 1.3% 6% False False 346
20 12,908 12,163 745 6.1% 110 0.9% 6% False False 193
40 12,908 12,163 745 6.1% 85 0.7% 6% False False 110
60 12,908 12,163 745 6.1% 66 0.5% 6% False False 89
80 12,908 12,163 745 6.1% 49 0.4% 6% False False 66
100 12,908 12,089 819 6.7% 40 0.3% 14% False False 53
120 12,908 11,617 1,291 10.6% 33 0.3% 45% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,145
2.618 12,851
1.618 12,671
1.000 12,560
0.618 12,491
HIGH 12,380
0.618 12,311
0.500 12,290
0.382 12,269
LOW 12,200
0.618 12,089
1.000 12,020
1.618 11,909
2.618 11,729
4.250 11,435
Fisher Pivots for day following 02-Mar-2007
Pivot 1 day 3 day
R1 12,290 12,307
PP 12,261 12,272
S1 12,233 12,238

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

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