mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 12,350 12,196 -154 -1.2% 12,777
High 12,380 12,286 -94 -0.8% 12,821
Low 12,200 12,051 -149 -1.2% 12,163
Close 12,204 12,131 -73 -0.6% 12,204
Range 180 235 55 30.6% 658
ATR 126 134 8 6.2% 0
Volume 495 494 -1 -0.2% 3,090
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,861 12,731 12,260
R3 12,626 12,496 12,196
R2 12,391 12,391 12,174
R1 12,261 12,261 12,153 12,209
PP 12,156 12,156 12,156 12,130
S1 12,026 12,026 12,110 11,974
S2 11,921 11,921 12,088
S3 11,686 11,791 12,067
S4 11,451 11,556 12,002
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 12,756 12,051 705 5.8% 281 2.3% 11% False True 692
10 12,908 12,051 857 7.1% 183 1.5% 9% False True 391
20 12,908 12,051 857 7.1% 120 1.0% 9% False True 215
40 12,908 12,051 857 7.1% 91 0.7% 9% False True 122
60 12,908 12,051 857 7.1% 70 0.6% 9% False True 97
80 12,908 12,051 857 7.1% 52 0.4% 9% False True 73
100 12,908 12,051 857 7.1% 42 0.3% 9% False True 58
120 12,908 11,719 1,189 9.8% 35 0.3% 35% False False 48
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 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,285
2.618 12,901
1.618 12,666
1.000 12,521
0.618 12,431
HIGH 12,286
0.618 12,196
0.500 12,169
0.382 12,141
LOW 12,051
0.618 11,906
1.000 11,816
1.618 11,671
2.618 11,436
4.250 11,052
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 12,169 12,227
PP 12,156 12,195
S1 12,144 12,163

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

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