mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 20-Mar-2007
Day Change Summary
Previous Current
19-Mar-2007 20-Mar-2007 Change Change % Previous Week
Open 12,196 12,327 131 1.1% 12,389
High 12,334 12,387 53 0.4% 12,443
Low 12,190 12,303 113 0.9% 12,035
Close 12,329 12,385 56 0.5% 12,211
Range 144 84 -60 -41.7% 408
ATR 138 134 -4 -2.8% 0
Volume 123,462 110,471 -12,991 -10.5% 918,614
Daily Pivots for day following 20-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,610 12,582 12,431
R3 12,526 12,498 12,408
R2 12,442 12,442 12,401
R1 12,414 12,414 12,393 12,428
PP 12,358 12,358 12,358 12,366
S1 12,330 12,330 12,377 12,344
S2 12,274 12,274 12,370
S3 12,190 12,246 12,362
S4 12,106 12,162 12,339
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,454 13,240 12,436
R3 13,046 12,832 12,323
R2 12,638 12,638 12,286
R1 12,424 12,424 12,249 12,327
PP 12,230 12,230 12,230 12,181
S1 12,016 12,016 12,174 11,919
S2 11,822 11,822 12,136
S3 11,414 11,608 12,099
S4 11,006 11,200 11,987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,387 12,035 352 2.8% 129 1.0% 99% True False 180,084
10 12,443 12,035 408 3.3% 130 1.0% 86% False False 124,513
20 12,896 12,035 861 7.0% 161 1.3% 41% False False 62,531
40 12,908 12,035 873 7.0% 111 0.9% 40% False False 31,286
60 12,908 12,035 873 7.0% 89 0.7% 40% False False 20,861
80 12,908 12,035 873 7.0% 71 0.6% 40% False False 15,657
100 12,908 12,035 873 7.0% 57 0.5% 40% False False 12,526
120 12,908 11,905 1,003 8.1% 47 0.4% 48% False False 10,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 32
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 12,744
2.618 12,607
1.618 12,523
1.000 12,471
0.618 12,439
HIGH 12,387
0.618 12,355
0.500 12,345
0.382 12,335
LOW 12,303
0.618 12,251
1.000 12,219
1.618 12,167
2.618 12,083
4.250 11,946
Fisher Pivots for day following 20-Mar-2007
Pivot 1 day 3 day
R1 12,372 12,351
PP 12,358 12,316
S1 12,345 12,282

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

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