mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 12,381 12,519 138 1.1% 12,389
High 12,570 12,574 4 0.0% 12,443
Low 12,350 12,496 146 1.2% 12,035
Close 12,523 12,545 22 0.2% 12,211
Range 220 78 -142 -64.5% 408
ATR 140 136 -4 -3.2% 0
Volume 101,317 155,672 54,355 53.6% 918,614
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,772 12,737 12,588
R3 12,694 12,659 12,567
R2 12,616 12,616 12,559
R1 12,581 12,581 12,552 12,599
PP 12,538 12,538 12,538 12,547
S1 12,503 12,503 12,538 12,521
S2 12,460 12,460 12,531
S3 12,382 12,425 12,524
S4 12,304 12,347 12,502
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 12,574 12,176 398 3.2% 127 1.0% 93% True False 128,925
10 12,574 12,035 539 4.3% 141 1.1% 95% True False 149,263
20 12,826 12,035 791 6.3% 167 1.3% 64% False False 75,373
40 12,908 12,035 873 7.0% 115 0.9% 58% False False 37,709
60 12,908 12,035 873 7.0% 93 0.7% 58% False False 25,144
80 12,908 12,035 873 7.0% 75 0.6% 58% False False 18,870
100 12,908 12,035 873 7.0% 60 0.5% 58% False False 15,096
120 12,908 11,905 1,003 8.0% 50 0.4% 64% False False 12,580
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 34
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 12,906
2.618 12,778
1.618 12,700
1.000 12,652
0.618 12,622
HIGH 12,574
0.618 12,544
0.500 12,535
0.382 12,526
LOW 12,496
0.618 12,448
1.000 12,418
1.618 12,370
2.618 12,292
4.250 12,165
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 12,542 12,510
PP 12,538 12,474
S1 12,535 12,439

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

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