mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 12,561 12,528 -33 -0.3% 12,196
High 12,578 12,535 -43 -0.3% 12,599
Low 12,451 12,455 4 0.0% 12,190
Close 12,533 12,484 -49 -0.4% 12,567
Range 127 80 -47 -37.0% 409
ATR 130 127 -4 -2.8% 0
Volume 95,143 138,429 43,286 45.5% 628,186
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,731 12,688 12,528
R3 12,651 12,608 12,506
R2 12,571 12,571 12,499
R1 12,528 12,528 12,491 12,510
PP 12,491 12,491 12,491 12,482
S1 12,448 12,448 12,477 12,430
S2 12,411 12,411 12,469
S3 12,331 12,368 12,462
S4 12,251 12,288 12,440
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,679 13,532 12,792
R3 13,270 13,123 12,680
R2 12,861 12,861 12,642
R1 12,714 12,714 12,605 12,788
PP 12,452 12,452 12,452 12,489
S1 12,305 12,305 12,530 12,379
S2 12,043 12,043 12,492
S3 11,634 11,896 12,455
S4 11,225 11,487 12,342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,599 12,350 249 2.0% 114 0.9% 54% False False 125,565
10 12,599 12,035 564 4.5% 122 1.0% 80% False False 152,824
20 12,599 12,035 564 4.5% 145 1.2% 80% False False 93,858
40 12,908 12,035 873 7.0% 116 0.9% 51% False False 46,978
60 12,908 12,035 873 7.0% 98 0.8% 51% False False 31,325
80 12,908 12,035 873 7.0% 78 0.6% 51% False False 23,505
100 12,908 12,035 873 7.0% 62 0.5% 51% False False 18,804
120 12,908 12,035 873 7.0% 52 0.4% 51% False False 15,670
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,875
2.618 12,745
1.618 12,665
1.000 12,615
0.618 12,585
HIGH 12,535
0.618 12,505
0.500 12,495
0.382 12,486
LOW 12,455
0.618 12,406
1.000 12,375
1.618 12,326
2.618 12,246
4.250 12,115
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 12,495 12,525
PP 12,491 12,511
S1 12,488 12,498

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

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