mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 12,528 12,455 -73 -0.6% 12,196
High 12,535 12,462 -73 -0.6% 12,599
Low 12,455 12,329 -126 -1.0% 12,190
Close 12,484 12,388 -96 -0.8% 12,567
Range 80 133 53 66.3% 409
ATR 127 129 2 1.6% 0
Volume 138,429 111,606 -26,823 -19.4% 628,186
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,792 12,723 12,461
R3 12,659 12,590 12,425
R2 12,526 12,526 12,413
R1 12,457 12,457 12,400 12,425
PP 12,393 12,393 12,393 12,377
S1 12,324 12,324 12,376 12,292
S2 12,260 12,260 12,364
S3 12,127 12,191 12,352
S4 11,994 12,058 12,315
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 12,329 270 2.2% 97 0.8% 22% False True 127,622
10 12,599 12,176 423 3.4% 113 0.9% 50% False False 142,605
20 12,599 12,035 564 4.6% 142 1.1% 63% False False 99,404
40 12,908 12,035 873 7.0% 119 1.0% 40% False False 49,768
60 12,908 12,035 873 7.0% 100 0.8% 40% False False 33,185
80 12,908 12,035 873 7.0% 80 0.6% 40% False False 24,900
100 12,908 12,035 873 7.0% 64 0.5% 40% False False 19,920
120 12,908 12,035 873 7.0% 53 0.4% 40% False False 16,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,027
2.618 12,810
1.618 12,677
1.000 12,595
0.618 12,544
HIGH 12,462
0.618 12,411
0.500 12,396
0.382 12,380
LOW 12,329
0.618 12,247
1.000 12,196
1.618 12,114
2.618 11,981
4.250 11,764
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 12,396 12,454
PP 12,393 12,432
S1 12,391 12,410

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

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