mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 29-Mar-2007
Day Change Summary
Previous Current
28-Mar-2007 29-Mar-2007 Change Change % Previous Week
Open 12,455 12,394 -61 -0.5% 12,196
High 12,462 12,466 4 0.0% 12,599
Low 12,329 12,341 12 0.1% 12,190
Close 12,388 12,416 28 0.2% 12,567
Range 133 125 -8 -6.0% 409
ATR 129 128 0 -0.2% 0
Volume 111,606 165,430 53,824 48.2% 628,186
Daily Pivots for day following 29-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,783 12,724 12,485
R3 12,658 12,599 12,451
R2 12,533 12,533 12,439
R1 12,474 12,474 12,428 12,504
PP 12,408 12,408 12,408 12,422
S1 12,349 12,349 12,405 12,379
S2 12,283 12,283 12,393
S3 12,158 12,224 12,382
S4 12,033 12,099 12,347
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% 106 0.9% 32% False False 129,574
10 12,599 12,176 423 3.4% 117 0.9% 57% False False 129,249
20 12,599 12,035 564 4.5% 136 1.1% 68% False False 107,631
40 12,908 12,035 873 7.0% 120 1.0% 44% False False 53,900
60 12,908 12,035 873 7.0% 102 0.8% 44% False False 35,942
80 12,908 12,035 873 7.0% 81 0.7% 44% False False 26,968
100 12,908 12,035 873 7.0% 65 0.5% 44% False False 21,574
120 12,908 12,035 873 7.0% 54 0.4% 44% False False 17,979
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,997
2.618 12,793
1.618 12,668
1.000 12,591
0.618 12,543
HIGH 12,466
0.618 12,418
0.500 12,404
0.382 12,389
LOW 12,341
0.618 12,264
1.000 12,216
1.618 12,139
2.618 12,014
4.250 11,810
Fisher Pivots for day following 29-Mar-2007
Pivot 1 day 3 day
R1 12,412 12,432
PP 12,408 12,427
S1 12,404 12,421

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

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