mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 31-Jan-2007
Day Change Summary
Previous Current
30-Jan-2007 31-Jan-2007 Change Change % Previous Week
Open 12,527 12,565 38 0.3% 12,613
High 12,572 12,689 117 0.9% 12,674
Low 12,511 12,514 3 0.0% 12,464
Close 12,560 12,660 100 0.8% 12,523
Range 61 175 114 186.9% 210
ATR 94 100 6 6.2% 0
Volume 92,871 133,230 40,359 43.5% 588,771
Daily Pivots for day following 31-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,146 13,078 12,756
R3 12,971 12,903 12,708
R2 12,796 12,796 12,692
R1 12,728 12,728 12,676 12,762
PP 12,621 12,621 12,621 12,638
S1 12,553 12,553 12,644 12,587
S2 12,446 12,446 12,628
S3 12,271 12,378 12,612
S4 12,096 12,203 12,564
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,184 13,063 12,639
R3 12,974 12,853 12,581
R2 12,764 12,764 12,562
R1 12,643 12,643 12,542 12,599
PP 12,554 12,554 12,554 12,531
S1 12,433 12,433 12,504 12,389
S2 12,344 12,344 12,485
S3 12,134 12,223 12,465
S4 11,924 12,013 12,408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,689 12,464 225 1.8% 114 0.9% 87% True False 116,657
10 12,689 12,464 225 1.8% 102 0.8% 87% True False 114,161
20 12,689 12,405 284 2.2% 106 0.8% 90% True False 106,132
40 12,689 12,194 495 3.9% 96 0.8% 94% True False 87,251
60 12,689 12,059 630 5.0% 91 0.7% 95% True False 58,207
80 12,689 11,925 764 6.0% 79 0.6% 96% True False 43,659
100 12,689 11,527 1,162 9.2% 70 0.6% 98% True False 34,930
120 12,689 11,271 1,418 11.2% 59 0.5% 98% True False 29,110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 13,433
2.618 13,147
1.618 12,972
1.000 12,864
0.618 12,797
HIGH 12,689
0.618 12,622
0.500 12,602
0.382 12,581
LOW 12,514
0.618 12,406
1.000 12,339
1.618 12,231
2.618 12,056
4.250 11,770
Fisher Pivots for day following 31-Jan-2007
Pivot 1 day 3 day
R1 12,641 12,638
PP 12,621 12,615
S1 12,602 12,593

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

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