mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 12,714 12,677 -37 -0.3% 12,521
High 12,736 12,710 -26 -0.2% 12,736
Low 12,668 12,660 -8 -0.1% 12,496
Close 12,689 12,703 14 0.1% 12,689
Range 68 50 -18 -26.5% 240
ATR 95 92 -3 -3.4% 0
Volume 74,283 65,820 -8,463 -11.4% 502,425
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,841 12,822 12,731
R3 12,791 12,772 12,717
R2 12,741 12,741 12,712
R1 12,722 12,722 12,708 12,732
PP 12,691 12,691 12,691 12,696
S1 12,672 12,672 12,699 12,682
S2 12,641 12,641 12,694
S3 12,591 12,622 12,689
S4 12,541 12,572 12,676
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,360 13,265 12,821
R3 13,120 13,025 12,755
R2 12,880 12,880 12,733
R1 12,785 12,785 12,711 12,833
PP 12,640 12,640 12,640 12,664
S1 12,545 12,545 12,667 12,593
S2 12,400 12,400 12,645
S3 12,160 12,305 12,623
S4 11,920 12,065 12,557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,736 12,511 225 1.8% 85 0.7% 85% False False 93,115
10 12,736 12,464 272 2.1% 94 0.7% 88% False False 103,086
20 12,736 12,405 331 2.6% 94 0.7% 90% False False 98,536
40 12,736 12,336 400 3.1% 93 0.7% 92% False False 93,131
60 12,736 12,176 560 4.4% 89 0.7% 94% False False 62,197
80 12,736 11,985 751 5.9% 80 0.6% 96% False False 46,652
100 12,736 11,677 1,059 8.3% 71 0.6% 97% False False 37,324
120 12,736 11,399 1,337 10.5% 61 0.5% 98% False False 31,106
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 12,923
2.618 12,841
1.618 12,791
1.000 12,760
0.618 12,741
HIGH 12,710
0.618 12,691
0.500 12,685
0.382 12,679
LOW 12,660
0.618 12,629
1.000 12,610
1.618 12,579
2.618 12,529
4.250 12,448
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 12,697 12,701
PP 12,691 12,698
S1 12,685 12,696

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

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