mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 07-Feb-2007
Day Change Summary
Previous Current
06-Feb-2007 07-Feb-2007 Change Change % Previous Week
Open 12,697 12,700 3 0.0% 12,521
High 12,716 12,734 18 0.1% 12,736
Low 12,661 12,659 -2 0.0% 12,496
Close 12,697 12,710 13 0.1% 12,689
Range 55 75 20 36.4% 240
ATR 90 88 -1 -1.2% 0
Volume 72,827 94,045 21,218 29.1% 502,425
Daily Pivots for day following 07-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,926 12,893 12,751
R3 12,851 12,818 12,731
R2 12,776 12,776 12,724
R1 12,743 12,743 12,717 12,760
PP 12,701 12,701 12,701 12,709
S1 12,668 12,668 12,703 12,685
S2 12,626 12,626 12,696
S3 12,551 12,593 12,690
S4 12,476 12,518 12,669
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 12,655 81 0.6% 64 0.5% 68% False False 81,270
10 12,736 12,464 272 2.1% 89 0.7% 90% False False 98,963
20 12,736 12,417 319 2.5% 90 0.7% 92% False False 94,349
40 12,736 12,336 400 3.1% 92 0.7% 94% False False 94,836
60 12,736 12,176 560 4.4% 89 0.7% 95% False False 64,977
80 12,736 12,035 701 5.5% 80 0.6% 96% False False 48,738
100 12,736 11,677 1,059 8.3% 72 0.6% 98% False False 38,993
120 12,736 11,452 1,284 10.1% 61 0.5% 98% False False 32,497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,053
2.618 12,930
1.618 12,855
1.000 12,809
0.618 12,780
HIGH 12,734
0.618 12,705
0.500 12,697
0.382 12,688
LOW 12,659
0.618 12,613
1.000 12,584
1.618 12,538
2.618 12,463
4.250 12,340
Fisher Pivots for day following 07-Feb-2007
Pivot 1 day 3 day
R1 12,706 12,706
PP 12,701 12,701
S1 12,697 12,697

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

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