mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 16-Feb-2007
Day Change Summary
Previous Current
15-Feb-2007 16-Feb-2007 Change Change % Previous Week
Open 12,764 12,779 15 0.1% 12,604
High 12,803 12,793 -10 -0.1% 12,803
Low 12,760 12,764 4 0.0% 12,561
Close 12,787 12,787 0 0.0% 12,787
Range 43 29 -14 -32.6% 242
ATR 89 85 -4 -4.8% 0
Volume 88,620 80,585 -8,035 -9.1% 436,220
Daily Pivots for day following 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,868 12,857 12,803
R3 12,839 12,828 12,795
R2 12,810 12,810 12,792
R1 12,799 12,799 12,790 12,805
PP 12,781 12,781 12,781 12,784
S1 12,770 12,770 12,784 12,776
S2 12,752 12,752 12,782
S3 12,723 12,741 12,779
S4 12,694 12,712 12,771
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,443 13,357 12,920
R3 13,201 13,115 12,854
R2 12,959 12,959 12,831
R1 12,873 12,873 12,809 12,916
PP 12,717 12,717 12,717 12,739
S1 12,631 12,631 12,765 12,674
S2 12,475 12,475 12,743
S3 12,233 12,389 12,721
S4 11,991 12,147 12,654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,803 12,561 242 1.9% 70 0.5% 93% False False 87,244
10 12,803 12,561 242 1.9% 77 0.6% 93% False False 90,653
20 12,803 12,464 339 2.7% 89 0.7% 95% False False 99,886
40 12,803 12,405 398 3.1% 92 0.7% 96% False False 92,830
60 12,803 12,176 627 4.9% 90 0.7% 97% False False 76,202
80 12,803 12,059 744 5.8% 85 0.7% 98% False False 57,159
100 12,803 11,760 1,043 8.2% 77 0.6% 98% False False 45,731
120 12,803 11,490 1,313 10.3% 66 0.5% 99% False False 38,110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 12,916
2.618 12,869
1.618 12,840
1.000 12,822
0.618 12,811
HIGH 12,793
0.618 12,782
0.500 12,779
0.382 12,775
LOW 12,764
0.618 12,746
1.000 12,735
1.618 12,717
2.618 12,688
4.250 12,641
Fisher Pivots for day following 16-Feb-2007
Pivot 1 day 3 day
R1 12,784 12,772
PP 12,781 12,757
S1 12,779 12,743

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

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