mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 20-Feb-2007
Day Change Summary
Previous Current
16-Feb-2007 20-Feb-2007 Change Change % Previous Week
Open 12,779 12,790 11 0.1% 12,604
High 12,793 12,816 23 0.2% 12,803
Low 12,764 12,722 -42 -0.3% 12,561
Close 12,787 12,796 9 0.1% 12,787
Range 29 94 65 224.1% 242
ATR 85 86 1 0.7% 0
Volume 80,585 55,326 -25,259 -31.3% 436,220
Daily Pivots for day following 20-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,060 13,022 12,848
R3 12,966 12,928 12,822
R2 12,872 12,872 12,813
R1 12,834 12,834 12,805 12,853
PP 12,778 12,778 12,778 12,788
S1 12,740 12,740 12,788 12,759
S2 12,684 12,684 12,779
S3 12,590 12,646 12,770
S4 12,496 12,552 12,744
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 12,816 12,586 230 1.8% 75 0.6% 91% True False 81,846
10 12,816 12,561 255 2.0% 81 0.6% 92% True False 89,604
20 12,816 12,464 352 2.8% 87 0.7% 94% True False 96,345
40 12,816 12,405 411 3.2% 92 0.7% 95% True False 91,651
60 12,816 12,176 640 5.0% 91 0.7% 97% True False 77,123
80 12,816 12,059 757 5.9% 86 0.7% 97% True False 57,851
100 12,816 11,820 996 7.8% 77 0.6% 98% True False 46,284
120 12,816 11,490 1,326 10.4% 67 0.5% 98% True False 38,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,216
2.618 13,062
1.618 12,968
1.000 12,910
0.618 12,874
HIGH 12,816
0.618 12,780
0.500 12,769
0.382 12,758
LOW 12,722
0.618 12,664
1.000 12,628
1.618 12,570
2.618 12,476
4.250 12,323
Fisher Pivots for day following 20-Feb-2007
Pivot 1 day 3 day
R1 12,787 12,787
PP 12,778 12,778
S1 12,769 12,769

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

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