mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 22-Feb-2007
Day Change Summary
Previous Current
21-Feb-2007 22-Feb-2007 Change Change % Previous Week
Open 12,795 12,755 -40 -0.3% 12,604
High 12,802 12,782 -20 -0.2% 12,803
Low 12,723 12,666 -57 -0.4% 12,561
Close 12,758 12,704 -54 -0.4% 12,787
Range 79 116 37 46.8% 242
ATR 85 88 2 2.6% 0
Volume 91,004 99,489 8,485 9.3% 436,220
Daily Pivots for day following 22-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,065 13,001 12,768
R3 12,949 12,885 12,736
R2 12,833 12,833 12,725
R1 12,769 12,769 12,715 12,743
PP 12,717 12,717 12,717 12,705
S1 12,653 12,653 12,693 12,627
S2 12,601 12,601 12,683
S3 12,485 12,537 12,672
S4 12,369 12,421 12,640
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 12,666 150 1.2% 72 0.6% 25% False True 83,004
10 12,816 12,561 255 2.0% 88 0.7% 56% False False 91,966
20 12,816 12,464 352 2.8% 88 0.7% 68% False False 95,465
40 12,816 12,405 411 3.2% 94 0.7% 73% False False 92,693
60 12,816 12,176 640 5.0% 93 0.7% 83% False False 80,296
80 12,816 12,059 757 6.0% 87 0.7% 85% False False 60,231
100 12,816 11,827 989 7.8% 78 0.6% 89% False False 48,188
120 12,816 11,490 1,326 10.4% 69 0.5% 92% False False 40,158
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 14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,275
2.618 13,086
1.618 12,970
1.000 12,898
0.618 12,854
HIGH 12,782
0.618 12,738
0.500 12,724
0.382 12,710
LOW 12,666
0.618 12,594
1.000 12,550
1.618 12,478
2.618 12,362
4.250 12,173
Fisher Pivots for day following 22-Feb-2007
Pivot 1 day 3 day
R1 12,724 12,741
PP 12,717 12,729
S1 12,711 12,716

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

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