mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 23-Feb-2007
Day Change Summary
Previous Current
22-Feb-2007 23-Feb-2007 Change Change % Previous Week
Open 12,755 12,701 -54 -0.4% 12,790
High 12,782 12,708 -74 -0.6% 12,816
Low 12,666 12,650 -16 -0.1% 12,650
Close 12,704 12,664 -40 -0.3% 12,664
Range 116 58 -58 -50.0% 166
ATR 88 85 -2 -2.4% 0
Volume 99,489 117,462 17,973 18.1% 363,281
Daily Pivots for day following 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,848 12,814 12,696
R3 12,790 12,756 12,680
R2 12,732 12,732 12,675
R1 12,698 12,698 12,669 12,686
PP 12,674 12,674 12,674 12,668
S1 12,640 12,640 12,659 12,628
S2 12,616 12,616 12,653
S3 12,558 12,582 12,648
S4 12,500 12,524 12,632
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,208 13,102 12,755
R3 13,042 12,936 12,710
R2 12,876 12,876 12,695
R1 12,770 12,770 12,679 12,740
PP 12,710 12,710 12,710 12,695
S1 12,604 12,604 12,649 12,574
S2 12,544 12,544 12,634
S3 12,378 12,438 12,618
S4 12,212 12,272 12,573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,816 12,650 166 1.3% 75 0.6% 8% False True 88,773
10 12,816 12,561 255 2.0% 83 0.7% 40% False False 92,103
20 12,816 12,464 352 2.8% 84 0.7% 57% False False 95,297
40 12,816 12,405 411 3.2% 92 0.7% 63% False False 93,875
60 12,816 12,176 640 5.1% 93 0.7% 76% False False 82,252
80 12,816 12,059 757 6.0% 87 0.7% 80% False False 61,700
100 12,816 11,827 989 7.8% 79 0.6% 85% False False 49,363
120 12,816 11,524 1,292 10.2% 69 0.5% 88% False False 41,137
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,955
2.618 12,860
1.618 12,802
1.000 12,766
0.618 12,744
HIGH 12,708
0.618 12,686
0.500 12,679
0.382 12,672
LOW 12,650
0.618 12,614
1.000 12,592
1.618 12,556
2.618 12,498
4.250 12,404
Fisher Pivots for day following 23-Feb-2007
Pivot 1 day 3 day
R1 12,679 12,726
PP 12,674 12,705
S1 12,669 12,685

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

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