mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 12,701 12,670 -31 -0.2% 12,790
High 12,708 12,719 11 0.1% 12,816
Low 12,650 12,629 -21 -0.2% 12,650
Close 12,664 12,654 -10 -0.1% 12,664
Range 58 90 32 55.2% 166
ATR 85 86 0 0.4% 0
Volume 117,462 87,613 -29,849 -25.4% 363,281
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,937 12,886 12,704
R3 12,847 12,796 12,679
R2 12,757 12,757 12,671
R1 12,706 12,706 12,662 12,687
PP 12,667 12,667 12,667 12,658
S1 12,616 12,616 12,646 12,597
S2 12,577 12,577 12,638
S3 12,487 12,526 12,629
S4 12,397 12,436 12,605
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 12,629 187 1.5% 88 0.7% 13% False True 90,178
10 12,816 12,561 255 2.0% 79 0.6% 36% False False 88,711
20 12,816 12,496 320 2.5% 83 0.7% 49% False False 92,992
40 12,816 12,405 411 3.2% 92 0.7% 61% False False 95,226
60 12,816 12,176 640 5.1% 91 0.7% 75% False False 83,706
80 12,816 12,059 757 6.0% 88 0.7% 79% False False 62,794
100 12,816 11,855 961 7.6% 79 0.6% 83% False False 50,239
120 12,816 11,524 1,292 10.2% 69 0.5% 87% False False 41,867
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 2 trading days
Fibonacci Retracements and Extensions
4.250 13,102
2.618 12,955
1.618 12,865
1.000 12,809
0.618 12,775
HIGH 12,719
0.618 12,685
0.500 12,674
0.382 12,664
LOW 12,629
0.618 12,574
1.000 12,539
1.618 12,484
2.618 12,394
4.250 12,247
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 12,674 12,706
PP 12,667 12,688
S1 12,661 12,671

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

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