mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 12,670 12,657 -13 -0.1% 12,790
High 12,719 12,662 -57 -0.4% 12,816
Low 12,629 12,102 -527 -4.2% 12,650
Close 12,654 12,180 -474 -3.7% 12,664
Range 90 560 470 522.2% 166
ATR 86 120 34 39.5% 0
Volume 87,613 103,506 15,893 18.1% 363,281
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,995 13,647 12,488
R3 13,435 13,087 12,334
R2 12,875 12,875 12,283
R1 12,527 12,527 12,231 12,421
PP 12,315 12,315 12,315 12,262
S1 11,967 11,967 12,129 11,861
S2 11,755 11,755 12,077
S3 11,195 11,407 12,026
S4 10,635 10,847 11,872
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 12,802 12,102 700 5.7% 181 1.5% 11% False True 99,814
10 12,816 12,102 714 5.9% 128 1.0% 11% False True 90,830
20 12,816 12,102 714 5.9% 107 0.9% 11% False True 93,034
40 12,816 12,102 714 5.9% 104 0.9% 11% False True 96,425
60 12,816 12,102 714 5.9% 99 0.8% 11% False True 85,428
80 12,816 12,059 757 6.2% 94 0.8% 16% False False 64,088
100 12,816 11,899 917 7.5% 84 0.7% 31% False False 51,274
120 12,816 11,524 1,292 10.6% 74 0.6% 51% False False 42,730
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 13
Widest range in 239 trading days
Fibonacci Retracements and Extensions
4.250 15,042
2.618 14,128
1.618 13,568
1.000 13,222
0.618 13,008
HIGH 12,662
0.618 12,448
0.500 12,382
0.382 12,316
LOW 12,102
0.618 11,756
1.000 11,542
1.618 11,196
2.618 10,636
4.250 9,722
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 12,382 12,411
PP 12,315 12,334
S1 12,247 12,257

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

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