mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 28-Feb-2007
Day Change Summary
Previous Current
27-Feb-2007 28-Feb-2007 Change Change % Previous Week
Open 12,657 12,175 -482 -3.8% 12,790
High 12,662 12,357 -305 -2.4% 12,816
Low 12,102 12,163 61 0.5% 12,650
Close 12,180 12,274 94 0.8% 12,664
Range 560 194 -366 -65.4% 166
ATR 120 125 5 4.4% 0
Volume 103,506 320,713 217,207 209.8% 363,281
Daily Pivots for day following 28-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,847 12,754 12,381
R3 12,653 12,560 12,327
R2 12,459 12,459 12,310
R1 12,366 12,366 12,292 12,413
PP 12,265 12,265 12,265 12,288
S1 12,172 12,172 12,256 12,219
S2 12,071 12,071 12,239
S3 11,877 11,978 12,221
S4 11,683 11,784 12,167
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 12,782 12,102 680 5.5% 204 1.7% 25% False False 145,756
10 12,816 12,102 714 5.8% 137 1.1% 24% False False 113,293
20 12,816 12,102 714 5.8% 114 0.9% 24% False False 104,426
40 12,816 12,102 714 5.8% 107 0.9% 24% False False 102,971
60 12,816 12,102 714 5.8% 101 0.8% 24% False False 90,766
80 12,816 12,059 757 6.2% 95 0.8% 28% False False 68,096
100 12,816 11,925 891 7.3% 85 0.7% 39% False False 54,481
120 12,816 11,524 1,292 10.5% 76 0.6% 58% False False 45,402
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,182
2.618 12,865
1.618 12,671
1.000 12,551
0.618 12,477
HIGH 12,357
0.618 12,283
0.500 12,260
0.382 12,237
LOW 12,163
0.618 12,043
1.000 11,969
1.618 11,849
2.618 11,655
4.250 11,339
Fisher Pivots for day following 28-Feb-2007
Pivot 1 day 3 day
R1 12,269 12,411
PP 12,265 12,365
S1 12,260 12,320

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

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