mini-sized Dow ($5) Future March 2007

Trading Metrics calculated at close of trading on 02-Mar-2007

Day Change Summary
	Previous	Current
	01-Mar-2007	02-Mar-2007	Change	Change %	Previous Week
Open	12,266	12,263	-3	0.0%	12,670
High	12,313	12,294	-19	-0.2%	12,719
Low	12,066	12,101	35	0.3%	12,066
Close	12,252	12,108	-144	-1.2%	12,108
Range	247	193	-54	-21.9%	653
ATR	134	138	4	3.2%	0
Volume	245,661	268,622	22,961	9.3%	1,026,115

Daily Pivots for day following 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	12,747	12,620	12,214
R3	12,554	12,427	12,161
R2	12,361	12,361	12,144
R1	12,234	12,234	12,126	12,201
PP	12,168	12,168	12,168	12,151
S1	12,041	12,041	12,090	12,008
S2	11,975	11,975	12,073
S3	11,782	11,848	12,055
S4	11,589	11,655	12,002

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,257	13,835	12,467
R3	13,604	13,182	12,288
R2	12,951	12,951	12,228
R1	12,529	12,529	12,168	12,414
PP	12,298	12,298	12,298	12,240
S1	11,876	11,876	12,048	11,761
S2	11,645	11,645	11,988
S3	10,992	11,223	11,929
S4	10,339	10,570	11,749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,719	12,066	653	5.4%	257	2.1%	6%	False	False	205,223
10	12,816	12,066	750	6.2%	166	1.4%	6%	False	False	146,998
20	12,816	12,066	750	6.2%	123	1.0%	6%	False	False	118,510
40	12,816	12,066	750	6.2%	112	0.9%	6%	False	False	111,202
60	12,816	12,066	750	6.2%	104	0.9%	6%	False	False	99,303
80	12,816	12,066	750	6.2%	98	0.8%	6%	False	False	74,525
100	12,816	11,952	864	7.1%	88	0.7%	18%	False	False	59,623
120	12,816	11,527	1,289	10.6%	79	0.7%	45%	False	False	49,688

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,114
2.618	12,799
1.618	12,606
1.000	12,487
0.618	12,413
HIGH	12,294
0.618	12,220
0.500	12,198
0.382	12,175
LOW	12,101
0.618	11,982
1.000	11,908
1.618	11,789
2.618	11,596
4.250	11,281

Fisher Pivots for day following 02-Mar-2007
Pivot	1 day	3 day
R1	12,198	12,212
PP	12,168	12,177
S1	12,138	12,143

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols