mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 12,263 12,075 -188 -1.5% 12,670
High 12,294 12,196 -98 -0.8% 12,719
Low 12,101 11,970 -131 -1.1% 12,066
Close 12,108 12,036 -72 -0.6% 12,108
Range 193 226 33 17.1% 653
ATR 138 144 6 4.6% 0
Volume 268,622 185,717 -82,905 -30.9% 1,026,115
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,745 12,617 12,160
R3 12,519 12,391 12,098
R2 12,293 12,293 12,078
R1 12,165 12,165 12,057 12,116
PP 12,067 12,067 12,067 12,043
S1 11,939 11,939 12,015 11,890
S2 11,841 11,841 11,995
S3 11,615 11,713 11,974
S4 11,389 11,487 11,912
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 12,662 11,970 692 5.7% 284 2.4% 10% False True 224,843
10 12,816 11,970 846 7.0% 186 1.5% 8% False True 157,511
20 12,816 11,970 846 7.0% 131 1.1% 8% False True 124,082
40 12,816 11,970 846 7.0% 115 1.0% 8% False True 112,828
60 12,816 11,970 846 7.0% 106 0.9% 8% False True 102,382
80 12,816 11,970 846 7.0% 100 0.8% 8% False True 76,846
100 12,816 11,970 846 7.0% 90 0.7% 8% False True 61,480
120 12,816 11,552 1,264 10.5% 81 0.7% 38% False False 51,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,157
2.618 12,788
1.618 12,562
1.000 12,422
0.618 12,336
HIGH 12,196
0.618 12,110
0.500 12,083
0.382 12,056
LOW 11,970
0.618 11,830
1.000 11,744
1.618 11,604
2.618 11,378
4.250 11,010
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 12,083 12,142
PP 12,067 12,106
S1 12,052 12,071

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

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