mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 12,075 12,062 -13 -0.1% 12,670
High 12,196 12,229 33 0.3% 12,719
Low 11,970 12,062 92 0.8% 12,066
Close 12,036 12,215 179 1.5% 12,108
Range 226 167 -59 -26.1% 653
ATR 144 148 3 2.4% 0
Volume 185,717 227,269 41,552 22.4% 1,026,115
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,670 12,609 12,307
R3 12,503 12,442 12,261
R2 12,336 12,336 12,246
R1 12,275 12,275 12,230 12,306
PP 12,169 12,169 12,169 12,184
S1 12,108 12,108 12,200 12,139
S2 12,002 12,002 12,185
S3 11,835 11,941 12,169
S4 11,668 11,774 12,123
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 12,357 11,970 387 3.2% 206 1.7% 63% False False 249,596
10 12,802 11,970 832 6.8% 193 1.6% 29% False False 174,705
20 12,816 11,970 846 6.9% 137 1.1% 29% False False 132,155
40 12,816 11,970 846 6.9% 116 0.9% 29% False False 115,345
60 12,816 11,970 846 6.9% 107 0.9% 29% False False 106,139
80 12,816 11,970 846 6.9% 101 0.8% 29% False False 79,686
100 12,816 11,970 846 6.9% 91 0.7% 29% False False 63,752
120 12,816 11,677 1,139 9.3% 82 0.7% 47% False False 53,129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,939
2.618 12,666
1.618 12,499
1.000 12,396
0.618 12,332
HIGH 12,229
0.618 12,165
0.500 12,146
0.382 12,126
LOW 12,062
0.618 11,959
1.000 11,895
1.618 11,792
2.618 11,625
4.250 11,352
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 12,192 12,187
PP 12,169 12,160
S1 12,146 12,132

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

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