mini-sized Dow ($5) Future March 2007

Trading Metrics calculated at close of trading on 12-Mar-2007

Day Change Summary
	Previous	Current
	09-Mar-2007	12-Mar-2007	Change	Change %	Previous Week
Open	12,278	12,287	9	0.1%	12,075
High	12,344	12,346	2	0.0%	12,344
Low	12,226	12,243	17	0.1%	11,970
Close	12,288	12,313	25	0.2%	12,288
Range	118	103	-15	-12.7%	374
ATR	139	136	-3	-1.8%	0
Volume	56,633	34,861	-21,772	-38.4%	756,424

Daily Pivots for day following 12-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	12,610	12,564	12,370
R3	12,507	12,461	12,341
R2	12,404	12,404	12,332
R1	12,358	12,358	12,323	12,381
PP	12,301	12,301	12,301	12,312
S1	12,255	12,255	12,304	12,278
S2	12,198	12,198	12,294
S3	12,095	12,152	12,285
S4	11,992	12,049	12,256

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	13,323	13,179	12,494
R3	12,949	12,805	12,391
R2	12,575	12,575	12,357
R1	12,431	12,431	12,322	12,503
PP	12,201	12,201	12,201	12,237
S1	12,057	12,057	12,254	12,129
S2	11,827	11,827	12,220
S3	11,453	11,683	12,185
S4	11,079	11,309	12,082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,346	12,062	284	2.3%	116	0.9%	88%	True	False	121,113
10	12,662	11,970	692	5.6%	200	1.6%	50%	False	False	172,978
20	12,816	11,970	846	6.9%	139	1.1%	41%	False	False	130,845
40	12,816	11,970	846	6.9%	115	0.9%	41%	False	False	115,271
60	12,816	11,970	846	6.9%	109	0.9%	41%	False	False	107,415
80	12,816	11,970	846	6.9%	103	0.8%	41%	False	False	84,414
100	12,816	11,970	846	6.9%	94	0.8%	41%	False	False	67,535
120	12,816	11,677	1,139	9.3%	85	0.7%	56%	False	False	56,282

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	34
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,784
2.618	12,616
1.618	12,513
1.000	12,449
0.618	12,410
HIGH	12,346
0.618	12,307
0.500	12,295
0.382	12,282
LOW	12,243
0.618	12,179
1.000	12,140
1.618	12,076
2.618	11,973
4.250	11,805

Fisher Pivots for day following 12-Mar-2007
Pivot	1 day	3 day
R1	12,307	12,299
PP	12,301	12,284
S1	12,295	12,270

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