mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 12,307 12,092 -215 -1.7% 12,075
High 12,315 12,158 -157 -1.3% 12,344
Low 12,078 11,920 -158 -1.3% 11,970
Close 12,091 12,152 61 0.5% 12,288
Range 237 238 1 0.4% 374
ATR 144 150 7 4.7% 0
Volume 32,682 27,529 -5,153 -15.8% 756,424
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,791 12,709 12,283
R3 12,553 12,471 12,218
R2 12,315 12,315 12,196
R1 12,233 12,233 12,174 12,274
PP 12,077 12,077 12,077 12,097
S1 11,995 11,995 12,130 12,036
S2 11,839 11,839 12,108
S3 11,601 11,757 12,087
S4 11,363 11,519 12,021
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 11,920 426 3.5% 162 1.3% 54% False True 56,025
10 12,346 11,920 426 3.5% 172 1.4% 54% False True 136,577
20 12,816 11,920 896 7.4% 154 1.3% 26% False True 124,935
40 12,816 11,920 896 7.4% 123 1.0% 26% False True 114,404
60 12,816 11,920 896 7.4% 114 0.9% 26% False True 104,248
80 12,816 11,920 896 7.4% 106 0.9% 26% False True 85,165
100 12,816 11,920 896 7.4% 99 0.8% 26% False True 68,137
120 12,816 11,677 1,139 9.4% 88 0.7% 42% False False 56,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,170
2.618 12,781
1.618 12,543
1.000 12,396
0.618 12,305
HIGH 12,158
0.618 12,067
0.500 12,039
0.382 12,011
LOW 11,920
0.618 11,773
1.000 11,682
1.618 11,535
2.618 11,297
4.250 10,909
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 12,114 12,146
PP 12,077 12,139
S1 12,039 12,133

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

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