mini-sized Dow ($5) Future June 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 12,382 12,389 7 0.1% 12,196
High 12,440 12,443 3 0.0% 12,440
Low 12,322 12,339 17 0.1% 12,051
Close 12,384 12,411 27 0.2% 12,384
Range 118 104 -14 -11.9% 389
ATR 131 129 -2 -1.5% 0
Volume 83,099 131,312 48,213 58.0% 94,726
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,710 12,664 12,468
R3 12,606 12,560 12,440
R2 12,502 12,502 12,430
R1 12,456 12,456 12,421 12,479
PP 12,398 12,398 12,398 12,409
S1 12,352 12,352 12,402 12,375
S2 12,294 12,294 12,392
S3 12,190 12,248 12,383
S4 12,086 12,144 12,354
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,459 13,310 12,598
R3 13,070 12,921 12,491
R2 12,681 12,681 12,455
R1 12,532 12,532 12,420 12,607
PP 12,292 12,292 12,292 12,329
S1 12,143 12,143 12,348 12,218
S2 11,903 11,903 12,313
S3 11,514 11,754 12,277
S4 11,125 11,365 12,170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,443 12,146 297 2.4% 119 1.0% 89% True False 45,108
10 12,756 12,051 705 5.7% 200 1.6% 51% False False 22,900
20 12,908 12,051 857 6.9% 137 1.1% 42% False False 11,486
40 12,908 12,051 857 6.9% 97 0.8% 42% False False 5,760
60 12,908 12,051 857 6.9% 77 0.6% 42% False False 3,841
80 12,908 12,051 857 6.9% 60 0.5% 42% False False 2,892
100 12,908 12,051 857 6.9% 48 0.4% 42% False False 2,313
120 12,908 11,763 1,145 9.2% 40 0.3% 57% False False 1,928
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 33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,885
2.618 12,715
1.618 12,611
1.000 12,547
0.618 12,507
HIGH 12,443
0.618 12,403
0.500 12,391
0.382 12,379
LOW 12,339
0.618 12,275
1.000 12,235
1.618 12,171
2.618 12,067
4.250 11,897
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 12,404 12,396
PP 12,398 12,381
S1 12,391 12,367

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

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