mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 12,389 12,404 15 0.1% 12,196
High 12,443 12,414 -29 -0.2% 12,440
Low 12,339 12,172 -167 -1.4% 12,051
Close 12,411 12,189 -222 -1.8% 12,384
Range 104 242 138 132.7% 389
ATR 129 137 8 6.2% 0
Volume 131,312 120,811 -10,501 -8.0% 94,726
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,984 12,829 12,322
R3 12,742 12,587 12,256
R2 12,500 12,500 12,233
R1 12,345 12,345 12,211 12,302
PP 12,258 12,258 12,258 12,237
S1 12,103 12,103 12,167 12,060
S2 12,016 12,016 12,145
S3 11,774 11,861 12,123
S4 11,532 11,619 12,056
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 12,172 271 2.2% 131 1.1% 6% False True 68,942
10 12,450 12,051 399 3.3% 169 1.4% 35% False False 34,891
20 12,908 12,051 857 7.0% 146 1.2% 16% False False 17,524
40 12,908 12,051 857 7.0% 102 0.8% 16% False False 8,780
60 12,908 12,051 857 7.0% 81 0.7% 16% False False 5,855
80 12,908 12,051 857 7.0% 63 0.5% 16% False False 4,402
100 12,908 12,051 857 7.0% 50 0.4% 16% False False 3,521
120 12,908 11,763 1,145 9.4% 42 0.3% 37% False False 2,934
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 34
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 13,443
2.618 13,048
1.618 12,806
1.000 12,656
0.618 12,564
HIGH 12,414
0.618 12,322
0.500 12,293
0.382 12,265
LOW 12,172
0.618 12,023
1.000 11,930
1.618 11,781
2.618 11,539
4.250 11,144
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 12,293 12,308
PP 12,258 12,268
S1 12,224 12,229

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

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