mini-sized Dow ($5) Future June 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 12,404 12,186 -218 -1.8% 12,196
High 12,414 12,256 -158 -1.3% 12,440
Low 12,172 12,035 -137 -1.1% 12,051
Close 12,189 12,249 60 0.5% 12,384
Range 242 221 -21 -8.7% 389
ATR 137 143 6 4.3% 0
Volume 120,811 213,804 92,993 77.0% 94,726
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,843 12,767 12,371
R3 12,622 12,546 12,310
R2 12,401 12,401 12,290
R1 12,325 12,325 12,269 12,363
PP 12,180 12,180 12,180 12,199
S1 12,104 12,104 12,229 12,142
S2 11,959 11,959 12,209
S3 11,738 11,883 12,188
S4 11,517 11,662 12,128
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 12,035 408 3.3% 159 1.3% 52% False True 111,335
10 12,443 12,035 408 3.3% 171 1.4% 52% False True 56,203
20 12,908 12,035 873 7.1% 153 1.2% 25% False True 28,212
40 12,908 12,035 873 7.1% 108 0.9% 25% False True 14,125
60 12,908 12,035 873 7.1% 83 0.7% 25% False True 9,418
80 12,908 12,035 873 7.1% 66 0.5% 25% False True 7,074
100 12,908 12,035 873 7.1% 52 0.4% 25% False True 5,659
120 12,908 11,763 1,145 9.3% 44 0.4% 42% False False 4,716
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 40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,195
2.618 12,835
1.618 12,614
1.000 12,477
0.618 12,393
HIGH 12,256
0.618 12,172
0.500 12,146
0.382 12,120
LOW 12,035
0.618 11,899
1.000 11,814
1.618 11,678
2.618 11,457
4.250 11,096
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 12,215 12,246
PP 12,180 12,242
S1 12,146 12,239

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

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