mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 12,186 12,262 76 0.6% 12,196
High 12,256 12,285 29 0.2% 12,440
Low 12,035 12,198 163 1.4% 12,051
Close 12,249 12,256 7 0.1% 12,384
Range 221 87 -134 -60.6% 389
ATR 143 139 -4 -2.8% 0
Volume 213,804 298,982 85,178 39.8% 94,726
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,507 12,469 12,304
R3 12,420 12,382 12,280
R2 12,333 12,333 12,272
R1 12,295 12,295 12,264 12,271
PP 12,246 12,246 12,246 12,234
S1 12,208 12,208 12,248 12,184
S2 12,159 12,159 12,240
S3 12,072 12,121 12,232
S4 11,985 12,034 12,208
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% 155 1.3% 54% False False 169,601
10 12,443 12,035 408 3.3% 156 1.3% 54% False False 86,013
20 12,908 12,035 873 7.1% 153 1.2% 25% False False 43,156
40 12,908 12,035 873 7.1% 109 0.9% 25% False False 21,599
60 12,908 12,035 873 7.1% 85 0.7% 25% False False 14,401
80 12,908 12,035 873 7.1% 67 0.5% 25% False False 10,812
100 12,908 12,035 873 7.1% 53 0.4% 25% False False 8,649
120 12,908 11,763 1,145 9.3% 44 0.4% 43% False False 7,208
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 37
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,655
2.618 12,513
1.618 12,426
1.000 12,372
0.618 12,339
HIGH 12,285
0.618 12,252
0.500 12,242
0.382 12,231
LOW 12,198
0.618 12,144
1.000 12,111
1.618 12,057
2.618 11,970
4.250 11,828
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 12,251 12,246
PP 12,246 12,235
S1 12,242 12,225

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

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