mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 19-Mar-2007
Day Change Summary
Previous Current
16-Mar-2007 19-Mar-2007 Change Change % Previous Week
Open 12,240 12,196 -44 -0.4% 12,389
High 12,284 12,334 50 0.4% 12,443
Low 12,176 12,190 14 0.1% 12,035
Close 12,211 12,329 118 1.0% 12,211
Range 108 144 36 33.3% 408
ATR 137 138 0 0.4% 0
Volume 153,705 123,462 -30,243 -19.7% 918,614
Daily Pivots for day following 19-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,716 12,667 12,408
R3 12,572 12,523 12,369
R2 12,428 12,428 12,356
R1 12,379 12,379 12,342 12,404
PP 12,284 12,284 12,284 12,297
S1 12,235 12,235 12,316 12,260
S2 12,140 12,140 12,303
S3 11,996 12,091 12,290
S4 11,852 11,947 12,250
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,454 13,240 12,436
R3 13,046 12,832 12,323
R2 12,638 12,638 12,286
R1 12,424 12,424 12,249 12,327
PP 12,230 12,230 12,230 12,181
S1 12,016 12,016 12,174 11,919
S2 11,822 11,822 12,136
S3 11,414 11,608 12,099
S4 11,006 11,200 11,987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,414 12,035 379 3.1% 161 1.3% 78% False False 182,152
10 12,443 12,035 408 3.3% 140 1.1% 72% False False 113,630
20 12,908 12,035 873 7.1% 161 1.3% 34% False False 57,011
40 12,908 12,035 873 7.1% 111 0.9% 34% False False 28,527
60 12,908 12,035 873 7.1% 89 0.7% 34% False False 19,020
80 12,908 12,035 873 7.1% 70 0.6% 34% False False 14,276
100 12,908 12,035 873 7.1% 56 0.5% 34% False False 11,421
120 12,908 11,905 1,003 8.1% 47 0.4% 42% False False 9,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,946
2.618 12,711
1.618 12,567
1.000 12,478
0.618 12,423
HIGH 12,334
0.618 12,279
0.500 12,262
0.382 12,245
LOW 12,190
0.618 12,101
1.000 12,046
1.618 11,957
2.618 11,813
4.250 11,578
Fisher Pivots for day following 19-Mar-2007
Pivot 1 day 3 day
R1 12,307 12,304
PP 12,284 12,280
S1 12,262 12,255

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

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