mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 12,519 12,541 22 0.2% 12,196
High 12,574 12,599 25 0.2% 12,599
Low 12,496 12,533 37 0.3% 12,190
Close 12,545 12,567 22 0.2% 12,567
Range 78 66 -12 -15.4% 409
ATR 136 131 -5 -3.7% 0
Volume 155,672 137,264 -18,408 -11.8% 628,186
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,764 12,732 12,603
R3 12,698 12,666 12,585
R2 12,632 12,632 12,579
R1 12,600 12,600 12,573 12,616
PP 12,566 12,566 12,566 12,575
S1 12,534 12,534 12,561 12,550
S2 12,500 12,500 12,555
S3 12,434 12,468 12,549
S4 12,368 12,402 12,531
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,679 13,532 12,792
R3 13,270 13,123 12,680
R2 12,861 12,861 12,642
R1 12,714 12,714 12,605 12,788
PP 12,452 12,452 12,452 12,489
S1 12,305 12,305 12,530 12,379
S2 12,043 12,043 12,492
S3 11,634 11,896 12,455
S4 11,225 11,487 12,342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,599 12,190 409 3.3% 119 0.9% 92% True False 125,637
10 12,599 12,035 564 4.5% 136 1.1% 94% True False 154,680
20 12,821 12,035 786 6.3% 167 1.3% 68% False False 82,230
40 12,908 12,035 873 6.9% 113 0.9% 61% False False 41,140
60 12,908 12,035 873 6.9% 94 0.7% 61% False False 27,432
80 12,908 12,035 873 6.9% 75 0.6% 61% False False 20,585
100 12,908 12,035 873 6.9% 60 0.5% 61% False False 16,468
120 12,908 11,905 1,003 8.0% 50 0.4% 66% False False 13,723
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 29
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 12,880
2.618 12,772
1.618 12,706
1.000 12,665
0.618 12,640
HIGH 12,599
0.618 12,574
0.500 12,566
0.382 12,558
LOW 12,533
0.618 12,492
1.000 12,467
1.618 12,426
2.618 12,360
4.250 12,253
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 12,567 12,536
PP 12,566 12,505
S1 12,566 12,475

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

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