mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 26-Mar-2007
Day Change Summary
Previous Current
23-Mar-2007 26-Mar-2007 Change Change % Previous Week
Open 12,541 12,561 20 0.2% 12,196
High 12,599 12,578 -21 -0.2% 12,599
Low 12,533 12,451 -82 -0.7% 12,190
Close 12,567 12,533 -34 -0.3% 12,567
Range 66 127 61 92.4% 409
ATR 131 130 0 -0.2% 0
Volume 137,264 95,143 -42,121 -30.7% 628,186
Daily Pivots for day following 26-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,902 12,844 12,603
R3 12,775 12,717 12,568
R2 12,648 12,648 12,556
R1 12,590 12,590 12,545 12,556
PP 12,521 12,521 12,521 12,503
S1 12,463 12,463 12,521 12,429
S2 12,394 12,394 12,510
S3 12,267 12,336 12,498
S4 12,140 12,209 12,463
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 12,303 296 2.4% 115 0.9% 78% False False 119,973
10 12,599 12,035 564 4.5% 138 1.1% 88% False False 151,063
20 12,756 12,035 721 5.8% 169 1.3% 69% False False 86,981
40 12,908 12,035 873 7.0% 114 0.9% 57% False False 43,518
60 12,908 12,035 873 7.0% 96 0.8% 57% False False 29,018
80 12,908 12,035 873 7.0% 77 0.6% 57% False False 21,775
100 12,908 12,035 873 7.0% 62 0.5% 57% False False 17,420
120 12,908 11,960 948 7.6% 51 0.4% 60% False False 14,516
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,118
2.618 12,911
1.618 12,784
1.000 12,705
0.618 12,657
HIGH 12,578
0.618 12,530
0.500 12,515
0.382 12,500
LOW 12,451
0.618 12,373
1.000 12,324
1.618 12,246
2.618 12,119
4.250 11,911
Fisher Pivots for day following 26-Mar-2007
Pivot 1 day 3 day
R1 12,527 12,530
PP 12,521 12,528
S1 12,515 12,525

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

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