mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 12,394 12,422 28 0.2% 12,561
High 12,466 12,492 26 0.2% 12,578
Low 12,341 12,315 -26 -0.2% 12,315
Close 12,416 12,440 24 0.2% 12,440
Range 125 177 52 41.6% 263
ATR 128 132 3 2.7% 0
Volume 165,430 157,513 -7,917 -4.8% 668,121
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,947 12,870 12,537
R3 12,770 12,693 12,489
R2 12,593 12,593 12,473
R1 12,516 12,516 12,456 12,555
PP 12,416 12,416 12,416 12,435
S1 12,339 12,339 12,424 12,378
S2 12,239 12,239 12,408
S3 12,062 12,162 12,391
S4 11,885 11,985 12,343
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,233 13,100 12,585
R3 12,970 12,837 12,512
R2 12,707 12,707 12,488
R1 12,574 12,574 12,464 12,509
PP 12,444 12,444 12,444 12,412
S1 12,311 12,311 12,416 12,246
S2 12,181 12,181 12,392
S3 11,918 12,048 12,368
S4 11,655 11,785 12,295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,578 12,315 263 2.1% 129 1.0% 48% False True 133,624
10 12,599 12,190 409 3.3% 124 1.0% 61% False False 129,630
20 12,599 12,035 564 4.5% 136 1.1% 72% False False 115,482
40 12,908 12,035 873 7.0% 123 1.0% 46% False False 57,837
60 12,908 12,035 873 7.0% 102 0.8% 46% False False 38,567
80 12,908 12,035 873 7.0% 83 0.7% 46% False False 28,937
100 12,908 12,035 873 7.0% 67 0.5% 46% False False 23,149
120 12,908 12,035 873 7.0% 56 0.4% 46% False False 19,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,244
2.618 12,956
1.618 12,779
1.000 12,669
0.618 12,602
HIGH 12,492
0.618 12,425
0.500 12,404
0.382 12,383
LOW 12,315
0.618 12,206
1.000 12,138
1.618 12,029
2.618 11,852
4.250 11,563
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 12,428 12,428
PP 12,416 12,416
S1 12,404 12,404

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

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