mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 06-Feb-2007
Day Change Summary
Previous Current
05-Feb-2007 06-Feb-2007 Change Change % Previous Week
Open 12,677 12,697 20 0.2% 12,521
High 12,710 12,716 6 0.0% 12,736
Low 12,660 12,661 1 0.0% 12,496
Close 12,703 12,697 -6 0.0% 12,689
Range 50 55 5 10.0% 240
ATR 92 90 -3 -2.9% 0
Volume 65,820 72,827 7,007 10.6% 502,425
Daily Pivots for day following 06-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,856 12,832 12,727
R3 12,801 12,777 12,712
R2 12,746 12,746 12,707
R1 12,722 12,722 12,702 12,725
PP 12,691 12,691 12,691 12,693
S1 12,667 12,667 12,692 12,670
S2 12,636 12,636 12,687
S3 12,581 12,612 12,682
S4 12,526 12,557 12,667
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,360 13,265 12,821
R3 13,120 13,025 12,755
R2 12,880 12,880 12,733
R1 12,785 12,785 12,711 12,833
PP 12,640 12,640 12,640 12,664
S1 12,545 12,545 12,667 12,593
S2 12,400 12,400 12,645
S3 12,160 12,305 12,623
S4 11,920 12,065 12,557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,736 12,514 222 1.7% 84 0.7% 82% False False 89,107
10 12,736 12,464 272 2.1% 90 0.7% 86% False False 99,858
20 12,736 12,417 319 2.5% 92 0.7% 88% False False 96,096
40 12,736 12,336 400 3.2% 93 0.7% 90% False False 94,706
60 12,736 12,176 560 4.4% 89 0.7% 93% False False 63,410
80 12,736 12,025 711 5.6% 81 0.6% 95% False False 47,562
100 12,736 11,677 1,059 8.3% 71 0.6% 96% False False 38,053
120 12,736 11,450 1,286 10.1% 61 0.5% 97% False False 31,713
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,950
2.618 12,860
1.618 12,805
1.000 12,771
0.618 12,750
HIGH 12,716
0.618 12,695
0.500 12,689
0.382 12,682
LOW 12,661
0.618 12,627
1.000 12,606
1.618 12,572
2.618 12,517
4.250 12,427
Fisher Pivots for day following 06-Feb-2007
Pivot 1 day 3 day
R1 12,694 12,698
PP 12,691 12,698
S1 12,689 12,697

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

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