mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary
Previous Current
20-Feb-2007 21-Feb-2007 Change Change % Previous Week
Open 12,790 12,795 5 0.0% 12,604
High 12,816 12,802 -14 -0.1% 12,803
Low 12,722 12,723 1 0.0% 12,561
Close 12,796 12,758 -38 -0.3% 12,787
Range 94 79 -15 -16.0% 242
ATR 86 85 0 -0.6% 0
Volume 55,326 91,004 35,678 64.5% 436,220
Daily Pivots for day following 21-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,998 12,957 12,802
R3 12,919 12,878 12,780
R2 12,840 12,840 12,773
R1 12,799 12,799 12,765 12,780
PP 12,761 12,761 12,761 12,752
S1 12,720 12,720 12,751 12,701
S2 12,682 12,682 12,744
S3 12,603 12,641 12,736
S4 12,524 12,562 12,715
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,443 13,357 12,920
R3 13,201 13,115 12,854
R2 12,959 12,959 12,831
R1 12,873 12,873 12,809 12,916
PP 12,717 12,717 12,717 12,739
S1 12,631 12,631 12,765 12,674
S2 12,475 12,475 12,743
S3 12,233 12,389 12,721
S4 11,991 12,147 12,654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,816 12,682 134 1.1% 70 0.5% 57% False False 80,831
10 12,816 12,561 255 2.0% 84 0.7% 77% False False 91,422
20 12,816 12,464 352 2.8% 87 0.7% 84% False False 95,640
40 12,816 12,405 411 3.2% 93 0.7% 86% False False 92,367
60 12,816 12,176 640 5.0% 91 0.7% 91% False False 78,639
80 12,816 12,059 757 5.9% 86 0.7% 92% False False 58,988
100 12,816 11,820 996 7.8% 77 0.6% 94% False False 47,194
120 12,816 11,490 1,326 10.4% 68 0.5% 96% False False 39,329
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,138
2.618 13,009
1.618 12,930
1.000 12,881
0.618 12,851
HIGH 12,802
0.618 12,772
0.500 12,763
0.382 12,753
LOW 12,723
0.618 12,674
1.000 12,644
1.618 12,595
2.618 12,516
4.250 12,387
Fisher Pivots for day following 21-Feb-2007
Pivot 1 day 3 day
R1 12,763 12,769
PP 12,761 12,765
S1 12,760 12,762

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

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