mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 02-Mar-2007
Day Change Summary
Previous Current
01-Mar-2007 02-Mar-2007 Change Change % Previous Week
Open 12,266 12,263 -3 0.0% 12,670
High 12,313 12,294 -19 -0.2% 12,719
Low 12,066 12,101 35 0.3% 12,066
Close 12,252 12,108 -144 -1.2% 12,108
Range 247 193 -54 -21.9% 653
ATR 134 138 4 3.2% 0
Volume 245,661 268,622 22,961 9.3% 1,026,115
Daily Pivots for day following 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,747 12,620 12,214
R3 12,554 12,427 12,161
R2 12,361 12,361 12,144
R1 12,234 12,234 12,126 12,201
PP 12,168 12,168 12,168 12,151
S1 12,041 12,041 12,090 12,008
S2 11,975 11,975 12,073
S3 11,782 11,848 12,055
S4 11,589 11,655 12,002
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 14,257 13,835 12,467
R3 13,604 13,182 12,288
R2 12,951 12,951 12,228
R1 12,529 12,529 12,168 12,414
PP 12,298 12,298 12,298 12,240
S1 11,876 11,876 12,048 11,761
S2 11,645 11,645 11,988
S3 10,992 11,223 11,929
S4 10,339 10,570 11,749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,719 12,066 653 5.4% 257 2.1% 6% False False 205,223
10 12,816 12,066 750 6.2% 166 1.4% 6% False False 146,998
20 12,816 12,066 750 6.2% 123 1.0% 6% False False 118,510
40 12,816 12,066 750 6.2% 112 0.9% 6% False False 111,202
60 12,816 12,066 750 6.2% 104 0.9% 6% False False 99,303
80 12,816 12,066 750 6.2% 98 0.8% 6% False False 74,525
100 12,816 11,952 864 7.1% 88 0.7% 18% False False 59,623
120 12,816 11,527 1,289 10.6% 79 0.7% 45% False False 49,688
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,114
2.618 12,799
1.618 12,606
1.000 12,487
0.618 12,413
HIGH 12,294
0.618 12,220
0.500 12,198
0.382 12,175
LOW 12,101
0.618 11,982
1.000 11,908
1.618 11,789
2.618 11,596
4.250 11,281
Fisher Pivots for day following 02-Mar-2007
Pivot 1 day 3 day
R1 12,198 12,212
PP 12,168 12,177
S1 12,138 12,143

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

View Archives - Comment on this page... - Back to Index of Symbols