mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 12,218 12,196 -22 -0.2% 12,670
High 12,258 12,305 47 0.4% 12,719
Low 12,178 12,194 16 0.1% 12,066
Close 12,201 12,280 79 0.6% 12,108
Range 80 111 31 38.8% 653
ATR 143 141 -2 -1.6% 0
Volume 158,383 128,422 -29,961 -18.9% 1,026,115
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,593 12,547 12,341
R3 12,482 12,436 12,311
R2 12,371 12,371 12,300
R1 12,325 12,325 12,290 12,348
PP 12,260 12,260 12,260 12,271
S1 12,214 12,214 12,270 12,237
S2 12,149 12,149 12,260
S3 12,038 12,103 12,250
S4 11,927 11,992 12,219
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 12,305 11,970 335 2.7% 156 1.3% 93% True False 193,682
10 12,719 11,970 749 6.1% 193 1.6% 41% False False 184,336
20 12,816 11,970 846 6.9% 140 1.1% 37% False False 138,151
40 12,816 11,970 846 6.9% 115 0.9% 37% False False 116,250
60 12,816 11,970 846 6.9% 108 0.9% 37% False False 109,274
80 12,816 11,970 846 6.9% 102 0.8% 37% False False 83,271
100 12,816 11,970 846 6.9% 92 0.8% 37% False False 66,620
120 12,816 11,677 1,139 9.3% 83 0.7% 53% False False 55,519
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,777
2.618 12,596
1.618 12,485
1.000 12,416
0.618 12,374
HIGH 12,305
0.618 12,263
0.500 12,250
0.382 12,237
LOW 12,194
0.618 12,126
1.000 12,083
1.618 12,015
2.618 11,904
4.250 11,722
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 12,270 12,248
PP 12,260 12,216
S1 12,250 12,184

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

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