mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary
Previous Current
09-Mar-2007 12-Mar-2007 Change Change % Previous Week
Open 12,278 12,287 9 0.1% 12,075
High 12,344 12,346 2 0.0% 12,344
Low 12,226 12,243 17 0.1% 11,970
Close 12,288 12,313 25 0.2% 12,288
Range 118 103 -15 -12.7% 374
ATR 139 136 -3 -1.8% 0
Volume 56,633 34,861 -21,772 -38.4% 756,424
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,610 12,564 12,370
R3 12,507 12,461 12,341
R2 12,404 12,404 12,332
R1 12,358 12,358 12,323 12,381
PP 12,301 12,301 12,301 12,312
S1 12,255 12,255 12,304 12,278
S2 12,198 12,198 12,294
S3 12,095 12,152 12,285
S4 11,992 12,049 12,256
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,323 13,179 12,494
R3 12,949 12,805 12,391
R2 12,575 12,575 12,357
R1 12,431 12,431 12,322 12,503
PP 12,201 12,201 12,201 12,237
S1 12,057 12,057 12,254 12,129
S2 11,827 11,827 12,220
S3 11,453 11,683 12,185
S4 11,079 11,309 12,082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,346 12,062 284 2.3% 116 0.9% 88% True False 121,113
10 12,662 11,970 692 5.6% 200 1.6% 50% False False 172,978
20 12,816 11,970 846 6.9% 139 1.1% 41% False False 130,845
40 12,816 11,970 846 6.9% 115 0.9% 41% False False 115,271
60 12,816 11,970 846 6.9% 109 0.9% 41% False False 107,415
80 12,816 11,970 846 6.9% 103 0.8% 41% False False 84,414
100 12,816 11,970 846 6.9% 94 0.8% 41% False False 67,535
120 12,816 11,677 1,139 9.3% 85 0.7% 56% False False 56,282
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,784
2.618 12,616
1.618 12,513
1.000 12,449
0.618 12,410
HIGH 12,346
0.618 12,307
0.500 12,295
0.382 12,282
LOW 12,243
0.618 12,179
1.000 12,140
1.618 12,076
2.618 11,973
4.250 11,805
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 12,307 12,299
PP 12,301 12,284
S1 12,295 12,270

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

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