mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 12,466 12,583 117 0.9% 12,335
High 12,598 12,588 -10 -0.1% 12,586
Low 12,444 12,376 -68 -0.5% 12,286
Close 12,583 12,381 -202 -1.6% 12,429
Range 154 212 58 37.7% 300
ATR 169 172 3 1.8% 0
Volume 167,970 192,577 24,607 14.6% 787,594
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 13,084 12,945 12,498
R3 12,872 12,733 12,439
R2 12,660 12,660 12,420
R1 12,521 12,521 12,401 12,485
PP 12,448 12,448 12,448 12,430
S1 12,309 12,309 12,362 12,273
S2 12,236 12,236 12,342
S3 12,024 12,097 12,323
S4 11,812 11,885 12,265
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 13,334 13,181 12,594
R3 13,034 12,881 12,512
R2 12,734 12,734 12,484
R1 12,581 12,581 12,457 12,658
PP 12,434 12,434 12,434 12,472
S1 12,281 12,281 12,402 12,358
S2 12,134 12,134 12,374
S3 11,834 11,981 12,347
S4 11,534 11,681 12,264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,598 12,286 312 2.5% 181 1.5% 30% False False 172,305
10 12,704 12,286 418 3.4% 178 1.4% 23% False False 170,518
20 13,252 12,286 966 7.8% 176 1.4% 10% False False 160,118
40 13,284 12,286 998 8.1% 167 1.3% 10% False False 139,089
60 13,284 12,286 998 8.1% 154 1.2% 10% False False 122,829
80 13,284 12,286 998 8.1% 138 1.1% 10% False False 92,143
100 13,284 12,202 1,082 8.7% 127 1.0% 17% False False 73,717
120 13,284 11,639 1,645 13.3% 122 1.0% 45% False False 61,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,489
2.618 13,143
1.618 12,931
1.000 12,800
0.618 12,719
HIGH 12,588
0.618 12,507
0.500 12,482
0.382 12,457
LOW 12,376
0.618 12,245
1.000 12,164
1.618 12,033
2.618 11,821
4.250 11,475
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 12,482 12,487
PP 12,448 12,452
S1 12,415 12,416

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

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