mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 12,442 12,524 82 0.7% 11,913
High 12,442 12,524 82 0.7% 12,442
Low 12,428 12,235 -193 -1.6% 11,913
Close 12,428 12,235 -193 -1.6% 12,428
Range 14 289 275 1,964.3% 529
ATR 123 135 12 9.6% 0
Volume 1 6 5 500.0% 7
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,198 13,006 12,394
R3 12,909 12,717 12,315
R2 12,620 12,620 12,288
R1 12,428 12,428 12,262 12,380
PP 12,331 12,331 12,331 12,307
S1 12,139 12,139 12,209 12,091
S2 12,042 12,042 12,182
S3 11,753 11,850 12,156
S4 11,464 11,561 12,076
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,848 13,667 12,719
R3 13,319 13,138 12,574
R2 12,790 12,790 12,525
R1 12,609 12,609 12,477 12,700
PP 12,261 12,261 12,261 12,306
S1 12,080 12,080 12,380 12,171
S2 11,732 11,732 12,331
S3 11,203 11,551 12,283
S4 10,674 11,022 12,137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,524 11,976 548 4.5% 66 0.5% 47% True False 2
10 12,524 11,913 611 5.0% 47 0.4% 53% True False 1
20 12,524 11,913 611 5.0% 61 0.5% 53% True False 1
40 13,108 11,913 1,195 9.8% 50 0.4% 27% False False 2
60 13,108 11,913 1,195 9.8% 40 0.3% 27% False False 5
80 13,109 11,913 1,196 9.8% 35 0.3% 27% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 13,752
2.618 13,281
1.618 12,992
1.000 12,813
0.618 12,703
HIGH 12,524
0.618 12,414
0.500 12,380
0.382 12,346
LOW 12,235
0.618 12,057
1.000 11,946
1.618 11,768
2.618 11,479
4.250 11,007
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 12,380 12,380
PP 12,331 12,331
S1 12,283 12,283

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

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