mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 12,104 12,064 -40 -0.3% 12,466
High 12,132 12,134 2 0.0% 12,598
Low 11,985 12,034 49 0.4% 12,095
Close 12,063 12,126 63 0.5% 12,103
Range 147 100 -47 -32.0% 503
ATR 178 172 -6 -3.1% 0
Volume 150,519 135,764 -14,755 -9.8% 808,229
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,398 12,362 12,181
R3 12,298 12,262 12,154
R2 12,198 12,198 12,144
R1 12,162 12,162 12,135 12,180
PP 12,098 12,098 12,098 12,107
S1 12,062 12,062 12,117 12,080
S2 11,998 11,998 12,108
S3 11,898 11,962 12,099
S4 11,798 11,862 12,071
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,774 13,442 12,380
R3 13,271 12,939 12,241
R2 12,768 12,768 12,195
R1 12,436 12,436 12,149 12,351
PP 12,265 12,265 12,265 12,223
S1 11,933 11,933 12,057 11,848
S2 11,762 11,762 12,011
S3 11,259 11,430 11,965
S4 10,756 10,927 11,826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,588 11,985 603 5.0% 183 1.5% 23% False False 185,308
10 12,598 11,985 613 5.1% 174 1.4% 23% False False 175,085
20 12,975 11,985 990 8.2% 178 1.5% 14% False False 172,670
40 13,284 11,985 1,299 10.7% 172 1.4% 11% False False 147,528
60 13,284 11,985 1,299 10.7% 156 1.3% 11% False False 132,721
80 13,284 11,985 1,299 10.7% 144 1.2% 11% False False 101,314
100 13,284 11,985 1,299 10.7% 132 1.1% 11% False False 81,054
120 13,284 11,639 1,645 13.6% 124 1.0% 30% False False 67,546
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 12,559
2.618 12,396
1.618 12,296
1.000 12,234
0.618 12,196
HIGH 12,134
0.618 12,096
0.500 12,084
0.382 12,072
LOW 12,034
0.618 11,972
1.000 11,934
1.618 11,872
2.618 11,772
4.250 11,609
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 12,112 12,183
PP 12,098 12,164
S1 12,084 12,145

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

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