mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 12,568 12,280 -288 -2.3% 12,448
High 12,591 12,313 -278 -2.2% 12,474
Low 12,263 12,178 -85 -0.7% 12,227
Close 12,274 12,238 -36 -0.3% 12,428
Range 328 135 -193 -58.8% 247
ATR 157 156 -2 -1.0% 0
Volume 147,274 134,562 -12,712 -8.6% 536,214
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,648 12,578 12,312
R3 12,513 12,443 12,275
R2 12,378 12,378 12,263
R1 12,308 12,308 12,251 12,276
PP 12,243 12,243 12,243 12,227
S1 12,173 12,173 12,226 12,141
S2 12,108 12,108 12,213
S3 11,973 12,038 12,201
S4 11,838 11,903 12,164
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 13,117 13,020 12,564
R3 12,870 12,773 12,496
R2 12,623 12,623 12,473
R1 12,526 12,526 12,451 12,451
PP 12,376 12,376 12,376 12,339
S1 12,279 12,279 12,405 12,204
S2 12,129 12,129 12,383
S3 11,882 12,032 12,360
S4 11,635 11,785 12,292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,591 12,178 413 3.4% 167 1.4% 15% False True 112,048
10 12,615 12,178 437 3.6% 152 1.2% 14% False True 111,957
20 12,740 12,178 562 4.6% 161 1.3% 11% False True 118,690
40 12,873 12,036 837 6.8% 148 1.2% 24% False False 108,886
60 12,873 11,451 1,422 11.6% 151 1.2% 55% False False 107,311
80 12,873 11,451 1,422 11.6% 148 1.2% 55% False False 80,584
100 12,873 11,451 1,422 11.6% 139 1.1% 55% False False 64,475
120 12,873 11,293 1,580 12.9% 124 1.0% 60% False False 53,731
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 32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,887
2.618 12,667
1.618 12,532
1.000 12,448
0.618 12,397
HIGH 12,313
0.618 12,262
0.500 12,246
0.382 12,230
LOW 12,178
0.618 12,095
1.000 12,043
1.618 11,960
2.618 11,825
4.250 11,604
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 12,246 12,385
PP 12,243 12,336
S1 12,241 12,287

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

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