mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 12,280 12,236 -44 -0.4% 12,422
High 12,313 12,248 -65 -0.5% 12,591
Low 12,178 12,082 -96 -0.8% 12,082
Close 12,238 12,125 -113 -0.9% 12,125
Range 135 166 31 23.0% 509
ATR 156 157 1 0.5% 0
Volume 134,562 124,048 -10,514 -7.8% 484,436
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,650 12,553 12,216
R3 12,484 12,387 12,171
R2 12,318 12,318 12,156
R1 12,221 12,221 12,140 12,187
PP 12,152 12,152 12,152 12,134
S1 12,055 12,055 12,110 12,021
S2 11,986 11,986 12,095
S3 11,820 11,889 12,079
S4 11,654 11,723 12,034
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 13,793 13,468 12,405
R3 13,284 12,959 12,265
R2 12,775 12,775 12,218
R1 12,450 12,450 12,172 12,358
PP 12,266 12,266 12,266 12,220
S1 11,941 11,941 12,078 11,849
S2 11,757 11,757 12,032
S3 11,248 11,432 11,985
S4 10,739 10,923 11,845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,591 12,082 509 4.2% 175 1.4% 8% False True 112,597
10 12,603 12,082 521 4.3% 157 1.3% 8% False True 114,185
20 12,740 12,082 658 5.4% 157 1.3% 7% False True 116,909
40 12,873 12,036 837 6.9% 150 1.2% 11% False False 109,819
60 12,873 11,451 1,422 11.7% 152 1.3% 47% False False 109,084
80 12,873 11,451 1,422 11.7% 149 1.2% 47% False False 82,135
100 12,873 11,451 1,422 11.7% 139 1.1% 47% False False 65,715
120 12,873 11,293 1,580 13.0% 125 1.0% 53% False False 54,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,954
2.618 12,683
1.618 12,517
1.000 12,414
0.618 12,351
HIGH 12,248
0.618 12,185
0.500 12,165
0.382 12,146
LOW 12,082
0.618 11,980
1.000 11,916
1.618 11,814
2.618 11,648
4.250 11,377
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 12,165 12,337
PP 12,152 12,266
S1 12,138 12,196

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

View Archives - Comment on this page... - Back to Index of Symbols