mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 12,236 12,133 -103 -0.8% 12,422
High 12,248 12,142 -106 -0.9% 12,591
Low 12,082 12,057 -25 -0.2% 12,082
Close 12,125 12,087 -38 -0.3% 12,125
Range 166 85 -81 -48.8% 509
ATR 157 151 -5 -3.3% 0
Volume 124,048 101,824 -22,224 -17.9% 484,436
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,350 12,304 12,134
R3 12,265 12,219 12,111
R2 12,180 12,180 12,103
R1 12,134 12,134 12,095 12,115
PP 12,095 12,095 12,095 12,086
S1 12,049 12,049 12,079 12,030
S2 12,010 12,010 12,072
S3 11,925 11,964 12,064
S4 11,840 11,879 12,040
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 12,057 534 4.4% 174 1.4% 6% False True 117,252
10 12,591 12,057 534 4.4% 152 1.3% 6% False True 112,247
20 12,740 12,057 683 5.7% 153 1.3% 4% False True 113,691
40 12,873 12,036 837 6.9% 150 1.2% 6% False False 109,640
60 12,873 11,451 1,422 11.8% 150 1.2% 45% False False 109,857
80 12,873 11,451 1,422 11.8% 149 1.2% 45% False False 83,407
100 12,873 11,451 1,422 11.8% 139 1.2% 45% False False 66,733
120 12,873 11,336 1,537 12.7% 126 1.0% 49% False False 55,614
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 12,503
2.618 12,365
1.618 12,280
1.000 12,227
0.618 12,195
HIGH 12,142
0.618 12,110
0.500 12,100
0.382 12,090
LOW 12,057
0.618 12,005
1.000 11,972
1.618 11,920
2.618 11,835
4.250 11,696
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 12,100 12,185
PP 12,095 12,152
S1 12,091 12,120

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

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