mini-sized Dow ($5) Future June 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	12,133	12,086	-47	-0.4%	12,422
High	12,142	12,165	23	0.2%	12,591
Low	12,057	12,047	-10	-0.1%	12,082
Close	12,087	12,072	-15	-0.1%	12,125
Range	85	118	33	38.8%	509
ATR	151	149	-2	-1.6%	0
Volume	101,824	109,590	7,766	7.6%	484,436

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,449	12,378	12,137
R3	12,331	12,260	12,105
R2	12,213	12,213	12,094
R1	12,142	12,142	12,083	12,119
PP	12,095	12,095	12,095	12,083
S1	12,024	12,024	12,061	12,001
S2	11,977	11,977	12,050
S3	11,859	11,906	12,040
S4	11,741	11,788	12,007

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	12,047	544	4.5%	167	1.4%	5%	False	True	123,459
10	12,591	12,047	544	4.5%	149	1.2%	5%	False	True	111,565
20	12,740	12,047	693	5.7%	154	1.3%	4%	False	True	113,919
40	12,873	12,036	837	6.9%	149	1.2%	4%	False	False	109,996
60	12,873	11,451	1,422	11.8%	149	1.2%	44%	False	False	109,775
80	12,873	11,451	1,422	11.8%	150	1.2%	44%	False	False	84,775
100	12,873	11,451	1,422	11.8%	140	1.2%	44%	False	False	67,829
120	12,873	11,336	1,537	12.7%	127	1.0%	48%	False	False	56,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,667
2.618	12,474
1.618	12,356
1.000	12,283
0.618	12,238
HIGH	12,165
0.618	12,120
0.500	12,106
0.382	12,092
LOW	12,047
0.618	11,974
1.000	11,929
1.618	11,856
2.618	11,738
4.250	11,546

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	12,106	12,148
PP	12,095	12,122
S1	12,083	12,097

Download as Excel Spreadsheet

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

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