mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 12,086 12,070 -16 -0.1% 12,422
High 12,165 12,093 -72 -0.6% 12,591
Low 12,047 12,005 -42 -0.3% 12,082
Close 12,072 12,030 -42 -0.3% 12,125
Range 118 88 -30 -25.4% 509
ATR 149 145 -4 -2.9% 0
Volume 109,590 124,115 14,525 13.3% 484,436
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,307 12,256 12,079
R3 12,219 12,168 12,054
R2 12,131 12,131 12,046
R1 12,080 12,080 12,038 12,062
PP 12,043 12,043 12,043 12,033
S1 11,992 11,992 12,022 11,974
S2 11,955 11,955 12,014
S3 11,867 11,904 12,006
S4 11,779 11,816 11,982
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 12,313 12,005 308 2.6% 119 1.0% 8% False True 118,827
10 12,591 12,005 586 4.9% 149 1.2% 4% False True 113,878
20 12,740 12,005 735 6.1% 151 1.3% 3% False True 115,952
40 12,873 12,005 868 7.2% 149 1.2% 3% False True 110,879
60 12,873 11,451 1,422 11.8% 148 1.2% 41% False False 109,473
80 12,873 11,451 1,422 11.8% 149 1.2% 41% False False 86,326
100 12,873 11,451 1,422 11.8% 140 1.2% 41% False False 69,070
120 12,873 11,336 1,537 12.8% 127 1.1% 45% False False 57,561
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,467
2.618 12,324
1.618 12,236
1.000 12,181
0.618 12,148
HIGH 12,093
0.618 12,060
0.500 12,049
0.382 12,039
LOW 12,005
0.618 11,951
1.000 11,917
1.618 11,863
2.618 11,775
4.250 11,631
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 12,049 12,085
PP 12,043 12,067
S1 12,036 12,048

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

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