mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 12,070 12,035 -35 -0.3% 12,422
High 12,093 12,174 81 0.7% 12,591
Low 12,005 12,016 11 0.1% 12,082
Close 12,030 12,113 83 0.7% 12,125
Range 88 158 70 79.5% 509
ATR 145 146 1 0.7% 0
Volume 124,115 94,137 -29,978 -24.2% 484,436
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,575 12,502 12,200
R3 12,417 12,344 12,157
R2 12,259 12,259 12,142
R1 12,186 12,186 12,128 12,223
PP 12,101 12,101 12,101 12,119
S1 12,028 12,028 12,099 12,065
S2 11,943 11,943 12,084
S3 11,785 11,870 12,070
S4 11,627 11,712 12,026
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 12,248 12,005 243 2.0% 123 1.0% 44% False False 110,742
10 12,591 12,005 586 4.8% 145 1.2% 18% False False 111,395
20 12,713 12,005 708 5.8% 149 1.2% 15% False False 114,449
40 12,873 12,005 868 7.2% 149 1.2% 12% False False 110,769
60 12,873 11,451 1,422 11.7% 145 1.2% 47% False False 107,699
80 12,873 11,451 1,422 11.7% 151 1.2% 47% False False 87,502
100 12,873 11,451 1,422 11.7% 140 1.2% 47% False False 70,011
120 12,873 11,336 1,537 12.7% 128 1.1% 51% False False 58,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,846
2.618 12,588
1.618 12,430
1.000 12,332
0.618 12,272
HIGH 12,174
0.618 12,114
0.500 12,095
0.382 12,076
LOW 12,016
0.618 11,918
1.000 11,858
1.618 11,760
2.618 11,602
4.250 11,345
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 12,107 12,105
PP 12,101 12,097
S1 12,095 12,090

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

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