mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 12,035 12,108 73 0.6% 12,133
High 12,174 12,127 -47 -0.4% 12,174
Low 12,016 11,922 -94 -0.8% 11,922
Close 12,113 11,941 -172 -1.4% 11,941
Range 158 205 47 29.7% 252
ATR 146 150 4 2.9% 0
Volume 94,137 68,792 -25,345 -26.9% 498,458
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,612 12,481 12,054
R3 12,407 12,276 11,998
R2 12,202 12,202 11,979
R1 12,071 12,071 11,960 12,034
PP 11,997 11,997 11,997 11,978
S1 11,866 11,866 11,922 11,829
S2 11,792 11,792 11,904
S3 11,587 11,661 11,885
S4 11,382 11,456 11,828
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,768 12,607 12,080
R3 12,516 12,355 12,010
R2 12,264 12,264 11,987
R1 12,103 12,103 11,964 12,058
PP 12,012 12,012 12,012 11,990
S1 11,851 11,851 11,918 11,806
S2 11,760 11,760 11,895
S3 11,508 11,599 11,872
S4 11,256 11,347 11,803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,174 11,922 252 2.1% 131 1.1% 8% False True 99,691
10 12,591 11,922 669 5.6% 153 1.3% 3% False True 106,144
20 12,713 11,922 791 6.6% 150 1.3% 2% False True 111,183
40 12,873 11,922 951 8.0% 151 1.3% 2% False True 109,674
60 12,873 11,451 1,422 11.9% 142 1.2% 34% False False 104,768
80 12,873 11,451 1,422 11.9% 152 1.3% 34% False False 88,361
100 12,873 11,451 1,422 11.9% 141 1.2% 34% False False 70,699
120 12,873 11,336 1,537 12.9% 130 1.1% 39% False False 58,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,998
2.618 12,664
1.618 12,459
1.000 12,332
0.618 12,254
HIGH 12,127
0.618 12,049
0.500 12,025
0.382 12,000
LOW 11,922
0.618 11,795
1.000 11,717
1.618 11,590
2.618 11,385
4.250 11,051
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 12,025 12,048
PP 11,997 12,012
S1 11,969 11,977

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

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