mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 12,108 11,945 -163 -1.3% 12,133
High 12,127 12,010 -117 -1.0% 12,174
Low 11,922 11,916 -6 -0.1% 11,922
Close 11,941 11,953 12 0.1% 11,941
Range 205 94 -111 -54.1% 252
ATR 150 146 -4 -2.7% 0
Volume 68,792 35,114 -33,678 -49.0% 498,458
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,242 12,191 12,005
R3 12,148 12,097 11,979
R2 12,054 12,054 11,970
R1 12,003 12,003 11,962 12,029
PP 11,960 11,960 11,960 11,972
S1 11,909 11,909 11,945 11,935
S2 11,866 11,866 11,936
S3 11,772 11,815 11,927
S4 11,678 11,721 11,901
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 11,916 258 2.2% 133 1.1% 14% False True 86,349
10 12,591 11,916 675 5.6% 153 1.3% 5% False True 101,800
20 12,615 11,916 699 5.8% 145 1.2% 5% False True 106,620
40 12,873 11,916 957 8.0% 150 1.3% 4% False True 107,652
60 12,873 11,656 1,217 10.2% 139 1.2% 24% False False 102,825
80 12,873 11,451 1,422 11.9% 153 1.3% 35% False False 88,799
100 12,873 11,451 1,422 11.9% 141 1.2% 35% False False 71,049
120 12,873 11,387 1,486 12.4% 130 1.1% 38% False False 59,211
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,410
2.618 12,256
1.618 12,162
1.000 12,104
0.618 12,068
HIGH 12,010
0.618 11,974
0.500 11,963
0.382 11,952
LOW 11,916
0.618 11,858
1.000 11,822
1.618 11,764
2.618 11,670
4.250 11,517
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 11,963 12,045
PP 11,960 12,014
S1 11,956 11,984

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

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