mini-sized Dow ($5) Future June 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 11,945 11,965 20 0.2% 12,133
High 12,010 12,119 109 0.9% 12,174
Low 11,916 11,947 31 0.3% 11,922
Close 11,953 12,087 134 1.1% 11,941
Range 94 172 78 83.0% 252
ATR 146 148 2 1.3% 0
Volume 35,114 36,634 1,520 4.3% 498,458
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,567 12,499 12,182
R3 12,395 12,327 12,134
R2 12,223 12,223 12,119
R1 12,155 12,155 12,103 12,189
PP 12,051 12,051 12,051 12,068
S1 11,983 11,983 12,071 12,017
S2 11,879 11,879 12,056
S3 11,707 11,811 12,040
S4 11,535 11,639 11,993
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 2.1% 144 1.2% 66% False False 71,758
10 12,591 11,916 675 5.6% 155 1.3% 25% False False 97,609
20 12,615 11,916 699 5.8% 147 1.2% 24% False False 102,831
40 12,873 11,916 957 7.9% 151 1.2% 18% False False 106,377
60 12,873 11,802 1,071 8.9% 138 1.1% 27% False False 101,478
80 12,873 11,451 1,422 11.8% 154 1.3% 45% False False 89,255
100 12,873 11,451 1,422 11.8% 142 1.2% 45% False False 71,416
120 12,873 11,397 1,476 12.2% 131 1.1% 47% False False 59,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,850
2.618 12,569
1.618 12,397
1.000 12,291
0.618 12,225
HIGH 12,119
0.618 12,053
0.500 12,033
0.382 12,013
LOW 11,947
0.618 11,841
1.000 11,775
1.618 11,669
2.618 11,497
4.250 11,216
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 12,069 12,065
PP 12,051 12,043
S1 12,033 12,022

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

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