mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 12,607 12,575 -32 -0.3% 12,870
High 12,704 12,644 -60 -0.5% 12,991
Low 12,545 12,409 -136 -1.1% 12,700
Close 12,574 12,413 -161 -1.3% 12,788
Range 159 235 76 47.8% 291
ATR 162 168 5 3.2% 0
Volume 179,350 193,045 13,695 7.6% 775,216
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 13,194 13,038 12,542
R3 12,959 12,803 12,478
R2 12,724 12,724 12,456
R1 12,568 12,568 12,435 12,529
PP 12,489 12,489 12,489 12,469
S1 12,333 12,333 12,392 12,294
S2 12,254 12,254 12,370
S3 12,019 12,098 12,349
S4 11,784 11,863 12,284
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 13,699 13,535 12,948
R3 13,408 13,244 12,868
R2 13,117 13,117 12,841
R1 12,953 12,953 12,815 12,890
PP 12,826 12,826 12,826 12,795
S1 12,662 12,662 12,761 12,599
S2 12,535 12,535 12,735
S3 12,244 12,371 12,708
S4 11,953 12,080 12,628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,883 12,409 474 3.8% 182 1.5% 1% False True 170,904
10 13,168 12,409 759 6.1% 189 1.5% 1% False True 163,840
20 13,284 12,409 875 7.0% 163 1.3% 0% False True 136,956
40 13,284 12,409 875 7.0% 160 1.3% 0% False True 126,090
60 13,284 12,409 875 7.0% 143 1.2% 0% False True 100,639
80 13,284 12,409 875 7.0% 128 1.0% 0% False True 75,484
100 13,284 12,013 1,271 10.2% 118 1.0% 31% False False 60,389
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 51
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 13,643
2.618 13,259
1.618 13,024
1.000 12,879
0.618 12,789
HIGH 12,644
0.618 12,554
0.500 12,527
0.382 12,499
LOW 12,409
0.618 12,264
1.000 12,174
1.618 12,029
2.618 11,794
4.250 11,410
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 12,527 12,584
PP 12,489 12,527
S1 12,451 12,470

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

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