mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 12,538 12,466 -72 -0.6% 12,335
High 12,586 12,598 12 0.1% 12,586
Low 12,401 12,444 43 0.3% 12,286
Close 12,429 12,583 154 1.2% 12,429
Range 185 154 -31 -16.8% 300
ATR 169 169 0 0.0% 0
Volume 135,469 167,970 32,501 24.0% 787,594
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 13,004 12,947 12,668
R3 12,850 12,793 12,625
R2 12,696 12,696 12,611
R1 12,639 12,639 12,597 12,668
PP 12,542 12,542 12,542 12,556
S1 12,485 12,485 12,569 12,514
S2 12,388 12,388 12,555
S3 12,234 12,331 12,541
S4 12,080 12,177 12,498
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 13,334 13,181 12,594
R3 13,034 12,881 12,512
R2 12,734 12,734 12,484
R1 12,581 12,581 12,457 12,658
PP 12,434 12,434 12,434 12,472
S1 12,281 12,281 12,402 12,358
S2 12,134 12,134 12,374
S3 11,834 11,981 12,347
S4 11,534 11,681 12,264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,598 12,286 312 2.5% 165 1.3% 95% True False 164,861
10 12,759 12,286 473 3.8% 175 1.4% 63% False False 170,326
20 13,284 12,286 998 7.9% 175 1.4% 30% False False 154,619
40 13,284 12,286 998 7.9% 166 1.3% 30% False False 137,051
60 13,284 12,286 998 7.9% 151 1.2% 30% False False 119,623
80 13,284 12,286 998 7.9% 136 1.1% 30% False False 89,736
100 13,284 12,202 1,082 8.6% 126 1.0% 35% False False 71,791
120 13,284 11,639 1,645 13.1% 121 1.0% 57% False False 59,827
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 52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,253
2.618 13,001
1.618 12,847
1.000 12,752
0.618 12,693
HIGH 12,598
0.618 12,539
0.500 12,521
0.382 12,503
LOW 12,444
0.618 12,349
1.000 12,290
1.618 12,195
2.618 12,041
4.250 11,790
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 12,562 12,553
PP 12,542 12,523
S1 12,521 12,494

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

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