mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 31-May-2012

Day Change Summary
	Previous	Current
	30-May-2012	31-May-2012	Change	Change %	Previous Week
Open	12,583	12,382	-201	-1.6%	12,335
High	12,588	12,479	-109	-0.9%	12,586
Low	12,376	12,307	-69	-0.6%	12,286
Close	12,381	12,383	2	0.0%	12,429
Range	212	172	-40	-18.9%	300
ATR	172	172	0	0.0%	0
Volume	192,577	199,425	6,848	3.6%	787,594

Daily Pivots for day following 31-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,906	12,816	12,478
R3	12,734	12,644	12,430
R2	12,562	12,562	12,415
R1	12,472	12,472	12,399	12,517
PP	12,390	12,390	12,390	12,412
S1	12,300	12,300	12,367	12,345
S2	12,218	12,218	12,352
S3	12,046	12,128	12,336
S4	11,874	11,956	12,289

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	12,307	291	2.3%	176	1.4%	26%	False	True	174,037
10	12,644	12,286	358	2.9%	179	1.4%	27%	False	False	172,526
20	13,248	12,286	962	7.8%	179	1.4%	10%	False	False	164,626
40	13,284	12,286	998	8.1%	168	1.4%	10%	False	False	141,314
60	13,284	12,286	998	8.1%	153	1.2%	10%	False	False	126,131
80	13,284	12,286	998	8.1%	139	1.1%	10%	False	False	94,636
100	13,284	12,202	1,082	8.7%	129	1.0%	17%	False	False	75,711
120	13,284	11,639	1,645	13.3%	121	1.0%	45%	False	False	63,094

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	45
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,210
2.618	12,929
1.618	12,757
1.000	12,651
0.618	12,585
HIGH	12,479
0.618	12,413
0.500	12,393
0.382	12,373
LOW	12,307
0.618	12,201
1.000	12,135
1.618	12,029
2.618	11,857
4.250	11,576

Fisher Pivots for day following 31-May-2012
Pivot	1 day	3 day
R1	12,393	12,453
PP	12,390	12,429
S1	12,386	12,406

Download as Excel Spreadsheet

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

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