mini-sized Dow ($5) Future June 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	12,370	12,104	-266	-2.2%	12,466
High	12,380	12,132	-248	-2.0%	12,598
Low	12,095	11,985	-110	-0.9%	12,095
Close	12,103	12,063	-40	-0.3%	12,103
Range	285	147	-138	-48.4%	503
ATR	180	178	-2	-1.3%	0
Volume	248,257	150,519	-97,738	-39.4%	808,229

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	12,501	12,429	12,144
R3	12,354	12,282	12,104
R2	12,207	12,207	12,090
R1	12,135	12,135	12,077	12,098
PP	12,060	12,060	12,060	12,041
S1	11,988	11,988	12,050	11,951
S2	11,913	11,913	12,036
S3	11,766	11,841	12,023
S4	11,619	11,694	11,982

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	13,774	13,442	12,380
R3	13,271	12,939	12,241
R2	12,768	12,768	12,195
R1	12,436	12,436	12,149	12,351
PP	12,265	12,265	12,265	12,223
S1	11,933	11,933	12,057	11,848
S2	11,762	11,762	12,011
S3	11,259	11,430	11,965
S4	10,756	10,927	11,826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,598	11,985	613	5.1%	194	1.6%	13%	False	True	191,749
10	12,598	11,985	613	5.1%	183	1.5%	13%	False	True	174,634
20	12,991	11,985	1,006	8.3%	183	1.5%	8%	False	True	171,510
40	13,284	11,985	1,299	10.8%	172	1.4%	6%	False	True	146,012
60	13,284	11,985	1,299	10.8%	156	1.3%	6%	False	True	131,815
80	13,284	11,985	1,299	10.8%	144	1.2%	6%	False	True	99,620
100	13,284	11,985	1,299	10.8%	131	1.1%	6%	False	True	79,698
120	13,284	11,639	1,645	13.6%	123	1.0%	26%	False	False	66,417

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	36
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	12,757
2.618	12,517
1.618	12,370
1.000	12,279
0.618	12,223
HIGH	12,132
0.618	12,076
0.500	12,059
0.382	12,041
LOW	11,985
0.618	11,894
1.000	11,838
1.618	11,747
2.618	11,600
4.250	11,360

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	12,062	12,232
PP	12,060	12,176
S1	12,059	12,119

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