mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 12,064 12,127 63 0.5% 12,466
High 12,134 12,422 288 2.4% 12,598
Low 12,034 12,111 77 0.6% 12,095
Close 12,126 12,419 293 2.4% 12,103
Range 100 311 211 211.0% 503
ATR 172 182 10 5.8% 0
Volume 135,764 165,248 29,484 21.7% 808,229
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,250 13,146 12,590
R3 12,939 12,835 12,505
R2 12,628 12,628 12,476
R1 12,524 12,524 12,448 12,576
PP 12,317 12,317 12,317 12,344
S1 12,213 12,213 12,391 12,265
S2 12,006 12,006 12,362
S3 11,695 11,902 12,334
S4 11,384 11,591 12,248
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 12,479 11,985 494 4.0% 203 1.6% 88% False False 179,842
10 12,598 11,985 613 4.9% 192 1.5% 71% False False 176,073
20 12,891 11,985 906 7.3% 182 1.5% 48% False False 172,301
40 13,284 11,985 1,299 10.5% 173 1.4% 33% False False 147,556
60 13,284 11,985 1,299 10.5% 160 1.3% 33% False False 133,698
80 13,284 11,985 1,299 10.5% 147 1.2% 33% False False 103,382
100 13,284 11,985 1,299 10.5% 133 1.1% 33% False False 82,708
120 13,284 11,639 1,645 13.2% 125 1.0% 47% False False 68,925
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 32
Widest range in 129 trading days
Fibonacci Retracements and Extensions
4.250 13,744
2.618 13,236
1.618 12,925
1.000 12,733
0.618 12,614
HIGH 12,422
0.618 12,303
0.500 12,267
0.382 12,230
LOW 12,111
0.618 11,919
1.000 11,800
1.618 11,608
2.618 11,297
4.250 10,789
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 12,368 12,347
PP 12,317 12,275
S1 12,267 12,204

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

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