mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 12,127 12,421 294 2.4% 12,466
High 12,422 12,548 126 1.0% 12,598
Low 12,111 12,409 298 2.5% 12,095
Close 12,419 12,479 60 0.5% 12,103
Range 311 139 -172 -55.3% 503
ATR 182 179 -3 -1.7% 0
Volume 165,248 151,812 -13,436 -8.1% 808,229
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,896 12,826 12,556
R3 12,757 12,687 12,517
R2 12,618 12,618 12,505
R1 12,548 12,548 12,492 12,583
PP 12,479 12,479 12,479 12,496
S1 12,409 12,409 12,466 12,444
S2 12,340 12,340 12,454
S3 12,201 12,270 12,441
S4 12,062 12,131 12,403
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 12,548 11,985 563 4.5% 197 1.6% 88% True False 170,320
10 12,598 11,985 613 4.9% 186 1.5% 81% False False 172,178
20 12,891 11,985 906 7.3% 180 1.4% 55% False False 169,453
40 13,284 11,985 1,299 10.4% 174 1.4% 38% False False 148,508
60 13,284 11,985 1,299 10.4% 158 1.3% 38% False False 133,840
80 13,284 11,985 1,299 10.4% 148 1.2% 38% False False 105,279
100 13,284 11,985 1,299 10.4% 133 1.1% 38% False False 84,226
120 13,284 11,639 1,645 13.2% 126 1.0% 51% False False 70,190
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 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,139
2.618 12,912
1.618 12,773
1.000 12,687
0.618 12,634
HIGH 12,548
0.618 12,495
0.500 12,479
0.382 12,462
LOW 12,409
0.618 12,323
1.000 12,270
1.618 12,184
2.618 12,045
4.250 11,818
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 12,479 12,416
PP 12,479 12,354
S1 12,479 12,291

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

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