mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 12,421 12,475 54 0.4% 12,104
High 12,548 12,581 33 0.3% 12,581
Low 12,409 12,384 -25 -0.2% 11,985
Close 12,479 12,575 96 0.8% 12,575
Range 139 197 58 41.7% 596
ATR 179 180 1 0.7% 0
Volume 151,812 59,482 -92,330 -60.8% 662,825
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,104 13,037 12,683
R3 12,907 12,840 12,629
R2 12,710 12,710 12,611
R1 12,643 12,643 12,593 12,677
PP 12,513 12,513 12,513 12,530
S1 12,446 12,446 12,557 12,480
S2 12,316 12,316 12,539
S3 12,119 12,249 12,521
S4 11,922 12,052 12,467
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 14,168 13,968 12,903
R3 13,572 13,372 12,739
R2 12,976 12,976 12,684
R1 12,776 12,776 12,630 12,876
PP 12,380 12,380 12,380 12,431
S1 12,180 12,180 12,520 12,280
S2 11,784 11,784 12,466
S3 11,188 11,584 12,411
S4 10,592 10,988 12,247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,581 11,985 596 4.7% 179 1.4% 99% True False 132,565
10 12,598 11,985 613 4.9% 190 1.5% 96% False False 160,652
20 12,883 11,985 898 7.1% 182 1.5% 66% False False 164,891
40 13,284 11,985 1,299 10.3% 174 1.4% 45% False False 146,959
60 13,284 11,985 1,299 10.3% 160 1.3% 45% False False 132,914
80 13,284 11,985 1,299 10.3% 148 1.2% 45% False False 106,023
100 13,284 11,985 1,299 10.3% 134 1.1% 45% False False 84,821
120 13,284 11,639 1,645 13.1% 127 1.0% 57% False False 70,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,418
2.618 13,097
1.618 12,900
1.000 12,778
0.618 12,703
HIGH 12,581
0.618 12,506
0.500 12,483
0.382 12,459
LOW 12,384
0.618 12,262
1.000 12,187
1.618 12,065
2.618 11,868
4.250 11,547
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 12,544 12,499
PP 12,513 12,422
S1 12,483 12,346

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

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