mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 12,661 12,391 -270 -2.1% 12,104
High 12,752 12,589 -163 -1.3% 12,581
Low 12,381 12,360 -21 -0.2% 11,985
Close 12,382 12,585 203 1.6% 12,575
Range 371 229 -142 -38.3% 596
ATR 194 196 3 1.3% 0
Volume 50,688 40,570 -10,118 -20.0% 662,825
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,198 13,121 12,711
R3 12,969 12,892 12,648
R2 12,740 12,740 12,627
R1 12,663 12,663 12,606 12,702
PP 12,511 12,511 12,511 12,531
S1 12,434 12,434 12,564 12,473
S2 12,282 12,282 12,543
S3 12,053 12,205 12,522
S4 11,824 11,976 12,459
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 12,752 12,111 641 5.1% 250 2.0% 74% False False 93,560
10 12,752 11,985 767 6.1% 216 1.7% 78% False False 139,434
20 12,759 11,985 774 6.2% 196 1.6% 78% False False 154,880
40 13,284 11,985 1,299 10.3% 179 1.4% 46% False False 142,174
60 13,284 11,985 1,299 10.3% 168 1.3% 46% False False 131,362
80 13,284 11,985 1,299 10.3% 152 1.2% 46% False False 107,162
100 13,284 11,985 1,299 10.3% 138 1.1% 46% False False 85,733
120 13,284 11,930 1,354 10.8% 128 1.0% 48% False False 71,446
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 39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,562
2.618 13,189
1.618 12,960
1.000 12,818
0.618 12,731
HIGH 12,589
0.618 12,502
0.500 12,475
0.382 12,448
LOW 12,360
0.618 12,219
1.000 12,131
1.618 11,990
2.618 11,761
4.250 11,387
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 12,548 12,575
PP 12,511 12,566
S1 12,475 12,556

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

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