mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 12,391 12,576 185 1.5% 12,104
High 12,589 12,600 11 0.1% 12,581
Low 12,360 12,453 93 0.8% 11,985
Close 12,585 12,501 -84 -0.7% 12,575
Range 229 147 -82 -35.8% 596
ATR 196 193 -4 -1.8% 0
Volume 40,570 26,919 -13,651 -33.6% 662,825
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,959 12,877 12,582
R3 12,812 12,730 12,542
R2 12,665 12,665 12,528
R1 12,583 12,583 12,515 12,551
PP 12,518 12,518 12,518 12,502
S1 12,436 12,436 12,488 12,404
S2 12,371 12,371 12,474
S3 12,224 12,289 12,461
S4 12,077 12,142 12,420
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 12,360 392 3.1% 217 1.7% 36% False False 65,894
10 12,752 11,985 767 6.1% 210 1.7% 67% False False 122,868
20 12,752 11,985 767 6.1% 194 1.6% 67% False False 146,693
40 13,284 11,985 1,299 10.4% 177 1.4% 40% False False 139,813
60 13,284 11,985 1,299 10.4% 169 1.3% 40% False False 130,185
80 13,284 11,985 1,299 10.4% 153 1.2% 40% False False 107,498
100 13,284 11,985 1,299 10.4% 139 1.1% 40% False False 86,002
120 13,284 11,985 1,299 10.4% 128 1.0% 40% False False 71,670
Crabel Price Patterns
NR True
NR4 True
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 41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,225
2.618 12,985
1.618 12,838
1.000 12,747
0.618 12,691
HIGH 12,600
0.618 12,544
0.500 12,527
0.382 12,509
LOW 12,453
0.618 12,362
1.000 12,306
1.618 12,215
2.618 12,068
4.250 11,828
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 12,527 12,556
PP 12,518 12,538
S1 12,510 12,519

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

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