mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 12,576 12,505 -71 -0.6% 12,104
High 12,600 12,687 87 0.7% 12,581
Low 12,453 12,460 7 0.1% 11,985
Close 12,501 12,676 175 1.4% 12,575
Range 147 227 80 54.4% 596
ATR 193 195 2 1.3% 0
Volume 26,919 19,738 -7,181 -26.7% 662,825
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,289 13,209 12,801
R3 13,062 12,982 12,739
R2 12,835 12,835 12,718
R1 12,755 12,755 12,697 12,795
PP 12,608 12,608 12,608 12,628
S1 12,528 12,528 12,655 12,568
S2 12,381 12,381 12,635
S3 12,154 12,301 12,614
S4 11,927 12,074 12,551
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% 234 1.8% 81% False False 39,479
10 12,752 11,985 767 6.1% 215 1.7% 90% False False 104,899
20 12,752 11,985 767 6.1% 197 1.6% 90% False False 138,712
40 13,284 11,985 1,299 10.2% 180 1.4% 53% False False 137,290
60 13,284 11,985 1,299 10.2% 170 1.3% 53% False False 128,756
80 13,284 11,985 1,299 10.2% 155 1.2% 53% False False 107,744
100 13,284 11,985 1,299 10.2% 141 1.1% 53% False False 86,199
120 13,284 11,985 1,299 10.2% 130 1.0% 53% False False 71,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,652
2.618 13,281
1.618 13,054
1.000 12,914
0.618 12,827
HIGH 12,687
0.618 12,600
0.500 12,574
0.382 12,547
LOW 12,460
0.618 12,320
1.000 12,233
1.618 12,093
2.618 11,866
4.250 11,495
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 12,642 12,625
PP 12,608 12,574
S1 12,574 12,524

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

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