mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 12,300 12,298 -2 0.0% 12,423
High 12,402 12,318 -84 -0.7% 12,515
Low 12,247 12,024 -223 -1.8% 12,024
Close 12,312 12,030 -282 -2.3% 12,030
Range 155 294 139 89.7% 491
ATR 144 155 11 7.4% 0
Volume 239 610 371 155.2% 1,161
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,006 12,812 12,192
R3 12,712 12,518 12,111
R2 12,418 12,418 12,084
R1 12,224 12,224 12,057 12,174
PP 12,124 12,124 12,124 12,099
S1 11,930 11,930 12,003 11,880
S2 11,830 11,830 11,976
S3 11,536 11,636 11,949
S4 11,242 11,342 11,868
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,663 13,337 12,300
R3 13,172 12,846 12,165
R2 12,681 12,681 12,120
R1 12,355 12,355 12,075 12,273
PP 12,190 12,190 12,190 12,148
S1 11,864 11,864 11,985 11,782
S2 11,699 11,699 11,940
S3 11,208 11,373 11,895
S4 10,717 10,882 11,760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,515 12,024 491 4.1% 181 1.5% 1% False True 258
10 12,515 12,024 491 4.1% 162 1.3% 1% False True 270
20 13,000 12,024 976 8.1% 152 1.3% 1% False True 202
40 13,213 12,024 1,189 9.9% 115 1.0% 1% False True 105
60 13,213 12,024 1,189 9.9% 102 0.8% 1% False True 77
80 13,213 12,024 1,189 9.9% 86 0.7% 1% False True 58
100 13,213 12,024 1,189 9.9% 71 0.6% 1% False True 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 101 trading days
Fibonacci Retracements and Extensions
4.250 13,568
2.618 13,088
1.618 12,794
1.000 12,612
0.618 12,500
HIGH 12,318
0.618 12,206
0.500 12,171
0.382 12,136
LOW 12,024
0.618 11,842
1.000 11,730
1.618 11,548
2.618 11,254
4.250 10,775
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 12,171 12,267
PP 12,124 12,188
S1 12,077 12,109

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

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