mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 12,024 12,050 26 0.2% 12,423
High 12,055 12,058 3 0.0% 12,515
Low 11,884 11,961 77 0.6% 12,024
Close 11,988 12,051 63 0.5% 12,030
Range 171 97 -74 -43.3% 491
ATR 156 152 -4 -2.7% 0
Volume 2,413 1,767 -646 -26.8% 1,161
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,314 12,280 12,104
R3 12,217 12,183 12,078
R2 12,120 12,120 12,069
R1 12,086 12,086 12,060 12,103
PP 12,023 12,023 12,023 12,032
S1 11,989 11,989 12,042 12,006
S2 11,926 11,926 12,033
S3 11,829 11,892 12,024
S4 11,732 11,795 11,998
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 12,509 11,884 625 5.2% 183 1.5% 27% False False 1,019
10 12,515 11,884 631 5.2% 159 1.3% 26% False False 575
20 12,858 11,884 974 8.1% 150 1.2% 17% False False 408
40 13,213 11,884 1,329 11.0% 120 1.0% 13% False False 209
60 13,213 11,884 1,329 11.0% 104 0.9% 13% False False 146
80 13,213 11,884 1,329 11.0% 90 0.7% 13% False False 110
100 13,213 11,884 1,329 11.0% 73 0.6% 13% False False 89
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,470
2.618 12,312
1.618 12,215
1.000 12,155
0.618 12,118
HIGH 12,058
0.618 12,021
0.500 12,010
0.382 11,998
LOW 11,961
0.618 11,901
1.000 11,864
1.618 11,804
2.618 11,707
4.250 11,549
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 12,037 12,101
PP 12,023 12,084
S1 12,010 12,068

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

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