mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 12,050 12,051 1 0.0% 12,423
High 12,058 12,346 288 2.4% 12,515
Low 11,961 12,051 90 0.8% 12,024
Close 12,051 12,346 295 2.4% 12,030
Range 97 295 198 204.1% 491
ATR 152 162 10 6.8% 0
Volume 1,767 11,650 9,883 559.3% 1,161
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,133 13,034 12,508
R3 12,838 12,739 12,427
R2 12,543 12,543 12,400
R1 12,444 12,444 12,373 12,494
PP 12,248 12,248 12,248 12,272
S1 12,149 12,149 12,319 12,199
S2 11,953 11,953 12,292
S3 11,658 11,854 12,265
S4 11,363 11,559 12,184
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 12,402 11,884 518 4.2% 203 1.6% 89% False False 3,335
10 12,515 11,884 631 5.1% 177 1.4% 73% False False 1,736
20 12,805 11,884 921 7.5% 157 1.3% 50% False False 989
40 13,213 11,884 1,329 10.8% 121 1.0% 35% False False 500
60 13,213 11,884 1,329 10.8% 107 0.9% 35% False False 340
80 13,213 11,884 1,329 10.8% 93 0.8% 35% False False 256
100 13,213 11,884 1,329 10.8% 76 0.6% 35% False False 205
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 31
Widest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 13,600
2.618 13,118
1.618 12,823
1.000 12,641
0.618 12,528
HIGH 12,346
0.618 12,233
0.500 12,199
0.382 12,164
LOW 12,051
0.618 11,869
1.000 11,756
1.618 11,574
2.618 11,279
4.250 10,797
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 12,297 12,269
PP 12,248 12,192
S1 12,199 12,115

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

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