mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 12,051 12,346 295 2.4% 12,423
High 12,346 12,475 129 1.0% 12,515
Low 12,051 12,335 284 2.4% 12,024
Close 12,346 12,406 60 0.5% 12,030
Range 295 140 -155 -52.5% 491
ATR 162 160 -2 -1.0% 0
Volume 11,650 27,373 15,723 135.0% 1,161
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,825 12,756 12,483
R3 12,685 12,616 12,445
R2 12,545 12,545 12,432
R1 12,476 12,476 12,419 12,511
PP 12,405 12,405 12,405 12,423
S1 12,336 12,336 12,393 12,371
S2 12,265 12,265 12,380
S3 12,125 12,196 12,368
S4 11,985 12,056 12,329
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 12,475 11,884 591 4.8% 200 1.6% 88% True False 8,762
10 12,515 11,884 631 5.1% 174 1.4% 83% False False 4,452
20 12,800 11,884 916 7.4% 157 1.3% 57% False False 2,357
40 13,213 11,884 1,329 10.7% 125 1.0% 39% False False 1,184
60 13,213 11,884 1,329 10.7% 108 0.9% 39% False False 794
80 13,213 11,884 1,329 10.7% 95 0.8% 39% False False 598
100 13,213 11,884 1,329 10.7% 78 0.6% 39% False False 479
Crabel Price Patterns
NR True
NR4 False
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 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,070
2.618 12,842
1.618 12,702
1.000 12,615
0.618 12,562
HIGH 12,475
0.618 12,422
0.500 12,405
0.382 12,389
LOW 12,335
0.618 12,249
1.000 12,195
1.618 12,109
2.618 11,969
4.250 11,740
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 12,406 12,343
PP 12,405 12,281
S1 12,405 12,218

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

View Archives - Comment on this page... - Back to Index of Symbols