mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 12,403 12,605 202 1.6% 12,024
High 12,508 12,715 207 1.7% 12,508
Low 12,310 12,308 -2 0.0% 11,884
Close 12,503 12,310 -193 -1.5% 12,503
Range 198 407 209 105.6% 624
ATR 163 180 17 10.7% 0
Volume 102,648 180,261 77,613 75.6% 145,851
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,665 13,395 12,534
R3 13,258 12,988 12,422
R2 12,851 12,851 12,385
R1 12,581 12,581 12,347 12,513
PP 12,444 12,444 12,444 12,410
S1 12,174 12,174 12,273 12,106
S2 12,037 12,037 12,236
S3 11,630 11,767 12,198
S4 11,223 11,360 12,086
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 14,170 13,961 12,846
R3 13,546 13,337 12,675
R2 12,922 12,922 12,618
R1 12,713 12,713 12,560 12,818
PP 12,298 12,298 12,298 12,351
S1 12,089 12,089 12,446 12,194
S2 11,674 11,674 12,389
S3 11,050 11,465 12,332
S4 10,426 10,841 12,160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,715 11,961 754 6.1% 228 1.8% 46% True False 64,739
10 12,715 11,884 831 6.8% 205 1.7% 51% True False 32,727
20 12,715 11,884 831 6.8% 177 1.4% 51% True False 16,496
40 13,213 11,884 1,329 10.8% 131 1.1% 32% False False 8,256
60 13,213 11,884 1,329 10.8% 117 0.9% 32% False False 5,508
80 13,213 11,884 1,329 10.8% 102 0.8% 32% False False 4,134
100 13,213 11,884 1,329 10.8% 84 0.7% 32% False False 3,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 14,445
2.618 13,781
1.618 13,374
1.000 13,122
0.618 12,967
HIGH 12,715
0.618 12,560
0.500 12,512
0.382 12,464
LOW 12,308
0.618 12,057
1.000 11,901
1.618 11,650
2.618 11,243
4.250 10,578
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 12,512 12,512
PP 12,444 12,444
S1 12,377 12,377

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

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