mini-sized Dow ($5) Future December 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 12,100 11,913 -187 -1.5% 12,436
High 12,100 11,913 -187 -1.5% 12,436
Low 11,955 11,913 -42 -0.4% 11,955
Close 11,955 11,913 -42 -0.4% 11,955
Range 145 0 -145 -100.0% 481
ATR 125 119 -6 -4.7% 0
Volume 1 2 1 100.0% 4
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 11,913 11,913 11,913
R3 11,913 11,913 11,913
R2 11,913 11,913 11,913
R1 11,913 11,913 11,913 11,913
PP 11,913 11,913 11,913 11,913
S1 11,913 11,913 11,913 11,913
S2 11,913 11,913 11,913
S3 11,913 11,913 11,913
S4 11,913 11,913 11,913
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,558 13,238 12,220
R3 13,077 12,757 12,087
R2 12,596 12,596 12,043
R1 12,276 12,276 11,999 12,196
PP 12,115 12,115 12,115 12,075
S1 11,795 11,795 11,911 11,715
S2 11,634 11,634 11,867
S3 11,153 11,314 11,823
S4 10,672 10,833 11,691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,436 11,913 523 4.4% 29 0.2% 0% False True 1
10 12,436 11,913 523 4.4% 48 0.4% 0% False True 1
20 12,808 11,913 895 7.5% 65 0.5% 0% False True 2
40 13,108 11,913 1,195 10.0% 45 0.4% 0% False True 3
60 13,109 11,913 1,196 10.0% 37 0.3% 0% False True 5
80 13,109 11,913 1,196 10.0% 33 0.3% 0% False True 4
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 0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,913
2.618 11,913
1.618 11,913
1.000 11,913
0.618 11,913
HIGH 11,913
0.618 11,913
0.500 11,913
0.382 11,913
LOW 11,913
0.618 11,913
1.000 11,913
1.618 11,913
2.618 11,913
4.250 11,913
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 11,913 12,075
PP 11,913 12,021
S1 11,913 11,967

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

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