mini-sized Dow ($5) Future December 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 12,000 12,271 271 2.3% 12,436
High 12,000 12,271 271 2.3% 12,436
Low 11,976 12,271 295 2.5% 11,955
Close 11,976 12,271 295 2.5% 11,955
Range 24 0 -24 -100.0% 481
ATR 117 129 13 10.9% 0
Volume 2 1 -1 -50.0% 4
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,271 12,271 12,271
R3 12,271 12,271 12,271
R2 12,271 12,271 12,271
R1 12,271 12,271 12,271 12,271
PP 12,271 12,271 12,271 12,271
S1 12,271 12,271 12,271 12,271
S2 12,271 12,271 12,271
S3 12,271 12,271 12,271
S4 12,271 12,271 12,271
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 12,271 11,913 358 2.9% 34 0.3% 100% True False 1
10 12,436 11,913 523 4.3% 38 0.3% 68% False False 1
20 12,728 11,913 815 6.6% 59 0.5% 44% False False 1
40 13,108 11,913 1,195 9.7% 45 0.4% 30% False False 3
60 13,109 11,913 1,196 9.7% 37 0.3% 30% False False 5
80 13,109 11,913 1,196 9.7% 33 0.3% 30% False False 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 12,271
2.618 12,271
1.618 12,271
1.000 12,271
0.618 12,271
HIGH 12,271
0.618 12,271
0.500 12,271
0.382 12,271
LOW 12,271
0.618 12,271
1.000 12,271
1.618 12,271
2.618 12,271
4.250 12,271
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 12,271 12,211
PP 12,271 12,152
S1 12,271 12,092

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

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