mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 12,492 12,200 -292 -2.3% 12,365
High 12,522 12,239 -283 -2.3% 12,402
Low 12,197 12,120 -77 -0.6% 12,157
Close 12,206 12,169 -37 -0.3% 12,359
Range 325 119 -206 -63.4% 245
ATR 150 148 -2 -1.5% 0
Volume 268 294 26 9.7% 1,067
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,533 12,470 12,235
R3 12,414 12,351 12,202
R2 12,295 12,295 12,191
R1 12,232 12,232 12,180 12,204
PP 12,176 12,176 12,176 12,162
S1 12,113 12,113 12,158 12,085
S2 12,057 12,057 12,147
S3 11,938 11,994 12,136
S4 11,819 11,875 12,104
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 13,041 12,945 12,494
R3 12,796 12,700 12,427
R2 12,551 12,551 12,404
R1 12,455 12,455 12,382 12,381
PP 12,306 12,306 12,306 12,269
S1 12,210 12,210 12,337 12,136
S2 12,061 12,061 12,314
S3 11,816 11,965 12,292
S4 11,571 11,720 12,224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,522 12,120 402 3.3% 157 1.3% 12% False True 358
10 12,543 12,120 423 3.5% 144 1.2% 12% False True 256
20 12,667 12,120 547 4.5% 154 1.3% 9% False True 195
40 12,803 11,970 833 6.8% 141 1.2% 24% False False 138
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 31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,745
2.618 12,551
1.618 12,432
1.000 12,358
0.618 12,313
HIGH 12,239
0.618 12,194
0.500 12,180
0.382 12,166
LOW 12,120
0.618 12,047
1.000 12,001
1.618 11,928
2.618 11,809
4.250 11,614
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 12,180 12,321
PP 12,176 12,270
S1 12,173 12,220

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

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