mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 12,200 12,176 -24 -0.2% 12,378
High 12,239 12,180 -59 -0.5% 12,522
Low 12,120 12,016 -104 -0.9% 12,016
Close 12,169 12,056 -113 -0.9% 12,056
Range 119 164 45 37.8% 506
ATR 148 149 1 0.8% 0
Volume 294 179 -115 -39.1% 1,509
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,576 12,480 12,146
R3 12,412 12,316 12,101
R2 12,248 12,248 12,086
R1 12,152 12,152 12,071 12,118
PP 12,084 12,084 12,084 12,067
S1 11,988 11,988 12,041 11,954
S2 11,920 11,920 12,026
S3 11,756 11,824 12,011
S4 11,592 11,660 11,966
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 13,716 13,392 12,334
R3 13,210 12,886 12,195
R2 12,704 12,704 12,149
R1 12,380 12,380 12,103 12,289
PP 12,198 12,198 12,198 12,153
S1 11,874 11,874 12,010 11,783
S2 11,692 11,692 11,963
S3 11,186 11,368 11,917
S4 10,680 10,862 11,778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,522 12,016 506 4.2% 166 1.4% 8% False True 347
10 12,531 12,016 515 4.3% 150 1.2% 8% False True 265
20 12,667 12,016 651 5.4% 150 1.2% 6% False True 199
40 12,803 11,970 833 6.9% 143 1.2% 10% False False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,877
2.618 12,609
1.618 12,445
1.000 12,344
0.618 12,281
HIGH 12,180
0.618 12,117
0.500 12,098
0.382 12,079
LOW 12,016
0.618 11,915
1.000 11,852
1.618 11,751
2.618 11,587
4.250 11,319
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 12,098 12,269
PP 12,084 12,198
S1 12,070 12,127

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

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