mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 12,176 12,059 -117 -1.0% 12,378
High 12,180 12,067 -113 -0.9% 12,522
Low 12,016 11,991 -25 -0.2% 12,016
Close 12,056 12,019 -37 -0.3% 12,056
Range 164 76 -88 -53.7% 506
ATR 149 144 -5 -3.5% 0
Volume 179 425 246 137.4% 1,509
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,254 12,212 12,061
R3 12,178 12,136 12,040
R2 12,102 12,102 12,033
R1 12,060 12,060 12,026 12,043
PP 12,026 12,026 12,026 12,017
S1 11,984 11,984 12,012 11,967
S2 11,950 11,950 12,005
S3 11,874 11,908 11,998
S4 11,798 11,832 11,977
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 11,991 531 4.4% 163 1.4% 5% False True 386
10 12,522 11,991 531 4.4% 145 1.2% 5% False True 300
20 12,667 11,991 676 5.6% 146 1.2% 4% False True 209
40 12,803 11,970 833 6.9% 143 1.2% 6% False False 146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 27
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 12,390
2.618 12,266
1.618 12,190
1.000 12,143
0.618 12,114
HIGH 12,067
0.618 12,038
0.500 12,029
0.382 12,020
LOW 11,991
0.618 11,944
1.000 11,915
1.618 11,868
2.618 11,792
4.250 11,668
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 12,029 12,115
PP 12,026 12,083
S1 12,022 12,051

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

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