mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 12,059 12,003 -56 -0.5% 12,378
High 12,067 12,090 23 0.2% 12,522
Low 11,991 11,981 -10 -0.1% 12,016
Close 12,019 12,004 -15 -0.1% 12,056
Range 76 109 33 43.4% 506
ATR 144 142 -3 -1.7% 0
Volume 425 819 394 92.7% 1,509
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,352 12,287 12,064
R3 12,243 12,178 12,034
R2 12,134 12,134 12,024
R1 12,069 12,069 12,014 12,102
PP 12,025 12,025 12,025 12,041
S1 11,960 11,960 11,994 11,993
S2 11,916 11,916 11,984
S3 11,807 11,851 11,974
S4 11,698 11,742 11,944
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 11,981 541 4.5% 159 1.3% 4% False True 397
10 12,522 11,981 541 4.5% 142 1.2% 4% False True 366
20 12,667 11,981 686 5.7% 146 1.2% 3% False True 243
40 12,803 11,970 833 6.9% 142 1.2% 4% False False 165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,553
2.618 12,375
1.618 12,266
1.000 12,199
0.618 12,157
HIGH 12,090
0.618 12,048
0.500 12,036
0.382 12,023
LOW 11,981
0.618 11,914
1.000 11,872
1.618 11,805
2.618 11,696
4.250 11,518
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 12,036 12,081
PP 12,025 12,055
S1 12,015 12,030

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

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