mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 12,011 11,980 -31 -0.3% 12,378
High 12,022 12,108 86 0.7% 12,522
Low 11,940 11,948 8 0.1% 12,016
Close 11,962 12,044 82 0.7% 12,056
Range 82 160 78 95.1% 506
ATR 137 139 2 1.2% 0
Volume 7,415 39,158 31,743 428.1% 1,509
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 12,513 12,439 12,132
R3 12,353 12,279 12,088
R2 12,193 12,193 12,073
R1 12,119 12,119 12,059 12,156
PP 12,033 12,033 12,033 12,052
S1 11,959 11,959 12,029 11,996
S2 11,873 11,873 12,015
S3 11,713 11,799 12,000
S4 11,553 11,639 11,956
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 12,180 11,940 240 2.0% 118 1.0% 43% False False 9,599
10 12,522 11,940 582 4.8% 138 1.1% 18% False False 4,978
20 12,641 11,940 701 5.8% 142 1.2% 15% False False 2,563
40 12,803 11,940 863 7.2% 142 1.2% 12% False False 1,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,788
2.618 12,527
1.618 12,367
1.000 12,268
0.618 12,207
HIGH 12,108
0.618 12,047
0.500 12,028
0.382 12,009
LOW 11,948
0.618 11,849
1.000 11,788
1.618 11,689
2.618 11,529
4.250 11,268
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 12,039 12,037
PP 12,033 12,031
S1 12,028 12,024

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

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