mini-sized Dow ($5) Future June 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 12,370 12,104 -266 -2.2% 12,466
High 12,380 12,132 -248 -2.0% 12,598
Low 12,095 11,985 -110 -0.9% 12,095
Close 12,103 12,063 -40 -0.3% 12,103
Range 285 147 -138 -48.4% 503
ATR 180 178 -2 -1.3% 0
Volume 248,257 150,519 -97,738 -39.4% 808,229
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,501 12,429 12,144
R3 12,354 12,282 12,104
R2 12,207 12,207 12,090
R1 12,135 12,135 12,077 12,098
PP 12,060 12,060 12,060 12,041
S1 11,988 11,988 12,050 11,951
S2 11,913 11,913 12,036
S3 11,766 11,841 12,023
S4 11,619 11,694 11,982
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,774 13,442 12,380
R3 13,271 12,939 12,241
R2 12,768 12,768 12,195
R1 12,436 12,436 12,149 12,351
PP 12,265 12,265 12,265 12,223
S1 11,933 11,933 12,057 11,848
S2 11,762 11,762 12,011
S3 11,259 11,430 11,965
S4 10,756 10,927 11,826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,598 11,985 613 5.1% 194 1.6% 13% False True 191,749
10 12,598 11,985 613 5.1% 183 1.5% 13% False True 174,634
20 12,991 11,985 1,006 8.3% 183 1.5% 8% False True 171,510
40 13,284 11,985 1,299 10.8% 172 1.4% 6% False True 146,012
60 13,284 11,985 1,299 10.8% 156 1.3% 6% False True 131,815
80 13,284 11,985 1,299 10.8% 144 1.2% 6% False True 99,618
100 13,284 11,985 1,299 10.8% 132 1.1% 6% False True 79,697
120 13,284 11,639 1,645 13.6% 123 1.0% 26% False False 66,415
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 36
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,757
2.618 12,517
1.618 12,370
1.000 12,279
0.618 12,223
HIGH 12,132
0.618 12,076
0.500 12,059
0.382 12,041
LOW 11,985
0.618 11,894
1.000 11,838
1.618 11,747
2.618 11,600
4.250 11,360
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 12,062 12,232
PP 12,060 12,176
S1 12,059 12,119

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

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