mini-sized Dow ($5) Future September 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 12,298 12,024 -274 -2.2% 12,423
High 12,318 12,055 -263 -2.1% 12,515
Low 12,024 11,884 -140 -1.2% 12,024
Close 12,030 11,988 -42 -0.3% 12,030
Range 294 171 -123 -41.8% 491
ATR 155 156 1 0.8% 0
Volume 610 2,413 1,803 295.6% 1,161
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 12,489 12,409 12,082
R3 12,318 12,238 12,035
R2 12,147 12,147 12,019
R1 12,067 12,067 12,004 12,022
PP 11,976 11,976 11,976 11,953
S1 11,896 11,896 11,972 11,851
S2 11,805 11,805 11,957
S3 11,634 11,725 11,941
S4 11,463 11,554 11,894
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 13,663 13,337 12,300
R3 13,172 12,846 12,165
R2 12,681 12,681 12,120
R1 12,355 12,355 12,075 12,273
PP 12,190 12,190 12,190 12,148
S1 11,864 11,864 11,985 11,782
S2 11,699 11,699 11,940
S3 11,208 11,373 11,895
S4 10,717 10,882 11,760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,515 11,884 631 5.3% 182 1.5% 16% False True 714
10 12,515 11,884 631 5.3% 167 1.4% 16% False True 480
20 12,890 11,884 1,006 8.4% 155 1.3% 10% False True 321
40 13,213 11,884 1,329 11.1% 119 1.0% 8% False True 165
60 13,213 11,884 1,329 11.1% 104 0.9% 8% False True 117
80 13,213 11,884 1,329 11.1% 89 0.7% 8% False True 88
100 13,213 11,884 1,329 11.1% 72 0.6% 8% False True 71
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,782
2.618 12,503
1.618 12,332
1.000 12,226
0.618 12,161
HIGH 12,055
0.618 11,990
0.500 11,970
0.382 11,949
LOW 11,884
0.618 11,778
1.000 11,713
1.618 11,607
2.618 11,436
4.250 11,157
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 11,982 12,143
PP 11,976 12,091
S1 11,970 12,040

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

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