Dow Jones EURO STOXX 50 Index Future December 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 2,477.0 2,483.0 6.0 0.2% 2,548.0
High 2,516.0 2,497.0 -19.0 -0.8% 2,568.0
Low 2,468.0 2,470.0 2.0 0.1% 2,446.0
Close 2,489.0 2,487.0 -2.0 -0.1% 2,455.0
Range 48.0 27.0 -21.0 -43.8% 122.0
ATR 45.4 44.1 -1.3 -2.9% 0.0
Volume 872,604 973,581 100,977 11.6% 5,728,562
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 2,565.7 2,553.3 2,501.9
R3 2,538.7 2,526.3 2,494.4
R2 2,511.7 2,511.7 2,492.0
R1 2,499.3 2,499.3 2,489.5 2,505.5
PP 2,484.7 2,484.7 2,484.7 2,487.8
S1 2,472.3 2,472.3 2,484.5 2,478.5
S2 2,457.7 2,457.7 2,482.1
S3 2,430.7 2,445.3 2,479.6
S4 2,403.7 2,418.3 2,472.2
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,855.7 2,777.3 2,522.1
R3 2,733.7 2,655.3 2,488.6
R2 2,611.7 2,611.7 2,477.4
R1 2,533.3 2,533.3 2,466.2 2,511.5
PP 2,489.7 2,489.7 2,489.7 2,478.8
S1 2,411.3 2,411.3 2,443.8 2,389.5
S2 2,367.7 2,367.7 2,432.6
S3 2,245.7 2,289.3 2,421.5
S4 2,123.7 2,167.3 2,387.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,525.0 2,437.0 88.0 3.5% 49.8 2.0% 57% False False 1,074,587
10 2,570.0 2,437.0 133.0 5.3% 41.6 1.7% 38% False False 1,010,360
20 2,594.0 2,430.0 164.0 6.6% 41.3 1.7% 35% False False 741,986
40 2,594.0 2,385.0 209.0 8.4% 37.3 1.5% 49% False False 373,653
60 2,594.0 2,115.0 479.0 19.3% 42.2 1.7% 78% False False 251,684
80 2,594.0 2,098.0 496.0 19.9% 42.5 1.7% 78% False False 191,360
100 2,594.0 2,016.0 578.0 23.2% 42.9 1.7% 81% False False 154,221
120 2,594.0 2,016.0 578.0 23.2% 43.9 1.8% 81% False False 128,566
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,611.8
2.618 2,567.7
1.618 2,540.7
1.000 2,524.0
0.618 2,513.7
HIGH 2,497.0
0.618 2,486.7
0.500 2,483.5
0.382 2,480.3
LOW 2,470.0
0.618 2,453.3
1.000 2,443.0
1.618 2,426.3
2.618 2,399.3
4.250 2,355.3
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 2,485.8 2,483.5
PP 2,484.7 2,480.0
S1 2,483.5 2,476.5

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

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