Dow Jones EURO STOXX 50 Index Future March 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	3,124.0	3,173.0	49.0	1.6%	3,065.0
High	3,178.0	3,175.0	-3.0	-0.1%	3,127.0
Low	3,120.0	3,144.0	24.0	0.8%	3,058.0
Close	3,163.0	3,148.0	-15.0	-0.5%	3,098.0
Range	58.0	31.0	-27.0	-46.6%	69.0
ATR	42.8	41.9	-0.8	-2.0%	0.0
Volume	904,660	920,600	15,940	1.8%	3,894,748

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,248.7	3,229.3	3,165.1
R3	3,217.7	3,198.3	3,156.5
R2	3,186.7	3,186.7	3,153.7
R1	3,167.3	3,167.3	3,150.8	3,161.5
PP	3,155.7	3,155.7	3,155.7	3,152.8
S1	3,136.3	3,136.3	3,145.2	3,130.5
S2	3,124.7	3,124.7	3,142.3
S3	3,093.7	3,105.3	3,139.5
S4	3,062.7	3,074.3	3,131.0

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,301.3	3,268.7	3,136.0
R3	3,232.3	3,199.7	3,117.0
R2	3,163.3	3,163.3	3,110.7
R1	3,130.7	3,130.7	3,104.3	3,147.0
PP	3,094.3	3,094.3	3,094.3	3,102.5
S1	3,061.7	3,061.7	3,091.7	3,078.0
S2	3,025.3	3,025.3	3,085.4
S3	2,956.3	2,992.7	3,079.0
S4	2,887.3	2,923.7	3,060.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,178.0	3,066.0	112.0	3.6%	43.0	1.4%	73%	False	False	861,695
10	3,178.0	3,049.0	129.0	4.1%	39.0	1.2%	77%	False	False	814,171
20	3,178.0	2,910.0	268.0	8.5%	40.3	1.3%	89%	False	False	759,204
40	3,178.0	2,910.0	268.0	8.5%	36.9	1.2%	89%	False	False	421,280
60	3,178.0	2,910.0	268.0	8.5%	35.3	1.1%	89%	False	False	281,368
80	3,178.0	2,857.0	321.0	10.2%	33.6	1.1%	91%	False	False	211,170
100	3,178.0	2,708.0	470.0	14.9%	32.2	1.0%	94%	False	False	168,950
120	3,178.0	2,708.0	470.0	14.9%	28.9	0.9%	94%	False	False	140,794

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	9.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,306.8
2.618	3,256.2
1.618	3,225.2
1.000	3,206.0
0.618	3,194.2
HIGH	3,175.0
0.618	3,163.2
0.500	3,159.5
0.382	3,155.8
LOW	3,144.0
0.618	3,124.8
1.000	3,113.0
1.618	3,093.8
2.618	3,062.8
4.250	3,012.3

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	3,159.5	3,139.3
PP	3,155.7	3,130.7
S1	3,151.8	3,122.0

Download as Excel Spreadsheet

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

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