Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 22-Apr-2016

Day Change Summary
	Previous	Current
	21-Apr-2016	22-Apr-2016	Change	Change %	Previous Week
Open	3,072.0	3,069.0	-3.0	-0.1%	2,938.0
High	3,078.0	3,073.0	-5.0	-0.2%	3,078.0
Low	3,045.0	3,048.0	3.0	0.1%	2,926.0
Close	3,077.0	3,059.0	-18.0	-0.6%	3,059.0
Range	33.0	25.0	-8.0	-24.2%	152.0
ATR	53.3	51.6	-1.7	-3.3%	0.0
Volume	20,757	63	-20,694	-99.7%	36,236

Daily Pivots for day following 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,135.0	3,122.0	3,072.8
R3	3,110.0	3,097.0	3,065.9
R2	3,085.0	3,085.0	3,063.6
R1	3,072.0	3,072.0	3,061.3	3,066.0
PP	3,060.0	3,060.0	3,060.0	3,057.0
S1	3,047.0	3,047.0	3,056.7	3,041.0
S2	3,035.0	3,035.0	3,054.4
S3	3,010.0	3,022.0	3,052.1
S4	2,985.0	2,997.0	3,045.3

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,477.0	3,420.0	3,142.6
R3	3,325.0	3,268.0	3,100.8
R2	3,173.0	3,173.0	3,086.9
R1	3,116.0	3,116.0	3,072.9	3,144.5
PP	3,021.0	3,021.0	3,021.0	3,035.3
S1	2,964.0	2,964.0	3,045.1	2,992.5
S2	2,869.0	2,869.0	3,031.1
S3	2,717.0	2,812.0	3,017.2
S4	2,565.0	2,660.0	2,975.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,078.0	2,926.0	152.0	5.0%	45.6	1.5%	88%	False	False	7,247
10	3,078.0	2,802.0	276.0	9.0%	45.1	1.5%	93%	False	False	3,746
20	3,078.0	2,763.0	315.0	10.3%	47.4	1.5%	94%	False	False	2,267
40	3,078.0	2,761.0	317.0	10.4%	42.9	1.4%	94%	False	False	8,538
60	3,078.0	2,603.0	475.0	15.5%	35.6	1.2%	96%	False	False	5,792
80	3,218.0	2,603.0	615.0	20.1%	34.7	1.1%	74%	False	False	4,380

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	7.8
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,179.3
2.618	3,138.5
1.618	3,113.5
1.000	3,098.0
0.618	3,088.5
HIGH	3,073.0
0.618	3,063.5
0.500	3,060.5
0.382	3,057.6
LOW	3,048.0
0.618	3,032.6
1.000	3,023.0
1.618	3,007.6
2.618	2,982.6
4.250	2,941.8

Fisher Pivots for day following 22-Apr-2016
Pivot	1 day	3 day
R1	3,060.5	3,054.3
PP	3,060.0	3,049.7
S1	3,059.5	3,045.0

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