Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 11-Aug-2016

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	3,024.0	3,024.0	0.0	0.0%	3,022.0
High	3,031.0	3,050.0	19.0	0.6%	3,030.0
Low	3,012.0	3,013.0	1.0	0.0%	2,888.0
Close	3,018.0	3,044.0	26.0	0.9%	2,970.0
Range	19.0	37.0	18.0	94.7%	142.0
ATR	50.0	49.0	-0.9	-1.9%	0.0
Volume	821,730	663,454	-158,276	-19.3%	4,485,416

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,146.7	3,132.3	3,064.4
R3	3,109.7	3,095.3	3,054.2
R2	3,072.7	3,072.7	3,050.8
R1	3,058.3	3,058.3	3,047.4	3,065.5
PP	3,035.7	3,035.7	3,035.7	3,039.3
S1	3,021.3	3,021.3	3,040.6	3,028.5
S2	2,998.7	2,998.7	3,037.2
S3	2,961.7	2,984.3	3,033.8
S4	2,924.7	2,947.3	3,023.7

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,388.7	3,321.3	3,048.1
R3	3,246.7	3,179.3	3,009.1
R2	3,104.7	3,104.7	2,996.0
R1	3,037.3	3,037.3	2,983.0	3,000.0
PP	2,962.7	2,962.7	2,962.7	2,944.0
S1	2,895.3	2,895.3	2,957.0	2,858.0
S2	2,820.7	2,820.7	2,944.0
S3	2,678.7	2,753.3	2,931.0
S4	2,536.7	2,611.3	2,891.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,050.0	2,930.0	120.0	3.9%	36.2	1.2%	95%	True	False	745,534
10	3,050.0	2,888.0	162.0	5.3%	41.8	1.4%	96%	True	False	838,787
20	3,050.0	2,888.0	162.0	5.3%	40.9	1.3%	96%	True	False	885,482
40	3,058.0	2,645.0	413.0	13.6%	54.7	1.8%	97%	False	False	1,234,419
60	3,078.0	2,645.0	433.0	14.2%	51.5	1.7%	92%	False	False	951,580
80	3,078.0	2,645.0	433.0	14.2%	50.3	1.7%	92%	False	False	716,166
100	3,078.0	2,645.0	433.0	14.2%	50.1	1.6%	92%	False	False	573,678
120	3,078.0	2,645.0	433.0	14.2%	47.4	1.6%	92%	False	False	480,116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,207.3
2.618	3,146.9
1.618	3,109.9
1.000	3,087.0
0.618	3,072.9
HIGH	3,050.0
0.618	3,035.9
0.500	3,031.5
0.382	3,027.1
LOW	3,013.0
0.618	2,990.1
1.000	2,976.0
1.618	2,953.1
2.618	2,916.1
4.250	2,855.8

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	3,039.8	3,033.7
PP	3,035.7	3,023.3
S1	3,031.5	3,013.0

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