Dow Jones EURO STOXX 50 Index Future December 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	3,066.0	3,075.0	9.0	0.3%	2,979.0
High	3,081.0	3,086.0	5.0	0.2%	3,071.0
Low	3,049.0	3,027.0	-22.0	-0.7%	2,960.0
Close	3,075.0	3,068.0	-7.0	-0.2%	3,067.0
Range	32.0	59.0	27.0	84.4%	111.0
ATR	41.0	42.3	1.3	3.1%	0.0
Volume	301,457	555,332	253,875	84.2%	260,448

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,237.3	3,211.7	3,100.5
R3	3,178.3	3,152.7	3,084.2
R2	3,119.3	3,119.3	3,078.8
R1	3,093.7	3,093.7	3,073.4	3,077.0
PP	3,060.3	3,060.3	3,060.3	3,052.0
S1	3,034.7	3,034.7	3,062.6	3,018.0
S2	3,001.3	3,001.3	3,057.2
S3	2,942.3	2,975.7	3,051.8
S4	2,883.3	2,916.7	3,035.6

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,365.7	3,327.3	3,128.1
R3	3,254.7	3,216.3	3,097.5
R2	3,143.7	3,143.7	3,087.4
R1	3,105.3	3,105.3	3,077.2	3,124.5
PP	3,032.7	3,032.7	3,032.7	3,042.3
S1	2,994.3	2,994.3	3,056.8	3,013.5
S2	2,921.7	2,921.7	3,046.7
S3	2,810.7	2,883.3	3,036.5
S4	2,699.7	2,772.3	3,006.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,086.0	2,989.0	97.0	3.2%	47.0	1.5%	81%	True	False	239,333
10	3,086.0	2,957.0	129.0	4.2%	40.1	1.3%	86%	True	False	139,580
20	3,086.0	2,934.0	152.0	5.0%	36.8	1.2%	88%	True	False	73,490
40	3,086.0	2,874.0	212.0	6.9%	36.5	1.2%	92%	True	False	37,707
60	3,086.0	2,649.0	437.0	14.2%	44.3	1.4%	96%	True	False	29,879
80	3,086.0	2,649.0	437.0	14.2%	38.1	1.2%	96%	True	False	23,264
100	3,086.0	2,649.0	437.0	14.2%	33.0	1.1%	96%	True	False	19,587
120	3,086.0	2,649.0	437.0	14.2%	28.6	0.9%	96%	True	False	16,381

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,336.8
2.618	3,240.5
1.618	3,181.5
1.000	3,145.0
0.618	3,122.5
HIGH	3,086.0
0.618	3,063.5
0.500	3,056.5
0.382	3,049.5
LOW	3,027.0
0.618	2,990.5
1.000	2,968.0
1.618	2,931.5
2.618	2,872.5
4.250	2,776.3

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	3,064.2	3,064.2
PP	3,060.3	3,060.3
S1	3,056.5	3,056.5

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