Dow Jones EURO STOXX 50 Index Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 2,087.0 2,178.0 91.0 4.4% 1,990.0
High 2,169.0 2,178.0 9.0 0.4% 2,178.0
Low 2,074.0 2,126.0 52.0 2.5% 1,928.0
Close 2,134.0 2,129.0 -5.0 -0.2% 2,129.0
Range 95.0 52.0 -43.0 -45.3% 250.0
ATR 89.9 87.2 -2.7 -3.0% 0.0
Volume 66,681 20,238 -46,443 -69.6% 267,048
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,300.3 2,266.7 2,157.6
R3 2,248.3 2,214.7 2,143.3
R2 2,196.3 2,196.3 2,138.5
R1 2,162.7 2,162.7 2,133.8 2,153.5
PP 2,144.3 2,144.3 2,144.3 2,139.8
S1 2,110.7 2,110.7 2,124.2 2,101.5
S2 2,092.3 2,092.3 2,119.5
S3 2,040.3 2,058.7 2,114.7
S4 1,988.3 2,006.7 2,100.4
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,828.3 2,728.7 2,266.5
R3 2,578.3 2,478.7 2,197.8
R2 2,328.3 2,328.3 2,174.8
R1 2,228.7 2,228.7 2,151.9 2,278.5
PP 2,078.3 2,078.3 2,078.3 2,103.3
S1 1,978.7 1,978.7 2,106.1 2,028.5
S2 1,828.3 1,828.3 2,083.2
S3 1,578.3 1,728.7 2,060.3
S4 1,328.3 1,478.7 1,991.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,178.0 1,928.0 250.0 11.7% 86.6 4.1% 80% True False 53,409
10 2,178.0 1,928.0 250.0 11.7% 81.7 3.8% 80% True False 34,249
20 2,310.0 1,928.0 382.0 17.9% 74.5 3.5% 53% False False 18,412
40 2,754.0 1,928.0 826.0 38.8% 81.7 3.8% 24% False False 9,573
60 2,890.0 1,928.0 962.0 45.2% 67.8 3.2% 21% False False 6,522
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 15.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,399.0
2.618 2,314.1
1.618 2,262.1
1.000 2,230.0
0.618 2,210.1
HIGH 2,178.0
0.618 2,158.1
0.500 2,152.0
0.382 2,145.9
LOW 2,126.0
0.618 2,093.9
1.000 2,074.0
1.618 2,041.9
2.618 1,989.9
4.250 1,905.0
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 2,152.0 2,111.7
PP 2,144.3 2,094.3
S1 2,136.7 2,077.0

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

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