Dow Jones EURO STOXX 50 Index Future March 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 2,273.0 2,302.0 29.0 1.3% 2,095.0
High 2,318.0 2,310.0 -8.0 -0.3% 2,274.0
Low 2,255.0 2,270.0 15.0 0.7% 2,043.0
Close 2,303.0 2,296.0 -7.0 -0.3% 2,252.0
Range 63.0 40.0 -23.0 -36.5% 231.0
ATR 83.8 80.7 -3.1 -3.7% 0.0
Volume 905 28,523 27,618 3,051.7% 5,001
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,412.0 2,394.0 2,318.0
R3 2,372.0 2,354.0 2,307.0
R2 2,332.0 2,332.0 2,303.3
R1 2,314.0 2,314.0 2,299.7 2,303.0
PP 2,292.0 2,292.0 2,292.0 2,286.5
S1 2,274.0 2,274.0 2,292.3 2,263.0
S2 2,252.0 2,252.0 2,288.7
S3 2,212.0 2,234.0 2,285.0
S4 2,172.0 2,194.0 2,274.0
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,882.7 2,798.3 2,379.1
R3 2,651.7 2,567.3 2,315.5
R2 2,420.7 2,420.7 2,294.4
R1 2,336.3 2,336.3 2,273.2 2,378.5
PP 2,189.7 2,189.7 2,189.7 2,210.8
S1 2,105.3 2,105.3 2,230.8 2,147.5
S2 1,958.7 1,958.7 2,209.7
S3 1,727.7 1,874.3 2,188.5
S4 1,496.7 1,643.3 2,125.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,318.0 2,099.0 219.0 9.5% 62.2 2.7% 90% False False 6,648
10 2,318.0 2,043.0 275.0 12.0% 63.6 2.8% 92% False False 3,523
20 2,318.0 1,927.0 391.0 17.0% 73.6 3.2% 94% False False 10,548
40 2,318.0 1,927.0 391.0 17.0% 73.1 3.2% 94% False False 10,758
60 2,788.0 1,927.0 861.0 37.5% 76.9 3.4% 43% False False 7,392
80 2,890.0 1,927.0 963.0 41.9% 67.3 2.9% 38% False False 5,634
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.4
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,480.0
2.618 2,414.7
1.618 2,374.7
1.000 2,350.0
0.618 2,334.7
HIGH 2,310.0
0.618 2,294.7
0.500 2,290.0
0.382 2,285.3
LOW 2,270.0
0.618 2,245.3
1.000 2,230.0
1.618 2,205.3
2.618 2,165.3
4.250 2,100.0
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 2,294.0 2,287.7
PP 2,292.0 2,279.3
S1 2,290.0 2,271.0

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

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