Dow Jones EURO STOXX 50 Index Future March 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 2,285.0 2,348.0 63.0 2.8% 2,360.0
High 2,330.0 2,361.0 31.0 1.3% 2,381.0
Low 2,271.0 2,314.0 43.0 1.9% 2,256.0
Close 2,322.0 2,359.0 37.0 1.6% 2,322.0
Range 59.0 47.0 -12.0 -20.3% 125.0
ATR 75.1 73.1 -2.0 -2.7% 0.0
Volume 954 1,142 188 19.7% 42,763
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,485.7 2,469.3 2,384.9
R3 2,438.7 2,422.3 2,371.9
R2 2,391.7 2,391.7 2,367.6
R1 2,375.3 2,375.3 2,363.3 2,383.5
PP 2,344.7 2,344.7 2,344.7 2,348.8
S1 2,328.3 2,328.3 2,354.7 2,336.5
S2 2,297.7 2,297.7 2,350.4
S3 2,250.7 2,281.3 2,346.1
S4 2,203.7 2,234.3 2,333.2
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,694.7 2,633.3 2,390.8
R3 2,569.7 2,508.3 2,356.4
R2 2,444.7 2,444.7 2,344.9
R1 2,383.3 2,383.3 2,333.5 2,351.5
PP 2,319.7 2,319.7 2,319.7 2,303.8
S1 2,258.3 2,258.3 2,310.5 2,226.5
S2 2,194.7 2,194.7 2,299.1
S3 2,069.7 2,133.3 2,287.6
S4 1,944.7 2,008.3 2,253.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,361.0 2,256.0 105.0 4.5% 56.4 2.4% 98% True False 4,692
10 2,381.0 2,256.0 125.0 5.3% 62.4 2.6% 82% False False 10,925
20 2,381.0 2,043.0 338.0 14.3% 64.6 2.7% 93% False False 6,510
40 2,381.0 1,927.0 454.0 19.2% 71.3 3.0% 95% False False 12,512
60 2,590.0 1,927.0 663.0 28.1% 78.8 3.3% 65% False False 8,678
80 2,869.0 1,927.0 942.0 39.9% 70.1 3.0% 46% False False 6,611
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 17.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,560.8
2.618 2,484.0
1.618 2,437.0
1.000 2,408.0
0.618 2,390.0
HIGH 2,361.0
0.618 2,343.0
0.500 2,337.5
0.382 2,332.0
LOW 2,314.0
0.618 2,285.0
1.000 2,267.0
1.618 2,238.0
2.618 2,191.0
4.250 2,114.3
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 2,351.8 2,342.2
PP 2,344.7 2,325.3
S1 2,337.5 2,308.5

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

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