Dow Jones EURO STOXX 50 Index Future March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 2,269.0 2,228.0 -41.0 -1.8% 2,348.0
High 2,281.0 2,253.0 -28.0 -1.2% 2,392.0
Low 2,219.0 2,196.0 -23.0 -1.0% 2,245.0
Close 2,228.0 2,206.0 -22.0 -1.0% 2,338.0
Range 62.0 57.0 -5.0 -8.1% 147.0
ATR 75.8 74.4 -1.3 -1.8% 0.0
Volume 1,250,509 1,518,569 268,060 21.4% 596,249
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,389.3 2,354.7 2,237.4
R3 2,332.3 2,297.7 2,221.7
R2 2,275.3 2,275.3 2,216.5
R1 2,240.7 2,240.7 2,211.2 2,229.5
PP 2,218.3 2,218.3 2,218.3 2,212.8
S1 2,183.7 2,183.7 2,200.8 2,172.5
S2 2,161.3 2,161.3 2,195.6
S3 2,104.3 2,126.7 2,190.3
S4 2,047.3 2,069.7 2,174.7
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,766.0 2,699.0 2,418.9
R3 2,619.0 2,552.0 2,378.4
R2 2,472.0 2,472.0 2,365.0
R1 2,405.0 2,405.0 2,351.5 2,365.0
PP 2,325.0 2,325.0 2,325.0 2,305.0
S1 2,258.0 2,258.0 2,324.5 2,218.0
S2 2,178.0 2,178.0 2,311.1
S3 2,031.0 2,111.0 2,297.6
S4 1,884.0 1,964.0 2,257.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,365.0 2,196.0 169.0 7.7% 81.0 3.7% 6% False True 823,576
10 2,392.0 2,196.0 196.0 8.9% 64.6 2.9% 5% False True 439,645
20 2,392.0 2,059.0 333.0 15.1% 65.9 3.0% 44% False False 238,737
40 2,503.0 2,059.0 444.0 20.1% 71.0 3.2% 33% False False 124,808
60 2,503.0 1,927.0 576.0 26.1% 71.4 3.2% 48% False False 85,395
80 2,503.0 1,927.0 576.0 26.1% 71.6 3.2% 48% False False 68,674
100 2,702.0 1,927.0 775.0 35.1% 76.2 3.5% 36% False False 55,109
120 2,890.0 1,927.0 963.0 43.7% 70.0 3.2% 29% False False 45,999
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 False
Stretch 10.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,495.3
2.618 2,402.2
1.618 2,345.2
1.000 2,310.0
0.618 2,288.2
HIGH 2,253.0
0.618 2,231.2
0.500 2,224.5
0.382 2,217.8
LOW 2,196.0
0.618 2,160.8
1.000 2,139.0
1.618 2,103.8
2.618 2,046.8
4.250 1,953.8
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 2,224.5 2,264.5
PP 2,218.3 2,245.0
S1 2,212.2 2,225.5

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

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