Dow Jones EURO STOXX 50 Index Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 2,277.0 2,256.0 -21.0 -0.9% 2,165.0
High 2,301.0 2,303.0 2.0 0.1% 2,308.0
Low 2,242.0 2,242.0 0.0 0.0% 2,162.0
Close 2,251.0 2,297.0 46.0 2.0% 2,295.0
Range 59.0 61.0 2.0 3.4% 146.0
ATR 64.4 64.1 -0.2 -0.4% 0.0
Volume 416,434 447,604 31,170 7.5% 3,138,731
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,463.7 2,441.3 2,330.6
R3 2,402.7 2,380.3 2,313.8
R2 2,341.7 2,341.7 2,308.2
R1 2,319.3 2,319.3 2,302.6 2,330.5
PP 2,280.7 2,280.7 2,280.7 2,286.3
S1 2,258.3 2,258.3 2,291.4 2,269.5
S2 2,219.7 2,219.7 2,285.8
S3 2,158.7 2,197.3 2,280.2
S4 2,097.7 2,136.3 2,263.5
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,693.0 2,640.0 2,375.3
R3 2,547.0 2,494.0 2,335.2
R2 2,401.0 2,401.0 2,321.8
R1 2,348.0 2,348.0 2,308.4 2,374.5
PP 2,255.0 2,255.0 2,255.0 2,268.3
S1 2,202.0 2,202.0 2,281.6 2,228.5
S2 2,109.0 2,109.0 2,268.2
S3 1,963.0 2,056.0 2,254.9
S4 1,817.0 1,910.0 2,214.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,303.0 2,238.0 65.0 2.8% 41.8 1.8% 91% True False 378,725
10 2,308.0 2,162.0 146.0 6.4% 55.3 2.4% 92% False False 678,657
20 2,392.0 2,162.0 230.0 10.0% 60.0 2.6% 59% False False 559,151
40 2,392.0 2,059.0 333.0 14.5% 68.0 3.0% 71% False False 291,702
60 2,503.0 2,059.0 444.0 19.3% 67.5 2.9% 54% False False 198,150
80 2,503.0 1,927.0 576.0 25.1% 70.2 3.1% 64% False False 152,637
100 2,503.0 1,927.0 576.0 25.1% 70.7 3.1% 64% False False 122,883
120 2,788.0 1,927.0 861.0 37.5% 71.3 3.1% 43% False False 102,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,562.3
2.618 2,462.7
1.618 2,401.7
1.000 2,364.0
0.618 2,340.7
HIGH 2,303.0
0.618 2,279.7
0.500 2,272.5
0.382 2,265.3
LOW 2,242.0
0.618 2,204.3
1.000 2,181.0
1.618 2,143.3
2.618 2,082.3
4.250 1,982.8
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 2,288.8 2,288.8
PP 2,280.7 2,280.7
S1 2,272.5 2,272.5

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

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