Dow Jones EURO STOXX 50 Index Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 2,277.0 2,303.0 26.0 1.1% 2,296.0
High 2,307.0 2,351.0 44.0 1.9% 2,387.0
Low 2,272.0 2,298.0 26.0 1.1% 2,279.0
Close 2,287.0 2,342.0 55.0 2.4% 2,290.0
Range 35.0 53.0 18.0 51.4% 108.0
ATR 57.4 57.9 0.5 0.8% 0.0
Volume 811,866 1,170,494 358,628 44.2% 3,647,331
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 2,489.3 2,468.7 2,371.2
R3 2,436.3 2,415.7 2,356.6
R2 2,383.3 2,383.3 2,351.7
R1 2,362.7 2,362.7 2,346.9 2,373.0
PP 2,330.3 2,330.3 2,330.3 2,335.5
S1 2,309.7 2,309.7 2,337.1 2,320.0
S2 2,277.3 2,277.3 2,332.3
S3 2,224.3 2,256.7 2,327.4
S4 2,171.3 2,203.7 2,312.9
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 2,642.7 2,574.3 2,349.4
R3 2,534.7 2,466.3 2,319.7
R2 2,426.7 2,426.7 2,309.8
R1 2,358.3 2,358.3 2,299.9 2,338.5
PP 2,318.7 2,318.7 2,318.7 2,308.8
S1 2,250.3 2,250.3 2,280.1 2,230.5
S2 2,210.7 2,210.7 2,270.2
S3 2,102.7 2,142.3 2,260.3
S4 1,994.7 2,034.3 2,230.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,378.0 2,272.0 106.0 4.5% 48.0 2.0% 66% False False 905,239
10 2,387.0 2,242.0 145.0 6.2% 50.0 2.1% 69% False False 684,096
20 2,387.0 2,162.0 225.0 9.6% 52.6 2.2% 80% False False 776,629
40 2,392.0 2,059.0 333.0 14.2% 59.1 2.5% 85% False False 439,161
60 2,503.0 2,059.0 444.0 19.0% 65.0 2.8% 64% False False 296,274
80 2,503.0 1,927.0 576.0 24.6% 67.1 2.9% 72% False False 223,660
100 2,503.0 1,927.0 576.0 24.6% 67.9 2.9% 72% False False 182,601
120 2,754.0 1,927.0 827.0 35.3% 72.1 3.1% 50% False False 152,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,576.3
2.618 2,489.8
1.618 2,436.8
1.000 2,404.0
0.618 2,383.8
HIGH 2,351.0
0.618 2,330.8
0.500 2,324.5
0.382 2,318.2
LOW 2,298.0
0.618 2,265.2
1.000 2,245.0
1.618 2,212.2
2.618 2,159.2
4.250 2,072.8
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 2,336.2 2,331.8
PP 2,330.3 2,321.7
S1 2,324.5 2,311.5

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

View Archives - Comment on this page... - Back to Index of Symbols