Dow Jones EURO STOXX 50 Index Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 2,303.0 2,334.0 31.0 1.3% 2,296.0
High 2,351.0 2,356.0 5.0 0.2% 2,387.0
Low 2,298.0 2,317.0 19.0 0.8% 2,279.0
Close 2,342.0 2,346.0 4.0 0.2% 2,290.0
Range 53.0 39.0 -14.0 -26.4% 108.0
ATR 57.9 56.6 -1.4 -2.3% 0.0
Volume 1,170,494 1,058,883 -111,611 -9.5% 3,647,331
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 2,456.7 2,440.3 2,367.5
R3 2,417.7 2,401.3 2,356.7
R2 2,378.7 2,378.7 2,353.2
R1 2,362.3 2,362.3 2,349.6 2,370.5
PP 2,339.7 2,339.7 2,339.7 2,343.8
S1 2,323.3 2,323.3 2,342.4 2,331.5
S2 2,300.7 2,300.7 2,338.9
S3 2,261.7 2,284.3 2,335.3
S4 2,222.7 2,245.3 2,324.6
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 2,356.0 2,272.0 84.0 3.6% 47.2 2.0% 88% True False 959,860
10 2,387.0 2,242.0 145.0 6.2% 48.0 2.0% 72% False False 748,341
20 2,387.0 2,162.0 225.0 9.6% 51.5 2.2% 82% False False 767,047
40 2,392.0 2,059.0 333.0 14.2% 58.8 2.5% 86% False False 465,165
60 2,503.0 2,059.0 444.0 18.9% 64.3 2.7% 65% False False 313,583
80 2,503.0 1,927.0 576.0 24.6% 66.8 2.8% 73% False False 236,861
100 2,503.0 1,927.0 576.0 24.6% 67.7 2.9% 73% False False 193,187
120 2,723.0 1,927.0 796.0 33.9% 72.2 3.1% 53% False False 161,120
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 11.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,521.8
2.618 2,458.1
1.618 2,419.1
1.000 2,395.0
0.618 2,380.1
HIGH 2,356.0
0.618 2,341.1
0.500 2,336.5
0.382 2,331.9
LOW 2,317.0
0.618 2,292.9
1.000 2,278.0
1.618 2,253.9
2.618 2,214.9
4.250 2,151.3
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 2,342.8 2,335.3
PP 2,339.7 2,324.7
S1 2,336.5 2,314.0

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

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