Dow Jones EURO STOXX 50 Index Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 2,528.0 2,510.0 -18.0 -0.7% 2,558.0
High 2,550.0 2,561.0 11.0 0.4% 2,559.0
Low 2,507.0 2,497.0 -10.0 -0.4% 2,489.0
Close 2,510.0 2,547.0 37.0 1.5% 2,525.0
Range 43.0 64.0 21.0 48.8% 70.0
ATR 41.4 43.0 1.6 3.9% 0.0
Volume 1,486,344 1,321,310 -165,034 -11.1% 3,721,747
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,727.0 2,701.0 2,582.2
R3 2,663.0 2,637.0 2,564.6
R2 2,599.0 2,599.0 2,558.7
R1 2,573.0 2,573.0 2,552.9 2,586.0
PP 2,535.0 2,535.0 2,535.0 2,541.5
S1 2,509.0 2,509.0 2,541.1 2,522.0
S2 2,471.0 2,471.0 2,535.3
S3 2,407.0 2,445.0 2,529.4
S4 2,343.0 2,381.0 2,511.8
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,734.3 2,699.7 2,563.5
R3 2,664.3 2,629.7 2,544.3
R2 2,594.3 2,594.3 2,537.8
R1 2,559.7 2,559.7 2,531.4 2,542.0
PP 2,524.3 2,524.3 2,524.3 2,515.5
S1 2,489.7 2,489.7 2,518.6 2,472.0
S2 2,454.3 2,454.3 2,512.2
S3 2,384.3 2,419.7 2,505.8
S4 2,314.3 2,349.7 2,486.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,561.0 2,484.0 77.0 3.0% 40.4 1.6% 82% True False 1,133,566
10 2,561.0 2,454.0 107.0 4.2% 40.3 1.6% 87% True False 1,092,694
20 2,561.0 2,454.0 107.0 4.2% 39.4 1.5% 87% True False 1,035,748
40 2,561.0 2,272.0 289.0 11.3% 41.5 1.6% 95% True False 1,026,925
60 2,561.0 2,162.0 399.0 15.7% 48.1 1.9% 96% True False 893,130
80 2,561.0 2,059.0 502.0 19.7% 52.7 2.1% 97% True False 676,900
100 2,561.0 2,059.0 502.0 19.7% 56.6 2.2% 97% True False 544,130
120 2,561.0 1,927.0 634.0 24.9% 60.0 2.4% 98% True False 455,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.1
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 2,833.0
2.618 2,728.6
1.618 2,664.6
1.000 2,625.0
0.618 2,600.6
HIGH 2,561.0
0.618 2,536.6
0.500 2,529.0
0.382 2,521.4
LOW 2,497.0
0.618 2,457.4
1.000 2,433.0
1.618 2,393.4
2.618 2,329.4
4.250 2,225.0
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 2,541.0 2,541.0
PP 2,535.0 2,535.0
S1 2,529.0 2,529.0

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

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