Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 2,543.0 2,539.0 -4.0 -0.2% 2,440.0
High 2,550.0 2,539.0 -11.0 -0.4% 2,543.0
Low 2,521.0 2,503.0 -18.0 -0.7% 2,431.0
Close 2,545.0 2,517.0 -28.0 -1.1% 2,542.0
Range 29.0 36.0 7.0 24.1% 112.0
ATR 39.2 39.4 0.2 0.5% 0.0
Volume 686,396 918,495 232,099 33.8% 5,929,623
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,627.7 2,608.3 2,536.8
R3 2,591.7 2,572.3 2,526.9
R2 2,555.7 2,555.7 2,523.6
R1 2,536.3 2,536.3 2,520.3 2,528.0
PP 2,519.7 2,519.7 2,519.7 2,515.5
S1 2,500.3 2,500.3 2,513.7 2,492.0
S2 2,483.7 2,483.7 2,510.4
S3 2,447.7 2,464.3 2,507.1
S4 2,411.7 2,428.3 2,497.2
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,841.3 2,803.7 2,603.6
R3 2,729.3 2,691.7 2,572.8
R2 2,617.3 2,617.3 2,562.5
R1 2,579.7 2,579.7 2,552.3 2,598.5
PP 2,505.3 2,505.3 2,505.3 2,514.8
S1 2,467.7 2,467.7 2,531.7 2,486.5
S2 2,393.3 2,393.3 2,521.5
S3 2,281.3 2,355.7 2,511.2
S4 2,169.3 2,243.7 2,480.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,550.0 2,494.0 56.0 2.2% 29.6 1.2% 41% False False 1,075,439
10 2,550.0 2,362.0 188.0 7.5% 34.3 1.4% 82% False False 805,666
20 2,550.0 2,356.0 194.0 7.7% 38.0 1.5% 83% False False 425,236
40 2,550.0 2,332.0 218.0 8.7% 35.5 1.4% 85% False False 213,439
60 2,550.0 2,178.0 372.0 14.8% 37.7 1.5% 91% False False 142,518
80 2,550.0 2,109.0 441.0 17.5% 43.0 1.7% 93% False False 109,560
100 2,550.0 1,999.0 551.0 21.9% 45.6 1.8% 94% False False 87,734
120 2,550.0 1,991.0 559.0 22.2% 46.1 1.8% 94% False False 73,160
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,692.0
2.618 2,633.2
1.618 2,597.2
1.000 2,575.0
0.618 2,561.2
HIGH 2,539.0
0.618 2,525.2
0.500 2,521.0
0.382 2,516.8
LOW 2,503.0
0.618 2,480.8
1.000 2,467.0
1.618 2,444.8
2.618 2,408.8
4.250 2,350.0
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 2,521.0 2,526.5
PP 2,519.7 2,523.3
S1 2,518.3 2,520.2

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

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