Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 2,539.0 2,519.0 -20.0 -0.8% 2,440.0
High 2,539.0 2,530.0 -9.0 -0.4% 2,543.0
Low 2,503.0 2,481.0 -22.0 -0.9% 2,431.0
Close 2,517.0 2,503.0 -14.0 -0.6% 2,542.0
Range 36.0 49.0 13.0 36.1% 112.0
ATR 39.4 40.1 0.7 1.7% 0.0
Volume 918,495 1,020,206 101,711 11.1% 5,929,623
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,651.7 2,626.3 2,530.0
R3 2,602.7 2,577.3 2,516.5
R2 2,553.7 2,553.7 2,512.0
R1 2,528.3 2,528.3 2,507.5 2,516.5
PP 2,504.7 2,504.7 2,504.7 2,498.8
S1 2,479.3 2,479.3 2,498.5 2,467.5
S2 2,455.7 2,455.7 2,494.0
S3 2,406.7 2,430.3 2,489.5
S4 2,357.7 2,381.3 2,476.1
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 2,481.0 69.0 2.8% 33.2 1.3% 32% False True 1,009,810
10 2,550.0 2,394.0 156.0 6.2% 36.0 1.4% 70% False False 903,193
20 2,550.0 2,356.0 194.0 7.8% 39.0 1.6% 76% False False 475,745
40 2,550.0 2,332.0 218.0 8.7% 35.7 1.4% 78% False False 238,936
60 2,550.0 2,181.0 369.0 14.7% 37.7 1.5% 87% False False 159,520
80 2,550.0 2,109.0 441.0 17.6% 42.9 1.7% 89% False False 122,294
100 2,550.0 1,999.0 551.0 22.0% 45.7 1.8% 91% False False 97,933
120 2,550.0 1,999.0 551.0 22.0% 46.3 1.9% 91% False False 81,660
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 7.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,738.3
2.618 2,658.3
1.618 2,609.3
1.000 2,579.0
0.618 2,560.3
HIGH 2,530.0
0.618 2,511.3
0.500 2,505.5
0.382 2,499.7
LOW 2,481.0
0.618 2,450.7
1.000 2,432.0
1.618 2,401.7
2.618 2,352.7
4.250 2,272.8
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 2,505.5 2,515.5
PP 2,504.7 2,511.3
S1 2,503.8 2,507.2

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

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