Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 2,487.0 2,446.0 -41.0 -1.6% 2,543.0
High 2,502.0 2,470.0 -32.0 -1.3% 2,550.0
Low 2,448.0 2,410.0 -38.0 -1.6% 2,425.0
Close 2,448.0 2,421.0 -27.0 -1.1% 2,464.0
Range 54.0 60.0 6.0 11.1% 125.0
ATR 42.9 44.1 1.2 2.9% 0.0
Volume 971,415 1,050,478 79,063 8.1% 4,991,816
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,613.7 2,577.3 2,454.0
R3 2,553.7 2,517.3 2,437.5
R2 2,493.7 2,493.7 2,432.0
R1 2,457.3 2,457.3 2,426.5 2,445.5
PP 2,433.7 2,433.7 2,433.7 2,427.8
S1 2,397.3 2,397.3 2,415.5 2,385.5
S2 2,373.7 2,373.7 2,410.0
S3 2,313.7 2,337.3 2,404.5
S4 2,253.7 2,277.3 2,388.0
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,854.7 2,784.3 2,532.8
R3 2,729.7 2,659.3 2,498.4
R2 2,604.7 2,604.7 2,486.9
R1 2,534.3 2,534.3 2,475.5 2,507.0
PP 2,479.7 2,479.7 2,479.7 2,466.0
S1 2,409.3 2,409.3 2,452.5 2,382.0
S2 2,354.7 2,354.7 2,441.1
S3 2,229.7 2,284.3 2,429.6
S4 2,104.7 2,159.3 2,395.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,502.0 2,410.0 92.0 3.8% 52.4 2.2% 12% False True 1,063,734
10 2,550.0 2,410.0 140.0 5.8% 42.8 1.8% 8% False True 1,036,772
20 2,550.0 2,356.0 194.0 8.0% 43.5 1.8% 34% False False 735,601
40 2,550.0 2,356.0 194.0 8.0% 38.0 1.6% 34% False False 371,794
60 2,550.0 2,212.0 338.0 14.0% 38.7 1.6% 62% False False 248,115
80 2,550.0 2,109.0 441.0 18.2% 42.9 1.8% 71% False False 188,444
100 2,550.0 1,999.0 551.0 22.8% 44.8 1.8% 77% False False 151,088
120 2,550.0 1,999.0 551.0 22.8% 46.4 1.9% 77% False False 125,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,725.0
2.618 2,627.1
1.618 2,567.1
1.000 2,530.0
0.618 2,507.1
HIGH 2,470.0
0.618 2,447.1
0.500 2,440.0
0.382 2,432.9
LOW 2,410.0
0.618 2,372.9
1.000 2,350.0
1.618 2,312.9
2.618 2,252.9
4.250 2,155.0
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 2,440.0 2,456.0
PP 2,433.7 2,444.3
S1 2,427.3 2,432.7

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

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