Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 2,416.0 2,438.0 22.0 0.9% 2,467.0
High 2,445.0 2,442.0 -3.0 -0.1% 2,502.0
Low 2,383.0 2,368.0 -15.0 -0.6% 2,376.0
Close 2,436.0 2,384.0 -52.0 -2.1% 2,413.0
Range 62.0 74.0 12.0 19.4% 126.0
ATR 45.2 47.2 2.1 4.6% 0.0
Volume 1,239,192 1,038,575 -200,617 -16.2% 5,461,036
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,620.0 2,576.0 2,424.7
R3 2,546.0 2,502.0 2,404.4
R2 2,472.0 2,472.0 2,397.6
R1 2,428.0 2,428.0 2,390.8 2,413.0
PP 2,398.0 2,398.0 2,398.0 2,390.5
S1 2,354.0 2,354.0 2,377.2 2,339.0
S2 2,324.0 2,324.0 2,370.4
S3 2,250.0 2,280.0 2,363.7
S4 2,176.0 2,206.0 2,343.3
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,808.3 2,736.7 2,482.3
R3 2,682.3 2,610.7 2,447.7
R2 2,556.3 2,556.3 2,436.1
R1 2,484.7 2,484.7 2,424.6 2,457.5
PP 2,430.3 2,430.3 2,430.3 2,416.8
S1 2,358.7 2,358.7 2,401.5 2,331.5
S2 2,304.3 2,304.3 2,389.9
S3 2,178.3 2,232.7 2,378.4
S4 2,052.3 2,106.7 2,343.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,470.0 2,368.0 102.0 4.3% 56.4 2.4% 16% False True 1,167,465
10 2,530.0 2,368.0 162.0 6.8% 53.3 2.2% 10% False True 1,112,572
20 2,550.0 2,362.0 188.0 7.9% 43.8 1.8% 12% False False 959,119
40 2,550.0 2,356.0 194.0 8.1% 40.2 1.7% 14% False False 491,429
60 2,550.0 2,235.0 315.0 13.2% 39.7 1.7% 47% False False 327,851
80 2,550.0 2,109.0 441.0 18.5% 41.1 1.7% 62% False False 247,546
100 2,550.0 1,999.0 551.0 23.1% 44.8 1.9% 70% False False 198,952
120 2,550.0 1,999.0 551.0 23.1% 46.1 1.9% 70% False False 165,848
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 13.9
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,756.5
2.618 2,635.7
1.618 2,561.7
1.000 2,516.0
0.618 2,487.7
HIGH 2,442.0
0.618 2,413.7
0.500 2,405.0
0.382 2,396.3
LOW 2,368.0
0.618 2,322.3
1.000 2,294.0
1.618 2,248.3
2.618 2,174.3
4.250 2,053.5
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 2,405.0 2,406.5
PP 2,398.0 2,399.0
S1 2,391.0 2,391.5

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

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