Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 2,438.0 2,370.0 -68.0 -2.8% 2,467.0
High 2,442.0 2,382.0 -60.0 -2.5% 2,502.0
Low 2,368.0 2,325.0 -43.0 -1.8% 2,376.0
Close 2,384.0 2,333.0 -51.0 -2.1% 2,413.0
Range 74.0 57.0 -17.0 -23.0% 126.0
ATR 47.2 48.1 0.8 1.8% 0.0
Volume 1,038,575 1,518,553 479,978 46.2% 5,461,036
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 2,517.7 2,482.3 2,364.4
R3 2,460.7 2,425.3 2,348.7
R2 2,403.7 2,403.7 2,343.5
R1 2,368.3 2,368.3 2,338.2 2,357.5
PP 2,346.7 2,346.7 2,346.7 2,341.3
S1 2,311.3 2,311.3 2,327.8 2,300.5
S2 2,289.7 2,289.7 2,322.6
S3 2,232.7 2,254.3 2,317.3
S4 2,175.7 2,197.3 2,301.7
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 2,445.0 2,325.0 120.0 5.1% 55.8 2.4% 7% False True 1,261,080
10 2,502.0 2,325.0 177.0 7.6% 54.1 2.3% 5% False True 1,162,407
20 2,550.0 2,325.0 225.0 9.6% 45.1 1.9% 4% False True 1,032,800
40 2,550.0 2,325.0 225.0 9.6% 41.1 1.8% 4% False True 529,369
60 2,550.0 2,235.0 315.0 13.5% 39.5 1.7% 31% False False 353,158
80 2,550.0 2,109.0 441.0 18.9% 41.1 1.8% 51% False False 266,364
100 2,550.0 1,999.0 551.0 23.6% 44.9 1.9% 61% False False 214,135
120 2,550.0 1,999.0 551.0 23.6% 46.3 2.0% 61% False False 178,503
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,624.3
2.618 2,531.2
1.618 2,474.2
1.000 2,439.0
0.618 2,417.2
HIGH 2,382.0
0.618 2,360.2
0.500 2,353.5
0.382 2,346.8
LOW 2,325.0
0.618 2,289.8
1.000 2,268.0
1.618 2,232.8
2.618 2,175.8
4.250 2,082.8
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 2,353.5 2,385.0
PP 2,346.7 2,367.7
S1 2,339.8 2,350.3

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

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