Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 2,210.0 2,199.0 -11.0 -0.5% 2,292.0
High 2,216.0 2,233.0 17.0 0.8% 2,306.0
Low 2,158.0 2,178.0 20.0 0.9% 2,202.0
Close 2,188.0 2,214.0 26.0 1.2% 2,210.0
Range 58.0 55.0 -3.0 -5.2% 104.0
ATR 61.1 60.7 -0.4 -0.7% 0.0
Volume 1,676,845 1,370,592 -306,253 -18.3% 4,990,526
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 2,373.3 2,348.7 2,244.3
R3 2,318.3 2,293.7 2,229.1
R2 2,263.3 2,263.3 2,224.1
R1 2,238.7 2,238.7 2,219.0 2,251.0
PP 2,208.3 2,208.3 2,208.3 2,214.5
S1 2,183.7 2,183.7 2,209.0 2,196.0
S2 2,153.3 2,153.3 2,203.9
S3 2,098.3 2,128.7 2,198.9
S4 2,043.3 2,073.7 2,183.8
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 2,551.3 2,484.7 2,267.2
R3 2,447.3 2,380.7 2,238.6
R2 2,343.3 2,343.3 2,229.1
R1 2,276.7 2,276.7 2,219.5 2,258.0
PP 2,239.3 2,239.3 2,239.3 2,230.0
S1 2,172.7 2,172.7 2,200.5 2,154.0
S2 2,135.3 2,135.3 2,190.9
S3 2,031.3 2,068.7 2,181.4
S4 1,927.3 1,964.7 2,152.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,259.0 2,147.0 112.0 5.1% 67.2 3.0% 60% False False 1,415,872
10 2,306.0 2,147.0 159.0 7.2% 64.2 2.9% 42% False False 1,314,563
20 2,308.0 2,147.0 161.0 7.3% 62.2 2.8% 42% False False 1,382,388
40 2,550.0 2,147.0 403.0 18.2% 55.3 2.5% 17% False False 1,284,745
60 2,550.0 2,147.0 403.0 18.2% 49.6 2.2% 17% False False 884,499
80 2,550.0 2,147.0 403.0 18.2% 45.5 2.1% 17% False False 663,586
100 2,550.0 2,109.0 441.0 19.9% 45.5 2.1% 24% False False 530,971
120 2,550.0 1,999.0 551.0 24.9% 48.0 2.2% 39% False False 444,263
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 16.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,466.8
2.618 2,377.0
1.618 2,322.0
1.000 2,288.0
0.618 2,267.0
HIGH 2,233.0
0.618 2,212.0
0.500 2,205.5
0.382 2,199.0
LOW 2,178.0
0.618 2,144.0
1.000 2,123.0
1.618 2,089.0
2.618 2,034.0
4.250 1,944.3
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 2,211.2 2,210.5
PP 2,208.3 2,207.0
S1 2,205.5 2,203.5

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

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