Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 2,199.0 2,198.0 -1.0 0.0% 2,155.0
High 2,233.0 2,235.0 2.0 0.1% 2,254.0
Low 2,178.0 2,184.0 6.0 0.3% 2,147.0
Close 2,214.0 2,210.0 -4.0 -0.2% 2,210.0
Range 55.0 51.0 -4.0 -7.3% 107.0
ATR 60.7 60.0 -0.7 -1.1% 0.0
Volume 1,370,592 1,312,056 -58,536 -4.3% 6,992,651
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 2,362.7 2,337.3 2,238.1
R3 2,311.7 2,286.3 2,224.0
R2 2,260.7 2,260.7 2,219.4
R1 2,235.3 2,235.3 2,214.7 2,248.0
PP 2,209.7 2,209.7 2,209.7 2,216.0
S1 2,184.3 2,184.3 2,205.3 2,197.0
S2 2,158.7 2,158.7 2,200.7
S3 2,107.7 2,133.3 2,196.0
S4 2,056.7 2,082.3 2,182.0
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 2,524.7 2,474.3 2,268.9
R3 2,417.7 2,367.3 2,239.4
R2 2,310.7 2,310.7 2,229.6
R1 2,260.3 2,260.3 2,219.8 2,285.5
PP 2,203.7 2,203.7 2,203.7 2,216.3
S1 2,153.3 2,153.3 2,200.2 2,178.5
S2 2,096.7 2,096.7 2,190.4
S3 1,989.7 2,046.3 2,180.6
S4 1,882.7 1,939.3 2,151.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,254.0 2,147.0 107.0 4.8% 66.0 3.0% 59% False False 1,398,530
10 2,306.0 2,147.0 159.0 7.2% 64.3 2.9% 40% False False 1,329,513
20 2,308.0 2,147.0 161.0 7.3% 62.5 2.8% 39% False False 1,380,963
40 2,550.0 2,147.0 403.0 18.2% 55.3 2.5% 16% False False 1,280,792
60 2,550.0 2,147.0 403.0 18.2% 49.9 2.3% 16% False False 906,365
80 2,550.0 2,147.0 403.0 18.2% 45.6 2.1% 16% False False 679,983
100 2,550.0 2,122.0 428.0 19.4% 45.5 2.1% 21% False False 544,088
120 2,550.0 1,999.0 551.0 24.9% 48.1 2.2% 38% False False 455,191
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,451.8
2.618 2,368.5
1.618 2,317.5
1.000 2,286.0
0.618 2,266.5
HIGH 2,235.0
0.618 2,215.5
0.500 2,209.5
0.382 2,203.5
LOW 2,184.0
0.618 2,152.5
1.000 2,133.0
1.618 2,101.5
2.618 2,050.5
4.250 1,967.3
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 2,209.8 2,205.5
PP 2,209.7 2,201.0
S1 2,209.5 2,196.5

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

View Archives - Comment on this page... - Back to Index of Symbols