Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 2,202.0 2,180.0 -22.0 -1.0% 2,155.0
High 2,210.0 2,204.0 -6.0 -0.3% 2,254.0
Low 2,162.0 2,141.0 -21.0 -1.0% 2,147.0
Close 2,169.0 2,145.0 -24.0 -1.1% 2,210.0
Range 48.0 63.0 15.0 31.3% 107.0
ATR 59.1 59.4 0.3 0.5% 0.0
Volume 1,309,181 1,599,380 290,199 22.2% 6,992,651
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 2,352.3 2,311.7 2,179.7
R3 2,289.3 2,248.7 2,162.3
R2 2,226.3 2,226.3 2,156.6
R1 2,185.7 2,185.7 2,150.8 2,174.5
PP 2,163.3 2,163.3 2,163.3 2,157.8
S1 2,122.7 2,122.7 2,139.2 2,111.5
S2 2,100.3 2,100.3 2,133.5
S3 2,037.3 2,059.7 2,127.7
S4 1,974.3 1,996.7 2,110.4
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 2,235.0 2,141.0 94.0 4.4% 55.0 2.6% 4% False True 1,453,610
10 2,299.0 2,141.0 158.0 7.4% 62.3 2.9% 3% False True 1,393,252
20 2,308.0 2,141.0 167.0 7.8% 61.8 2.9% 2% False True 1,387,879
40 2,550.0 2,141.0 409.0 19.1% 56.5 2.6% 1% False True 1,286,546
60 2,550.0 2,141.0 409.0 19.1% 50.2 2.3% 1% False True 954,733
80 2,550.0 2,141.0 409.0 19.1% 45.9 2.1% 1% False True 716,272
100 2,550.0 2,141.0 409.0 19.1% 45.1 2.1% 1% False True 573,159
120 2,550.0 1,999.0 551.0 25.7% 48.3 2.3% 26% False False 479,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,471.8
2.618 2,368.9
1.618 2,305.9
1.000 2,267.0
0.618 2,242.9
HIGH 2,204.0
0.618 2,179.9
0.500 2,172.5
0.382 2,165.1
LOW 2,141.0
0.618 2,102.1
1.000 2,078.0
1.618 2,039.1
2.618 1,976.1
4.250 1,873.3
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 2,172.5 2,188.0
PP 2,163.3 2,173.7
S1 2,154.2 2,159.3

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

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