Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 2,180.0 2,130.0 -50.0 -2.3% 2,155.0
High 2,204.0 2,178.0 -26.0 -1.2% 2,254.0
Low 2,141.0 2,118.0 -23.0 -1.1% 2,147.0
Close 2,145.0 2,139.0 -6.0 -0.3% 2,210.0
Range 63.0 60.0 -3.0 -4.8% 107.0
ATR 59.4 59.4 0.0 0.1% 0.0
Volume 1,599,380 1,738,869 139,489 8.7% 6,992,651
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 2,325.0 2,292.0 2,172.0
R3 2,265.0 2,232.0 2,155.5
R2 2,205.0 2,205.0 2,150.0
R1 2,172.0 2,172.0 2,144.5 2,188.5
PP 2,145.0 2,145.0 2,145.0 2,153.3
S1 2,112.0 2,112.0 2,133.5 2,128.5
S2 2,085.0 2,085.0 2,128.0
S3 2,025.0 2,052.0 2,122.5
S4 1,965.0 1,992.0 2,106.0
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 2,235.0 2,118.0 117.0 5.5% 55.4 2.6% 18% False True 1,466,015
10 2,281.0 2,118.0 163.0 7.6% 61.2 2.9% 13% False True 1,439,172
20 2,306.0 2,118.0 188.0 8.8% 61.0 2.9% 11% False True 1,408,547
40 2,550.0 2,118.0 432.0 20.2% 57.5 2.7% 5% False True 1,302,670
60 2,550.0 2,118.0 432.0 20.2% 50.8 2.4% 5% False True 983,705
80 2,550.0 2,118.0 432.0 20.2% 46.4 2.2% 5% False True 738,002
100 2,550.0 2,118.0 432.0 20.2% 45.3 2.1% 5% False True 590,535
120 2,550.0 1,999.0 551.0 25.8% 48.3 2.3% 25% False False 493,900
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 15.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,433.0
2.618 2,335.1
1.618 2,275.1
1.000 2,238.0
0.618 2,215.1
HIGH 2,178.0
0.618 2,155.1
0.500 2,148.0
0.382 2,140.9
LOW 2,118.0
0.618 2,080.9
1.000 2,058.0
1.618 2,020.9
2.618 1,960.9
4.250 1,863.0
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 2,148.0 2,164.0
PP 2,145.0 2,155.7
S1 2,142.0 2,147.3

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

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