Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 2,111.0 2,110.0 -1.0 0.0% 2,156.0
High 2,132.0 2,117.0 -15.0 -0.7% 2,168.0
Low 2,092.0 2,029.0 -63.0 -3.0% 2,029.0
Close 2,117.0 2,056.0 -61.0 -2.9% 2,056.0
Range 40.0 88.0 48.0 120.0% 139.0
ATR 54.2 56.6 2.4 4.5% 0.0
Volume 1,532,928 2,262,717 729,789 47.6% 6,756,419
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,331.3 2,281.7 2,104.4
R3 2,243.3 2,193.7 2,080.2
R2 2,155.3 2,155.3 2,072.1
R1 2,105.7 2,105.7 2,064.1 2,086.5
PP 2,067.3 2,067.3 2,067.3 2,057.8
S1 2,017.7 2,017.7 2,047.9 1,998.5
S2 1,979.3 1,979.3 2,039.9
S3 1,891.3 1,929.7 2,031.8
S4 1,803.3 1,841.7 2,007.6
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,501.3 2,417.7 2,132.5
R3 2,362.3 2,278.7 2,094.2
R2 2,223.3 2,223.3 2,081.5
R1 2,139.7 2,139.7 2,068.7 2,112.0
PP 2,084.3 2,084.3 2,084.3 2,070.5
S1 2,000.7 2,000.7 2,043.3 1,973.0
S2 1,945.3 1,945.3 2,030.5
S3 1,806.3 1,861.7 2,017.8
S4 1,667.3 1,722.7 1,979.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,175.0 2,029.0 146.0 7.1% 53.6 2.6% 18% False True 1,586,407
10 2,188.0 2,029.0 159.0 7.7% 52.2 2.5% 17% False True 1,510,984
20 2,259.0 2,029.0 230.0 11.2% 56.9 2.8% 12% False True 1,482,652
40 2,442.0 2,029.0 413.0 20.1% 58.9 2.9% 7% False True 1,425,724
60 2,550.0 2,029.0 521.0 25.3% 54.3 2.6% 5% False True 1,254,268
80 2,550.0 2,029.0 521.0 25.3% 49.0 2.4% 5% False True 945,598
100 2,550.0 2,029.0 521.0 25.3% 47.1 2.3% 5% False True 756,616
120 2,550.0 2,029.0 521.0 25.3% 47.1 2.3% 5% False True 631,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.1
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2,491.0
2.618 2,347.4
1.618 2,259.4
1.000 2,205.0
0.618 2,171.4
HIGH 2,117.0
0.618 2,083.4
0.500 2,073.0
0.382 2,062.6
LOW 2,029.0
0.618 1,974.6
1.000 1,941.0
1.618 1,886.6
2.618 1,798.6
4.250 1,655.0
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 2,073.0 2,095.5
PP 2,067.3 2,082.3
S1 2,061.7 2,069.2

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

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