Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 2,038.0 2,089.0 51.0 2.5% 2,156.0
High 2,094.0 2,095.0 1.0 0.0% 2,168.0
Low 2,035.0 2,065.0 30.0 1.5% 2,029.0
Close 2,076.0 2,091.0 15.0 0.7% 2,056.0
Range 59.0 30.0 -29.0 -49.2% 139.0
ATR 56.8 54.9 -1.9 -3.4% 0.0
Volume 926,790 865,371 -61,419 -6.6% 6,756,419
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,173.7 2,162.3 2,107.5
R3 2,143.7 2,132.3 2,099.3
R2 2,113.7 2,113.7 2,096.5
R1 2,102.3 2,102.3 2,093.8 2,108.0
PP 2,083.7 2,083.7 2,083.7 2,086.5
S1 2,072.3 2,072.3 2,088.3 2,078.0
S2 2,053.7 2,053.7 2,085.5
S3 2,023.7 2,042.3 2,082.8
S4 1,993.7 2,012.3 2,074.5
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 2,162.0 2,029.0 133.0 6.4% 55.2 2.6% 47% False False 1,471,427
10 2,188.0 2,029.0 159.0 7.6% 50.2 2.4% 39% False False 1,393,654
20 2,249.0 2,029.0 220.0 10.5% 53.1 2.5% 28% False False 1,443,979
40 2,345.0 2,029.0 316.0 15.1% 57.8 2.8% 20% False False 1,406,600
60 2,550.0 2,029.0 521.0 24.9% 53.6 2.6% 12% False False 1,282,000
80 2,550.0 2,029.0 521.0 24.9% 49.5 2.4% 12% False False 967,984
100 2,550.0 2,029.0 521.0 24.9% 46.8 2.2% 12% False False 774,535
120 2,550.0 2,029.0 521.0 24.9% 46.7 2.2% 12% False False 646,443
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.4
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 2,222.5
2.618 2,173.5
1.618 2,143.5
1.000 2,125.0
0.618 2,113.5
HIGH 2,095.0
0.618 2,083.5
0.500 2,080.0
0.382 2,076.5
LOW 2,065.0
0.618 2,046.5
1.000 2,035.0
1.618 2,016.5
2.618 1,986.5
4.250 1,937.5
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 2,087.3 2,085.0
PP 2,083.7 2,079.0
S1 2,080.0 2,073.0

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

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