Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 2,132.0 2,105.0 -27.0 -1.3% 2,111.0
High 2,148.0 2,120.0 -28.0 -1.3% 2,178.0
Low 2,094.0 2,082.0 -12.0 -0.6% 2,096.0
Close 2,101.0 2,094.0 -7.0 -0.3% 2,145.0
Range 54.0 38.0 -16.0 -29.6% 82.0
ATR 52.5 51.5 -1.0 -2.0% 0.0
Volume 22,657 9,480 -13,177 -58.2% 21,978
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 2,212.7 2,191.3 2,114.9
R3 2,174.7 2,153.3 2,104.5
R2 2,136.7 2,136.7 2,101.0
R1 2,115.3 2,115.3 2,097.5 2,107.0
PP 2,098.7 2,098.7 2,098.7 2,094.5
S1 2,077.3 2,077.3 2,090.5 2,069.0
S2 2,060.7 2,060.7 2,087.0
S3 2,022.7 2,039.3 2,083.6
S4 1,984.7 2,001.3 2,073.1
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 2,385.7 2,347.3 2,190.1
R3 2,303.7 2,265.3 2,167.6
R2 2,221.7 2,221.7 2,160.0
R1 2,183.3 2,183.3 2,152.5 2,202.5
PP 2,139.7 2,139.7 2,139.7 2,149.3
S1 2,101.3 2,101.3 2,137.5 2,120.5
S2 2,057.7 2,057.7 2,130.0
S3 1,975.7 2,019.3 2,122.5
S4 1,893.7 1,937.3 2,099.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,174.0 2,082.0 92.0 4.4% 43.4 2.1% 13% False True 18,507
10 2,178.0 2,082.0 96.0 4.6% 44.9 2.1% 13% False True 10,842
20 2,248.0 2,082.0 166.0 7.9% 51.3 2.4% 7% False True 10,392
40 2,423.0 2,082.0 341.0 16.3% 52.6 2.5% 4% False True 5,994
60 2,541.0 2,082.0 459.0 21.9% 48.8 2.3% 3% False True 5,594
80 2,541.0 2,082.0 459.0 21.9% 42.3 2.0% 3% False True 4,340
100 2,541.0 2,082.0 459.0 21.9% 37.6 1.8% 3% False True 3,542
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 11.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,281.5
2.618 2,219.5
1.618 2,181.5
1.000 2,158.0
0.618 2,143.5
HIGH 2,120.0
0.618 2,105.5
0.500 2,101.0
0.382 2,096.5
LOW 2,082.0
0.618 2,058.5
1.000 2,044.0
1.618 2,020.5
2.618 1,982.5
4.250 1,920.5
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 2,101.0 2,119.0
PP 2,098.7 2,110.7
S1 2,096.3 2,102.3

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

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