Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 2,134.0 2,130.0 -4.0 -0.2% 2,030.0
High 2,153.0 2,147.0 -6.0 -0.3% 2,157.0
Low 2,116.0 2,108.0 -8.0 -0.4% 2,026.0
Close 2,125.0 2,136.0 11.0 0.5% 2,140.0
Range 37.0 39.0 2.0 5.4% 131.0
ATR 51.6 50.7 -0.9 -1.7% 0.0
Volume 1,442,533 1,349,085 -93,448 -6.5% 749,835
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,247.3 2,230.7 2,157.5
R3 2,208.3 2,191.7 2,146.7
R2 2,169.3 2,169.3 2,143.2
R1 2,152.7 2,152.7 2,139.6 2,161.0
PP 2,130.3 2,130.3 2,130.3 2,134.5
S1 2,113.7 2,113.7 2,132.4 2,122.0
S2 2,091.3 2,091.3 2,128.9
S3 2,052.3 2,074.7 2,125.3
S4 2,013.3 2,035.7 2,114.6
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,500.7 2,451.3 2,212.1
R3 2,369.7 2,320.3 2,176.0
R2 2,238.7 2,238.7 2,164.0
R1 2,189.3 2,189.3 2,152.0 2,214.0
PP 2,107.7 2,107.7 2,107.7 2,120.0
S1 2,058.3 2,058.3 2,128.0 2,083.0
S2 1,976.7 1,976.7 2,116.0
S3 1,845.7 1,927.3 2,104.0
S4 1,714.7 1,796.3 2,068.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,193.0 2,097.0 96.0 4.5% 49.6 2.3% 41% False False 1,170,886
10 2,193.0 2,026.0 167.0 7.8% 50.2 2.4% 66% False False 628,672
20 2,193.0 2,026.0 167.0 7.8% 47.6 2.2% 66% False False 319,757
40 2,290.0 2,026.0 264.0 12.4% 51.9 2.4% 42% False False 162,751
60 2,529.0 2,026.0 503.0 23.5% 51.2 2.4% 22% False False 108,845
80 2,541.0 2,026.0 515.0 24.1% 46.5 2.2% 21% False False 82,913
100 2,541.0 2,026.0 515.0 24.1% 40.4 1.9% 21% False False 66,397
120 2,541.0 2,026.0 515.0 24.1% 36.9 1.7% 21% False False 55,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,312.8
2.618 2,249.1
1.618 2,210.1
1.000 2,186.0
0.618 2,171.1
HIGH 2,147.0
0.618 2,132.1
0.500 2,127.5
0.382 2,122.9
LOW 2,108.0
0.618 2,083.9
1.000 2,069.0
1.618 2,044.9
2.618 2,005.9
4.250 1,942.3
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 2,133.2 2,134.0
PP 2,130.3 2,132.0
S1 2,127.5 2,130.0

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

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