Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 2,145.0 2,198.0 53.0 2.5% 2,186.0
High 2,178.0 2,213.0 35.0 1.6% 2,193.0
Low 2,140.0 2,139.0 -1.0 0.0% 2,107.0
Close 2,165.0 2,147.0 -18.0 -0.8% 2,165.0
Range 38.0 74.0 36.0 94.7% 86.0
ATR 50.0 51.8 1.7 3.4% 0.0
Volume 1,797,691 1,585,397 -212,294 -11.8% 7,245,665
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,388.3 2,341.7 2,187.7
R3 2,314.3 2,267.7 2,167.4
R2 2,240.3 2,240.3 2,160.6
R1 2,193.7 2,193.7 2,153.8 2,180.0
PP 2,166.3 2,166.3 2,166.3 2,159.5
S1 2,119.7 2,119.7 2,140.2 2,106.0
S2 2,092.3 2,092.3 2,133.4
S3 2,018.3 2,045.7 2,126.7
S4 1,944.3 1,971.7 2,106.3
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 2,413.0 2,375.0 2,212.3
R3 2,327.0 2,289.0 2,188.7
R2 2,241.0 2,241.0 2,180.8
R1 2,203.0 2,203.0 2,172.9 2,179.0
PP 2,155.0 2,155.0 2,155.0 2,143.0
S1 2,117.0 2,117.0 2,157.1 2,093.0
S2 2,069.0 2,069.0 2,149.2
S3 1,983.0 2,031.0 2,141.4
S4 1,897.0 1,945.0 2,117.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,213.0 2,107.0 106.0 4.9% 45.8 2.1% 38% True False 1,516,979
10 2,213.0 2,054.0 159.0 7.4% 48.2 2.2% 58% True False 955,849
20 2,213.0 2,026.0 187.0 8.7% 48.3 2.2% 65% True False 488,881
40 2,290.0 2,026.0 264.0 12.3% 51.6 2.4% 46% False False 247,315
60 2,493.0 2,026.0 467.0 21.8% 51.7 2.4% 26% False False 165,196
80 2,541.0 2,026.0 515.0 24.0% 47.2 2.2% 23% False False 125,192
100 2,541.0 2,026.0 515.0 24.0% 41.1 1.9% 23% False False 100,227
120 2,541.0 2,026.0 515.0 24.0% 37.6 1.7% 23% False False 83,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,527.5
2.618 2,406.7
1.618 2,332.7
1.000 2,287.0
0.618 2,258.7
HIGH 2,213.0
0.618 2,184.7
0.500 2,176.0
0.382 2,167.3
LOW 2,139.0
0.618 2,093.3
1.000 2,065.0
1.618 2,019.3
2.618 1,945.3
4.250 1,824.5
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 2,176.0 2,160.5
PP 2,166.3 2,156.0
S1 2,156.7 2,151.5

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

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