Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 2,289.0 2,300.0 11.0 0.5% 2,252.0
High 2,309.0 2,301.0 -8.0 -0.3% 2,309.0
Low 2,283.0 2,231.0 -52.0 -2.3% 2,231.0
Close 2,297.0 2,238.0 -59.0 -2.6% 2,238.0
Range 26.0 70.0 44.0 169.2% 78.0
ATR 44.3 46.2 1.8 4.1% 0.0
Volume 1,128,643 1,342,664 214,021 19.0% 4,949,418
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 2,466.7 2,422.3 2,276.5
R3 2,396.7 2,352.3 2,257.3
R2 2,326.7 2,326.7 2,250.8
R1 2,282.3 2,282.3 2,244.4 2,269.5
PP 2,256.7 2,256.7 2,256.7 2,250.3
S1 2,212.3 2,212.3 2,231.6 2,199.5
S2 2,186.7 2,186.7 2,225.2
S3 2,116.7 2,142.3 2,218.8
S4 2,046.7 2,072.3 2,199.5
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 2,493.3 2,443.7 2,280.9
R3 2,415.3 2,365.7 2,259.5
R2 2,337.3 2,337.3 2,252.3
R1 2,287.7 2,287.7 2,245.2 2,273.5
PP 2,259.3 2,259.3 2,259.3 2,252.3
S1 2,209.7 2,209.7 2,230.9 2,195.5
S2 2,181.3 2,181.3 2,223.7
S3 2,103.3 2,131.7 2,216.6
S4 2,025.3 2,053.7 2,195.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,309.0 2,231.0 78.0 3.5% 38.0 1.7% 9% False True 989,883
10 2,309.0 2,208.0 101.0 4.5% 36.7 1.6% 30% False False 961,252
20 2,331.0 2,113.0 218.0 9.7% 42.7 1.9% 57% False False 1,096,953
40 2,331.0 2,026.0 305.0 13.6% 46.1 2.1% 70% False False 888,102
60 2,331.0 2,026.0 305.0 13.6% 48.8 2.2% 70% False False 594,049
80 2,493.0 2,026.0 467.0 20.9% 49.6 2.2% 45% False False 445,913
100 2,541.0 2,026.0 515.0 23.0% 47.0 2.1% 41% False False 357,738
120 2,541.0 2,026.0 515.0 23.0% 42.2 1.9% 41% False False 298,198
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 7.3
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,598.5
2.618 2,484.3
1.618 2,414.3
1.000 2,371.0
0.618 2,344.3
HIGH 2,301.0
0.618 2,274.3
0.500 2,266.0
0.382 2,257.7
LOW 2,231.0
0.618 2,187.7
1.000 2,161.0
1.618 2,117.7
2.618 2,047.7
4.250 1,933.5
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 2,266.0 2,270.0
PP 2,256.7 2,259.3
S1 2,247.3 2,248.7

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

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