Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 2,445.0 2,419.0 -26.0 -1.1% 2,366.0
High 2,455.0 2,433.0 -22.0 -0.9% 2,455.0
Low 2,410.0 2,405.0 -5.0 -0.2% 2,360.0
Close 2,433.0 2,423.0 -10.0 -0.4% 2,423.0
Range 45.0 28.0 -17.0 -37.8% 95.0
ATR 58.0 55.9 -2.1 -3.7% 0.0
Volume 858,339 716,692 -141,647 -16.5% 4,840,390
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,504.3 2,491.7 2,438.4
R3 2,476.3 2,463.7 2,430.7
R2 2,448.3 2,448.3 2,428.1
R1 2,435.7 2,435.7 2,425.6 2,442.0
PP 2,420.3 2,420.3 2,420.3 2,423.5
S1 2,407.7 2,407.7 2,420.4 2,414.0
S2 2,392.3 2,392.3 2,417.9
S3 2,364.3 2,379.7 2,415.3
S4 2,336.3 2,351.7 2,407.6
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,697.7 2,655.3 2,475.3
R3 2,602.7 2,560.3 2,449.1
R2 2,507.7 2,507.7 2,440.4
R1 2,465.3 2,465.3 2,431.7 2,486.5
PP 2,412.7 2,412.7 2,412.7 2,423.3
S1 2,370.3 2,370.3 2,414.3 2,391.5
S2 2,317.7 2,317.7 2,405.6
S3 2,222.7 2,275.3 2,396.9
S4 2,127.7 2,180.3 2,370.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,455.0 2,360.0 95.0 3.9% 42.0 1.7% 66% False False 968,078
10 2,455.0 2,243.0 212.0 8.7% 55.4 2.3% 85% False False 1,169,148
20 2,455.0 2,130.0 325.0 13.4% 55.8 2.3% 90% False False 1,179,024
40 2,455.0 2,113.0 342.0 14.1% 51.2 2.1% 91% False False 1,194,398
60 2,455.0 2,026.0 429.0 17.7% 50.0 2.1% 93% False False 902,851
80 2,455.0 2,026.0 429.0 17.7% 51.5 2.1% 93% False False 678,574
100 2,529.0 2,026.0 503.0 20.8% 51.2 2.1% 79% False False 543,066
120 2,541.0 2,026.0 515.0 21.3% 48.1 2.0% 77% False False 453,408
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 10.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,552.0
2.618 2,506.3
1.618 2,478.3
1.000 2,461.0
0.618 2,450.3
HIGH 2,433.0
0.618 2,422.3
0.500 2,419.0
0.382 2,415.7
LOW 2,405.0
0.618 2,387.7
1.000 2,377.0
1.618 2,359.7
2.618 2,331.7
4.250 2,286.0
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 2,421.7 2,430.0
PP 2,420.3 2,427.7
S1 2,419.0 2,425.3

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

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