Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 2,430.0 2,419.0 -11.0 -0.5% 2,366.0
High 2,441.0 2,439.0 -2.0 -0.1% 2,455.0
Low 2,417.0 2,412.0 -5.0 -0.2% 2,360.0
Close 2,429.0 2,432.0 3.0 0.1% 2,423.0
Range 24.0 27.0 3.0 12.5% 95.0
ATR 52.6 50.7 -1.8 -3.5% 0.0
Volume 698,933 584,067 -114,866 -16.4% 4,840,390
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,508.7 2,497.3 2,446.9
R3 2,481.7 2,470.3 2,439.4
R2 2,454.7 2,454.7 2,437.0
R1 2,443.3 2,443.3 2,434.5 2,449.0
PP 2,427.7 2,427.7 2,427.7 2,430.5
S1 2,416.3 2,416.3 2,429.5 2,422.0
S2 2,400.7 2,400.7 2,427.1
S3 2,373.7 2,389.3 2,424.6
S4 2,346.7 2,362.3 2,417.2
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 2,401.0 54.0 2.2% 32.4 1.3% 57% False False 710,563
10 2,455.0 2,243.0 212.0 8.7% 54.4 2.2% 89% False False 1,028,929
20 2,455.0 2,130.0 325.0 13.4% 55.6 2.3% 93% False False 1,154,008
40 2,455.0 2,113.0 342.0 14.1% 49.1 2.0% 93% False False 1,125,537
60 2,455.0 2,026.0 429.0 17.6% 49.2 2.0% 95% False False 935,746
80 2,455.0 2,026.0 429.0 17.6% 50.4 2.1% 95% False False 703,163
100 2,493.0 2,026.0 467.0 19.2% 50.8 2.1% 87% False False 562,822
120 2,541.0 2,026.0 515.0 21.2% 48.1 2.0% 79% False False 469,883
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,553.8
2.618 2,509.7
1.618 2,482.7
1.000 2,466.0
0.618 2,455.7
HIGH 2,439.0
0.618 2,428.7
0.500 2,425.5
0.382 2,422.3
LOW 2,412.0
0.618 2,395.3
1.000 2,385.0
1.618 2,368.3
2.618 2,341.3
4.250 2,297.3
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 2,429.8 2,428.3
PP 2,427.7 2,424.7
S1 2,425.5 2,421.0

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

View Archives - Comment on this page... - Back to Index of Symbols