Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 2,424.0 2,430.0 6.0 0.2% 2,474.0
High 2,440.0 2,462.0 22.0 0.9% 2,494.0
Low 2,403.0 2,418.0 15.0 0.6% 2,403.0
Close 2,436.0 2,458.0 22.0 0.9% 2,436.0
Range 37.0 44.0 7.0 18.9% 91.0
ATR 47.1 46.9 -0.2 -0.5% 0.0
Volume 833,042 530,977 -302,065 -36.3% 4,268,971
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,578.0 2,562.0 2,482.2
R3 2,534.0 2,518.0 2,470.1
R2 2,490.0 2,490.0 2,466.1
R1 2,474.0 2,474.0 2,462.0 2,482.0
PP 2,446.0 2,446.0 2,446.0 2,450.0
S1 2,430.0 2,430.0 2,454.0 2,438.0
S2 2,402.0 2,402.0 2,449.9
S3 2,358.0 2,386.0 2,445.9
S4 2,314.0 2,342.0 2,433.8
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,717.3 2,667.7 2,486.1
R3 2,626.3 2,576.7 2,461.0
R2 2,535.3 2,535.3 2,452.7
R1 2,485.7 2,485.7 2,444.3 2,465.0
PP 2,444.3 2,444.3 2,444.3 2,434.0
S1 2,394.7 2,394.7 2,427.7 2,374.0
S2 2,353.3 2,353.3 2,419.3
S3 2,262.3 2,303.7 2,411.0
S4 2,171.3 2,212.7 2,386.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,494.0 2,403.0 91.0 3.7% 40.6 1.7% 60% False False 782,380
10 2,494.0 2,403.0 91.0 3.7% 36.3 1.5% 60% False False 786,444
20 2,494.0 2,243.0 251.0 10.2% 45.8 1.9% 86% False False 952,309
40 2,494.0 2,130.0 364.0 14.8% 47.4 1.9% 90% False False 1,049,250
60 2,494.0 2,026.0 468.0 19.0% 47.9 1.9% 92% False False 1,042,215
80 2,494.0 2,026.0 468.0 19.0% 49.1 2.0% 92% False False 785,356
100 2,494.0 2,026.0 468.0 19.0% 50.0 2.0% 92% False False 628,615
120 2,541.0 2,026.0 515.0 21.0% 48.2 2.0% 84% False False 524,621
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,649.0
2.618 2,577.2
1.618 2,533.2
1.000 2,506.0
0.618 2,489.2
HIGH 2,462.0
0.618 2,445.2
0.500 2,440.0
0.382 2,434.8
LOW 2,418.0
0.618 2,390.8
1.000 2,374.0
1.618 2,346.8
2.618 2,302.8
4.250 2,231.0
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 2,452.0 2,452.2
PP 2,446.0 2,446.3
S1 2,440.0 2,440.5

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

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