Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 2,420.0 2,403.0 -17.0 -0.7% 2,430.0
High 2,432.0 2,446.0 14.0 0.6% 2,462.0
Low 2,396.0 2,397.0 1.0 0.0% 2,396.0
Close 2,407.0 2,436.0 29.0 1.2% 2,436.0
Range 36.0 49.0 13.0 36.1% 66.0
ATR 43.6 44.0 0.4 0.9% 0.0
Volume 681,615 1,013,656 332,041 48.7% 3,572,996
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,573.3 2,553.7 2,463.0
R3 2,524.3 2,504.7 2,449.5
R2 2,475.3 2,475.3 2,445.0
R1 2,455.7 2,455.7 2,440.5 2,465.5
PP 2,426.3 2,426.3 2,426.3 2,431.3
S1 2,406.7 2,406.7 2,431.5 2,416.5
S2 2,377.3 2,377.3 2,427.0
S3 2,328.3 2,357.7 2,422.5
S4 2,279.3 2,308.7 2,409.1
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 2,629.3 2,598.7 2,472.3
R3 2,563.3 2,532.7 2,454.2
R2 2,497.3 2,497.3 2,448.1
R1 2,466.7 2,466.7 2,442.1 2,482.0
PP 2,431.3 2,431.3 2,431.3 2,439.0
S1 2,400.7 2,400.7 2,430.0 2,416.0
S2 2,365.3 2,365.3 2,423.9
S3 2,299.3 2,334.7 2,417.9
S4 2,233.3 2,268.7 2,399.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,462.0 2,396.0 66.0 2.7% 36.6 1.5% 61% False False 714,599
10 2,494.0 2,396.0 98.0 4.0% 38.6 1.6% 41% False False 784,196
20 2,494.0 2,360.0 134.0 5.5% 37.5 1.5% 57% False False 822,081
40 2,494.0 2,130.0 364.0 14.9% 45.8 1.9% 84% False False 996,121
60 2,494.0 2,097.0 397.0 16.3% 47.3 1.9% 85% False False 1,087,193
80 2,494.0 2,026.0 468.0 19.2% 47.6 2.0% 88% False False 822,628
100 2,494.0 2,026.0 468.0 19.2% 49.2 2.0% 88% False False 658,883
120 2,541.0 2,026.0 515.0 21.1% 48.3 2.0% 80% False False 549,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,654.3
2.618 2,574.3
1.618 2,525.3
1.000 2,495.0
0.618 2,476.3
HIGH 2,446.0
0.618 2,427.3
0.500 2,421.5
0.382 2,415.7
LOW 2,397.0
0.618 2,366.7
1.000 2,348.0
1.618 2,317.7
2.618 2,268.7
4.250 2,188.8
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 2,431.2 2,431.5
PP 2,426.3 2,427.0
S1 2,421.5 2,422.5

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

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