Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 2,527.0 2,535.0 8.0 0.3% 2,460.0
High 2,568.0 2,542.0 -26.0 -1.0% 2,568.0
Low 2,526.0 2,515.0 -11.0 -0.4% 2,418.0
Close 2,540.0 2,531.0 -9.0 -0.4% 2,540.0
Range 42.0 27.0 -15.0 -35.7% 150.0
ATR 46.9 45.5 -1.4 -3.0% 0.0
Volume 748,820 1,067,151 318,331 42.5% 4,944,286
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,610.3 2,597.7 2,545.9
R3 2,583.3 2,570.7 2,538.4
R2 2,556.3 2,556.3 2,536.0
R1 2,543.7 2,543.7 2,533.5 2,536.5
PP 2,529.3 2,529.3 2,529.3 2,525.8
S1 2,516.7 2,516.7 2,528.5 2,509.5
S2 2,502.3 2,502.3 2,526.1
S3 2,475.3 2,489.7 2,523.6
S4 2,448.3 2,462.7 2,516.2
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,958.7 2,899.3 2,622.5
R3 2,808.7 2,749.3 2,581.3
R2 2,658.7 2,658.7 2,567.5
R1 2,599.3 2,599.3 2,553.8 2,629.0
PP 2,508.7 2,508.7 2,508.7 2,523.5
S1 2,449.3 2,449.3 2,526.3 2,479.0
S2 2,358.7 2,358.7 2,512.5
S3 2,208.7 2,299.3 2,498.8
S4 2,058.7 2,149.3 2,457.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,568.0 2,418.0 150.0 5.9% 47.2 1.9% 75% False False 1,202,287
10 2,568.0 2,396.0 172.0 6.8% 41.9 1.7% 78% False False 958,443
20 2,568.0 2,396.0 172.0 6.8% 38.8 1.5% 78% False False 880,634
40 2,568.0 2,130.0 438.0 17.3% 47.3 1.9% 92% False False 1,029,829
60 2,568.0 2,113.0 455.0 18.0% 47.1 1.9% 92% False False 1,089,810
80 2,568.0 2,026.0 542.0 21.4% 47.2 1.9% 93% False False 897,296
100 2,568.0 2,026.0 542.0 21.4% 49.0 1.9% 93% False False 718,986
120 2,568.0 2,026.0 542.0 21.4% 49.1 1.9% 93% False False 599,327
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,656.8
2.618 2,612.7
1.618 2,585.7
1.000 2,569.0
0.618 2,558.7
HIGH 2,542.0
0.618 2,531.7
0.500 2,528.5
0.382 2,525.3
LOW 2,515.0
0.618 2,498.3
1.000 2,488.0
1.618 2,471.3
2.618 2,444.3
4.250 2,400.3
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 2,530.2 2,522.3
PP 2,529.3 2,513.7
S1 2,528.5 2,505.0

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

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