Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 2,559.0 2,563.0 4.0 0.2% 2,460.0
High 2,593.0 2,588.0 -5.0 -0.2% 2,568.0
Low 2,552.0 2,532.0 -20.0 -0.8% 2,418.0
Close 2,565.0 2,545.0 -20.0 -0.8% 2,540.0
Range 41.0 56.0 15.0 36.6% 150.0
ATR 45.6 46.4 0.7 1.6% 0.0
Volume 1,151,007 1,950,114 799,107 69.4% 4,944,286
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,723.0 2,690.0 2,575.8
R3 2,667.0 2,634.0 2,560.4
R2 2,611.0 2,611.0 2,555.3
R1 2,578.0 2,578.0 2,550.1 2,566.5
PP 2,555.0 2,555.0 2,555.0 2,549.3
S1 2,522.0 2,522.0 2,539.9 2,510.5
S2 2,499.0 2,499.0 2,534.7
S3 2,443.0 2,466.0 2,529.6
S4 2,387.0 2,410.0 2,514.2
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 2,593.0 2,509.0 84.0 3.3% 43.8 1.7% 43% False False 1,196,848
10 2,593.0 2,396.0 197.0 7.7% 47.1 1.9% 76% False False 1,187,498
20 2,593.0 2,396.0 197.0 7.7% 41.9 1.6% 76% False False 990,158
40 2,593.0 2,130.0 463.0 18.2% 48.7 1.9% 90% False False 1,072,083
60 2,593.0 2,113.0 480.0 18.9% 46.7 1.8% 90% False False 1,080,411
80 2,593.0 2,026.0 567.0 22.3% 47.3 1.9% 92% False False 949,349
100 2,593.0 2,026.0 567.0 22.3% 48.7 1.9% 92% False False 760,562
120 2,593.0 2,026.0 567.0 22.3% 49.3 1.9% 92% False False 634,044
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 9.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,826.0
2.618 2,734.6
1.618 2,678.6
1.000 2,644.0
0.618 2,622.6
HIGH 2,588.0
0.618 2,566.6
0.500 2,560.0
0.382 2,553.4
LOW 2,532.0
0.618 2,497.4
1.000 2,476.0
1.618 2,441.4
2.618 2,385.4
4.250 2,294.0
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 2,560.0 2,551.0
PP 2,555.0 2,549.0
S1 2,550.0 2,547.0

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

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