Dow Jones EURO STOXX 50 Index Future September 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 2,555.0 2,568.0 13.0 0.5% 2,581.0
High 2,559.0 2,575.0 16.0 0.6% 2,590.0
Low 2,536.0 2,559.0 23.0 0.9% 2,536.0
Close 2,550.0 2,564.0 14.0 0.5% 2,564.0
Range 23.0 16.0 -7.0 -30.4% 54.0
ATR 42.8 41.6 -1.3 -3.0% 0.0
Volume 1,422,786 211,008 -1,211,778 -85.2% 7,103,047
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,614.0 2,605.0 2,572.8
R3 2,598.0 2,589.0 2,568.4
R2 2,582.0 2,582.0 2,566.9
R1 2,573.0 2,573.0 2,565.5 2,569.5
PP 2,566.0 2,566.0 2,566.0 2,564.3
S1 2,557.0 2,557.0 2,562.5 2,553.5
S2 2,550.0 2,550.0 2,561.1
S3 2,534.0 2,541.0 2,559.6
S4 2,518.0 2,525.0 2,555.2
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,725.3 2,698.7 2,593.7
R3 2,671.3 2,644.7 2,578.9
R2 2,617.3 2,617.3 2,573.9
R1 2,590.7 2,590.7 2,569.0 2,577.0
PP 2,563.3 2,563.3 2,563.3 2,556.5
S1 2,536.7 2,536.7 2,559.1 2,523.0
S2 2,509.3 2,509.3 2,554.1
S3 2,455.3 2,482.7 2,549.2
S4 2,401.3 2,428.7 2,534.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,590.0 2,536.0 54.0 2.1% 24.2 0.9% 52% False False 1,420,609
10 2,607.0 2,509.0 98.0 3.8% 32.5 1.3% 56% False False 1,365,109
20 2,607.0 2,396.0 211.0 8.2% 37.7 1.5% 80% False False 1,150,071
40 2,607.0 2,230.0 377.0 14.7% 43.5 1.7% 89% False False 1,084,353
60 2,607.0 2,126.0 481.0 18.8% 44.7 1.7% 91% False False 1,112,054
80 2,607.0 2,026.0 581.0 22.7% 45.8 1.8% 93% False False 1,053,359
100 2,607.0 2,026.0 581.0 22.7% 47.1 1.8% 93% False False 844,676
120 2,607.0 2,026.0 581.0 22.7% 48.2 1.9% 93% False False 704,159
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,643.0
2.618 2,616.9
1.618 2,600.9
1.000 2,591.0
0.618 2,584.9
HIGH 2,575.0
0.618 2,568.9
0.500 2,567.0
0.382 2,565.1
LOW 2,559.0
0.618 2,549.1
1.000 2,543.0
1.618 2,533.1
2.618 2,517.1
4.250 2,491.0
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 2,567.0 2,561.2
PP 2,566.0 2,558.3
S1 2,565.0 2,555.5

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

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