Dow Jones EURO STOXX 50 Index Future December 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 2,502.0 2,545.0 43.0 1.7% 2,450.0
High 2,550.0 2,580.0 30.0 1.2% 2,555.0
Low 2,496.0 2,540.0 44.0 1.8% 2,407.0
Close 2,547.0 2,553.0 6.0 0.2% 2,528.0
Range 54.0 40.0 -14.0 -25.9% 148.0
ATR 44.0 43.7 -0.3 -0.6% 0.0
Volume 93,703 177,452 83,749 89.4% 241,470
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,677.7 2,655.3 2,575.0
R3 2,637.7 2,615.3 2,564.0
R2 2,597.7 2,597.7 2,560.3
R1 2,575.3 2,575.3 2,556.7 2,586.5
PP 2,557.7 2,557.7 2,557.7 2,563.3
S1 2,535.3 2,535.3 2,549.3 2,546.5
S2 2,517.7 2,517.7 2,545.7
S3 2,477.7 2,495.3 2,542.0
S4 2,437.7 2,455.3 2,531.0
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,940.7 2,882.3 2,609.4
R3 2,792.7 2,734.3 2,568.7
R2 2,644.7 2,644.7 2,555.1
R1 2,586.3 2,586.3 2,541.6 2,615.5
PP 2,496.7 2,496.7 2,496.7 2,511.3
S1 2,438.3 2,438.3 2,514.4 2,467.5
S2 2,348.7 2,348.7 2,500.9
S3 2,200.7 2,290.3 2,487.3
S4 2,052.7 2,142.3 2,446.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,580.0 2,430.0 150.0 5.9% 49.0 1.9% 82% True False 109,148
10 2,580.0 2,385.0 195.0 7.6% 42.3 1.7% 86% True False 62,054
20 2,580.0 2,385.0 195.0 7.6% 38.2 1.5% 86% True False 32,564
40 2,580.0 2,115.0 465.0 18.2% 45.5 1.8% 94% True False 19,706
60 2,580.0 2,100.0 480.0 18.8% 43.2 1.7% 94% True False 15,331
80 2,580.0 2,016.0 564.0 22.1% 43.7 1.7% 95% True False 14,014
100 2,580.0 2,016.0 564.0 22.1% 44.5 1.7% 95% True False 11,334
120 2,580.0 2,016.0 564.0 22.1% 45.0 1.8% 95% True False 9,540
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 5.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,750.0
2.618 2,684.7
1.618 2,644.7
1.000 2,620.0
0.618 2,604.7
HIGH 2,580.0
0.618 2,564.7
0.500 2,560.0
0.382 2,555.3
LOW 2,540.0
0.618 2,515.3
1.000 2,500.0
1.618 2,475.3
2.618 2,435.3
4.250 2,370.0
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 2,560.0 2,548.0
PP 2,557.7 2,543.0
S1 2,555.3 2,538.0

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

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