Dow Jones EURO STOXX 50 Index Future December 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 2,548.0 2,557.0 9.0 0.4% 2,567.0
High 2,561.0 2,568.0 7.0 0.3% 2,579.0
Low 2,537.0 2,530.0 -7.0 -0.3% 2,525.0
Close 2,551.0 2,561.0 10.0 0.4% 2,562.0
Range 24.0 38.0 14.0 58.3% 54.0
ATR 39.7 39.6 -0.1 -0.3% 0.0
Volume 907,438 1,297,680 390,242 43.0% 4,720,671
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,667.0 2,652.0 2,581.9
R3 2,629.0 2,614.0 2,571.5
R2 2,591.0 2,591.0 2,568.0
R1 2,576.0 2,576.0 2,564.5 2,583.5
PP 2,553.0 2,553.0 2,553.0 2,556.8
S1 2,538.0 2,538.0 2,557.5 2,545.5
S2 2,515.0 2,515.0 2,554.0
S3 2,477.0 2,500.0 2,550.6
S4 2,439.0 2,462.0 2,540.1
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,717.3 2,693.7 2,591.7
R3 2,663.3 2,639.7 2,576.9
R2 2,609.3 2,609.3 2,571.9
R1 2,585.7 2,585.7 2,567.0 2,570.5
PP 2,555.3 2,555.3 2,555.3 2,547.8
S1 2,531.7 2,531.7 2,557.1 2,516.5
S2 2,501.3 2,501.3 2,552.1
S3 2,447.3 2,477.7 2,547.2
S4 2,393.3 2,423.7 2,532.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,570.0 2,525.0 45.0 1.8% 29.0 1.1% 80% False False 931,295
10 2,594.0 2,520.0 74.0 2.9% 32.0 1.2% 55% False False 812,081
20 2,594.0 2,385.0 209.0 8.2% 36.4 1.4% 84% False False 428,217
40 2,594.0 2,235.0 359.0 14.0% 39.6 1.5% 91% False False 214,973
60 2,594.0 2,115.0 479.0 18.7% 41.0 1.6% 93% False False 147,272
80 2,594.0 2,042.0 552.0 21.6% 42.2 1.6% 94% False False 112,975
100 2,594.0 2,016.0 578.0 22.6% 43.0 1.7% 94% False False 90,739
120 2,594.0 2,016.0 578.0 22.6% 43.9 1.7% 94% False False 75,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,729.5
2.618 2,667.5
1.618 2,629.5
1.000 2,606.0
0.618 2,591.5
HIGH 2,568.0
0.618 2,553.5
0.500 2,549.0
0.382 2,544.5
LOW 2,530.0
0.618 2,506.5
1.000 2,492.0
1.618 2,468.5
2.618 2,430.5
4.250 2,368.5
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 2,557.0 2,557.3
PP 2,553.0 2,553.7
S1 2,549.0 2,550.0

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

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