Dow Jones EURO STOXX 50 Index Future December 2012


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 2,457.0 2,440.0 -17.0 -0.7% 2,439.0
High 2,467.0 2,490.0 23.0 0.9% 2,530.0
Low 2,437.0 2,433.0 -4.0 -0.2% 2,437.0
Close 2,455.0 2,482.0 27.0 1.1% 2,525.0
Range 30.0 57.0 27.0 90.0% 93.0
ATR 43.0 44.0 1.0 2.3% 0.0
Volume 992,852 1,033,857 41,005 4.1% 4,428,237
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 2,639.3 2,617.7 2,513.4
R3 2,582.3 2,560.7 2,497.7
R2 2,525.3 2,525.3 2,492.5
R1 2,503.7 2,503.7 2,487.2 2,514.5
PP 2,468.3 2,468.3 2,468.3 2,473.8
S1 2,446.7 2,446.7 2,476.8 2,457.5
S2 2,411.3 2,411.3 2,471.6
S3 2,354.3 2,389.7 2,466.3
S4 2,297.3 2,332.7 2,450.7
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 2,776.3 2,743.7 2,576.2
R3 2,683.3 2,650.7 2,550.6
R2 2,590.3 2,590.3 2,542.1
R1 2,557.7 2,557.7 2,533.5 2,574.0
PP 2,497.3 2,497.3 2,497.3 2,505.5
S1 2,464.7 2,464.7 2,516.5 2,481.0
S2 2,404.3 2,404.3 2,508.0
S3 2,311.3 2,371.7 2,499.4
S4 2,218.3 2,278.7 2,473.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,530.0 2,433.0 97.0 3.9% 40.8 1.6% 51% False True 924,361
10 2,530.0 2,433.0 97.0 3.9% 45.3 1.8% 51% False True 950,159
20 2,594.0 2,433.0 161.0 6.5% 38.3 1.5% 30% False True 970,653
40 2,594.0 2,385.0 209.0 8.4% 39.0 1.6% 46% False False 511,939
60 2,594.0 2,115.0 479.0 19.3% 43.4 1.7% 77% False False 343,578
80 2,594.0 2,100.0 494.0 19.9% 42.4 1.7% 77% False False 259,327
100 2,594.0 2,016.0 578.0 23.3% 42.7 1.7% 81% False False 209,462
120 2,594.0 2,016.0 578.0 23.3% 43.6 1.8% 81% False False 174,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,732.3
2.618 2,639.2
1.618 2,582.2
1.000 2,547.0
0.618 2,525.2
HIGH 2,490.0
0.618 2,468.2
0.500 2,461.5
0.382 2,454.8
LOW 2,433.0
0.618 2,397.8
1.000 2,376.0
1.618 2,340.8
2.618 2,283.8
4.250 2,190.8
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 2,475.2 2,477.5
PP 2,468.3 2,473.0
S1 2,461.5 2,468.5

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

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