Dow Jones EURO STOXX 50 Index Future March 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 2,505.0 2,509.0 4.0 0.2% 2,540.0
High 2,516.0 2,512.0 -4.0 -0.2% 2,556.0
Low 2,485.0 2,440.0 -45.0 -1.8% 2,440.0
Close 2,492.0 2,447.0 -45.0 -1.8% 2,447.0
Range 31.0 72.0 41.0 132.3% 116.0
ATR 38.0 40.4 2.4 6.4% 0.0
Volume 85 299 214 251.8% 50,871
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,682.3 2,636.7 2,486.6
R3 2,610.3 2,564.7 2,466.8
R2 2,538.3 2,538.3 2,460.2
R1 2,492.7 2,492.7 2,453.6 2,479.5
PP 2,466.3 2,466.3 2,466.3 2,459.8
S1 2,420.7 2,420.7 2,440.4 2,407.5
S2 2,394.3 2,394.3 2,433.8
S3 2,322.3 2,348.7 2,427.2
S4 2,250.3 2,276.7 2,407.4
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 2,829.0 2,754.0 2,510.8
R3 2,713.0 2,638.0 2,478.9
R2 2,597.0 2,597.0 2,468.3
R1 2,522.0 2,522.0 2,457.6 2,501.5
PP 2,481.0 2,481.0 2,481.0 2,470.8
S1 2,406.0 2,406.0 2,436.4 2,385.5
S2 2,365.0 2,365.0 2,425.7
S3 2,249.0 2,290.0 2,415.1
S4 2,133.0 2,174.0 2,383.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,556.0 2,440.0 116.0 4.7% 40.0 1.6% 6% False True 10,174
10 2,570.0 2,440.0 130.0 5.3% 32.1 1.3% 5% False True 13,564
20 2,586.0 2,399.0 187.0 7.6% 37.1 1.5% 26% False False 8,913
40 2,586.0 2,354.0 232.0 9.5% 30.5 1.2% 40% False False 4,512
60 2,586.0 2,117.0 469.0 19.2% 32.6 1.3% 70% False False 3,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.0
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,818.0
2.618 2,700.5
1.618 2,628.5
1.000 2,584.0
0.618 2,556.5
HIGH 2,512.0
0.618 2,484.5
0.500 2,476.0
0.382 2,467.5
LOW 2,440.0
0.618 2,395.5
1.000 2,368.0
1.618 2,323.5
2.618 2,251.5
4.250 2,134.0
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 2,476.0 2,485.5
PP 2,466.3 2,472.7
S1 2,456.7 2,459.8

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

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