Dow Jones EURO STOXX 50 Index Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 2,696.0 2,689.0 -7.0 -0.3% 2,670.0
High 2,701.0 2,713.0 12.0 0.4% 2,713.0
Low 2,681.0 2,683.0 2.0 0.1% 2,666.0
Close 2,695.0 2,698.0 3.0 0.1% 2,698.0
Range 20.0 30.0 10.0 50.0% 47.0
ATR 35.0 34.6 -0.4 -1.0% 0.0
Volume 640,423 560,645 -79,778 -12.5% 1,779,906
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 2,788.0 2,773.0 2,714.5
R3 2,758.0 2,743.0 2,706.3
R2 2,728.0 2,728.0 2,703.5
R1 2,713.0 2,713.0 2,700.8 2,720.5
PP 2,698.0 2,698.0 2,698.0 2,701.8
S1 2,683.0 2,683.0 2,695.3 2,690.5
S2 2,668.0 2,668.0 2,692.5
S3 2,638.0 2,653.0 2,689.8
S4 2,608.0 2,623.0 2,681.5
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 2,833.3 2,812.7 2,723.9
R3 2,786.3 2,765.7 2,710.9
R2 2,739.3 2,739.3 2,706.6
R1 2,718.7 2,718.7 2,702.3 2,729.0
PP 2,692.3 2,692.3 2,692.3 2,697.5
S1 2,671.7 2,671.7 2,693.7 2,682.0
S2 2,645.3 2,645.3 2,689.4
S3 2,598.3 2,624.7 2,685.1
S4 2,551.3 2,577.7 2,672.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,713.0 2,604.0 109.0 4.0% 35.2 1.3% 86% True False 643,421
10 2,713.0 2,604.0 109.0 4.0% 30.7 1.1% 86% True False 736,817
20 2,713.0 2,557.0 156.0 5.8% 29.5 1.1% 90% True False 476,931
40 2,713.0 2,417.0 296.0 11.0% 31.1 1.2% 95% True False 240,689
60 2,713.0 2,417.0 296.0 11.0% 32.6 1.2% 95% True False 162,185
80 2,713.0 2,417.0 296.0 11.0% 33.3 1.2% 95% True False 123,652
100 2,713.0 2,379.0 334.0 12.4% 32.5 1.2% 96% True False 99,118
120 2,713.0 2,117.0 596.0 22.1% 33.1 1.2% 97% True False 82,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,840.5
2.618 2,791.5
1.618 2,761.5
1.000 2,743.0
0.618 2,731.5
HIGH 2,713.0
0.618 2,701.5
0.500 2,698.0
0.382 2,694.5
LOW 2,683.0
0.618 2,664.5
1.000 2,653.0
1.618 2,634.5
2.618 2,604.5
4.250 2,555.5
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 2,698.0 2,695.2
PP 2,698.0 2,692.3
S1 2,698.0 2,689.5

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

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