Dow Jones EURO STOXX 50 Index Future March 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 2,724.0 2,704.0 -20.0 -0.7% 2,700.0
High 2,729.0 2,713.0 -16.0 -0.6% 2,720.0
Low 2,701.0 2,686.0 -15.0 -0.6% 2,675.0
Close 2,711.0 2,696.0 -15.0 -0.6% 2,711.0
Range 28.0 27.0 -1.0 -3.6% 45.0
ATR 31.7 31.3 -0.3 -1.1% 0.0
Volume 895,639 826,216 -69,423 -7.8% 3,605,979
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 2,779.3 2,764.7 2,710.9
R3 2,752.3 2,737.7 2,703.4
R2 2,725.3 2,725.3 2,701.0
R1 2,710.7 2,710.7 2,698.5 2,704.5
PP 2,698.3 2,698.3 2,698.3 2,695.3
S1 2,683.7 2,683.7 2,693.5 2,677.5
S2 2,671.3 2,671.3 2,691.1
S3 2,644.3 2,656.7 2,688.6
S4 2,617.3 2,629.7 2,681.2
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 2,837.0 2,819.0 2,735.8
R3 2,792.0 2,774.0 2,723.4
R2 2,747.0 2,747.0 2,719.3
R1 2,729.0 2,729.0 2,715.1 2,738.0
PP 2,702.0 2,702.0 2,702.0 2,706.5
S1 2,684.0 2,684.0 2,706.9 2,693.0
S2 2,657.0 2,657.0 2,702.8
S3 2,612.0 2,639.0 2,698.6
S4 2,567.0 2,594.0 2,686.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,729.0 2,684.0 45.0 1.7% 26.2 1.0% 27% False False 783,067
10 2,729.0 2,666.0 63.0 2.3% 27.4 1.0% 48% False False 710,774
20 2,729.0 2,604.0 125.0 4.6% 27.7 1.0% 74% False False 707,699
40 2,729.0 2,417.0 312.0 11.6% 29.1 1.1% 89% False False 373,825
60 2,729.0 2,417.0 312.0 11.6% 31.4 1.2% 89% False False 250,965
80 2,729.0 2,417.0 312.0 11.6% 32.5 1.2% 89% False False 189,418
100 2,729.0 2,379.0 350.0 13.0% 33.2 1.2% 91% False False 152,394
120 2,729.0 2,125.0 604.0 22.4% 33.4 1.2% 95% False False 127,018
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 True
Bear Hook False
Bull Hook False
Stretch 6.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,827.8
2.618 2,783.7
1.618 2,756.7
1.000 2,740.0
0.618 2,729.7
HIGH 2,713.0
0.618 2,702.7
0.500 2,699.5
0.382 2,696.3
LOW 2,686.0
0.618 2,669.3
1.000 2,659.0
1.618 2,642.3
2.618 2,615.3
4.250 2,571.3
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 2,699.5 2,707.5
PP 2,698.3 2,703.7
S1 2,697.2 2,699.8

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

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