Dow Jones EURO STOXX 50 Index Future March 2013

Trading Metrics calculated at close of trading on 13-Mar-2013

Day Change Summary
	Previous	Current
	12-Mar-2013	13-Mar-2013	Change	Change %	Previous Week
Open	2,716.0	2,710.0	-6.0	-0.2%	2,603.0
High	2,725.0	2,716.0	-9.0	-0.3%	2,735.0
Low	2,698.0	2,692.0	-6.0	-0.2%	2,591.0
Close	2,710.0	2,706.0	-4.0	-0.1%	2,727.0
Range	27.0	24.0	-3.0	-11.1%	144.0
ATR	46.4	44.8	-1.6	-3.4%	0.0
Volume	1,732,637	1,323,710	-408,927	-23.6%	6,455,893

Daily Pivots for day following 13-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	2,776.7	2,765.3	2,719.2
R3	2,752.7	2,741.3	2,712.6
R2	2,728.7	2,728.7	2,710.4
R1	2,717.3	2,717.3	2,708.2	2,711.0
PP	2,704.7	2,704.7	2,704.7	2,701.5
S1	2,693.3	2,693.3	2,703.8	2,687.0
S2	2,680.7	2,680.7	2,701.6
S3	2,656.7	2,669.3	2,699.4
S4	2,632.7	2,645.3	2,692.8

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,116.3	3,065.7	2,806.2
R3	2,972.3	2,921.7	2,766.6
R2	2,828.3	2,828.3	2,753.4
R1	2,777.7	2,777.7	2,740.2	2,803.0
PP	2,684.3	2,684.3	2,684.3	2,697.0
S1	2,633.7	2,633.7	2,713.8	2,659.0
S2	2,540.3	2,540.3	2,700.6
S3	2,396.3	2,489.7	2,687.4
S4	2,252.3	2,345.7	2,647.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,735.0	2,681.0	54.0	2.0%	26.6	1.0%	46%	False	False	1,546,750
10	2,735.0	2,588.0	147.0	5.4%	35.5	1.3%	80%	False	False	1,352,147
20	2,735.0	2,556.0	179.0	6.6%	46.6	1.7%	84%	False	False	1,295,618
40	2,755.0	2,556.0	199.0	7.4%	41.7	1.5%	75%	False	False	1,088,804
60	2,755.0	2,556.0	199.0	7.4%	37.2	1.4%	75%	False	False	949,870
80	2,755.0	2,417.0	338.0	12.5%	35.7	1.3%	86%	False	False	720,993
100	2,755.0	2,417.0	338.0	12.5%	35.8	1.3%	86%	False	False	577,839
120	2,755.0	2,417.0	338.0	12.5%	35.7	1.3%	86%	False	False	482,610

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,818.0
2.618	2,778.8
1.618	2,754.8
1.000	2,740.0
0.618	2,730.8
HIGH	2,716.0
0.618	2,706.8
0.500	2,704.0
0.382	2,701.2
LOW	2,692.0
0.618	2,677.2
1.000	2,668.0
1.618	2,653.2
2.618	2,629.2
4.250	2,590.0

Fisher Pivots for day following 13-Mar-2013
Pivot	1 day	3 day
R1	2,705.3	2,709.0
PP	2,704.7	2,708.0
S1	2,704.0	2,707.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols