Dow Jones EURO STOXX 50 Index Future September 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 2,762.0 2,768.0 6.0 0.2% 2,832.0
High 2,769.0 2,779.0 10.0 0.4% 2,833.0
Low 2,725.0 2,748.0 23.0 0.8% 2,713.0
Close 2,760.0 2,768.0 8.0 0.3% 2,727.0
Range 44.0 31.0 -13.0 -29.5% 120.0
ATR 43.1 42.3 -0.9 -2.0% 0.0
Volume 851,953 1,298,449 446,496 52.4% 4,512,424
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 2,858.0 2,844.0 2,785.1
R3 2,827.0 2,813.0 2,776.5
R2 2,796.0 2,796.0 2,773.7
R1 2,782.0 2,782.0 2,770.8 2,783.5
PP 2,765.0 2,765.0 2,765.0 2,765.8
S1 2,751.0 2,751.0 2,765.2 2,752.5
S2 2,734.0 2,734.0 2,762.3
S3 2,703.0 2,720.0 2,759.5
S4 2,672.0 2,689.0 2,751.0
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 3,117.7 3,042.3 2,793.0
R3 2,997.7 2,922.3 2,760.0
R2 2,877.7 2,877.7 2,749.0
R1 2,802.3 2,802.3 2,738.0 2,780.0
PP 2,757.7 2,757.7 2,757.7 2,746.5
S1 2,682.3 2,682.3 2,716.0 2,660.0
S2 2,637.7 2,637.7 2,705.0
S3 2,517.7 2,562.3 2,694.0
S4 2,397.7 2,442.3 2,661.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,782.0 2,713.0 69.0 2.5% 40.4 1.5% 80% False False 908,709
10 2,836.0 2,713.0 123.0 4.4% 45.6 1.6% 45% False False 847,037
20 2,860.0 2,713.0 147.0 5.3% 40.4 1.5% 37% False False 817,721
40 2,860.0 2,645.0 215.0 7.8% 36.6 1.3% 57% False False 760,688
60 2,860.0 2,488.0 372.0 13.4% 41.8 1.5% 75% False False 829,956
80 2,860.0 2,488.0 372.0 13.4% 42.4 1.5% 75% False False 630,290
100 2,860.0 2,475.0 385.0 13.9% 41.4 1.5% 76% False False 504,910
120 2,860.0 2,475.0 385.0 13.9% 41.9 1.5% 76% False False 420,926
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 8.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,910.8
2.618 2,860.2
1.618 2,829.2
1.000 2,810.0
0.618 2,798.2
HIGH 2,779.0
0.618 2,767.2
0.500 2,763.5
0.382 2,759.8
LOW 2,748.0
0.618 2,728.8
1.000 2,717.0
1.618 2,697.8
2.618 2,666.8
4.250 2,616.3
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 2,766.5 2,763.2
PP 2,765.0 2,758.3
S1 2,763.5 2,753.5

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

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