Dow Jones EURO STOXX 50 Index Future June 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	3,234.0	3,240.0	6.0	0.2%	3,229.0
High	3,244.0	3,293.0	49.0	1.5%	3,252.0
Low	3,216.0	3,225.0	9.0	0.3%	3,224.0
Close	3,238.0	3,266.0	28.0	0.9%	3,240.0
Range	28.0	68.0	40.0	142.9%	28.0
ATR	33.9	36.3	2.4	7.2%	0.0
Volume	1,565,583	1,565,583	0	0.0%	2,371,597

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,465.3	3,433.7	3,303.4
R3	3,397.3	3,365.7	3,284.7
R2	3,329.3	3,329.3	3,278.5
R1	3,297.7	3,297.7	3,272.2	3,313.5
PP	3,261.3	3,261.3	3,261.3	3,269.3
S1	3,229.7	3,229.7	3,259.8	3,245.5
S2	3,193.3	3,193.3	3,253.5
S3	3,125.3	3,161.7	3,247.3
S4	3,057.3	3,093.7	3,228.6

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,322.7	3,309.3	3,255.4
R3	3,294.7	3,281.3	3,247.7
R2	3,266.7	3,266.7	3,245.1
R1	3,253.3	3,253.3	3,242.6	3,260.0
PP	3,238.7	3,238.7	3,238.7	3,242.0
S1	3,225.3	3,225.3	3,237.4	3,232.0
S2	3,210.7	3,210.7	3,234.9
S3	3,182.7	3,197.3	3,232.3
S4	3,154.7	3,169.3	3,224.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,293.0	3,216.0	77.0	2.4%	32.4	1.0%	65%	True	False	1,009,228
10	3,293.0	3,163.0	130.0	4.0%	27.0	0.8%	79%	True	False	781,880
20	3,293.0	3,121.0	172.0	5.3%	32.5	1.0%	84%	True	False	792,732
40	3,293.0	3,010.0	283.0	8.7%	39.0	1.2%	90%	True	False	864,005
60	3,293.0	2,902.0	391.0	12.0%	41.0	1.3%	93%	True	False	822,941
80	3,293.0	2,902.0	391.0	12.0%	39.7	1.2%	93%	True	False	619,179
100	3,293.0	2,868.0	425.0	13.0%	41.1	1.3%	94%	True	False	495,677
120	3,293.0	2,847.0	446.0	13.7%	39.4	1.2%	94%	True	False	413,128

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	True
Bear Hook	False
Bull Hook	False
Stretch	7.3
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3,582.0
2.618	3,471.0
1.618	3,403.0
1.000	3,361.0
0.618	3,335.0
HIGH	3,293.0
0.618	3,267.0
0.500	3,259.0
0.382	3,251.0
LOW	3,225.0
0.618	3,183.0
1.000	3,157.0
1.618	3,115.0
2.618	3,047.0
4.250	2,936.0

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	3,263.7	3,262.2
PP	3,261.3	3,258.3
S1	3,259.0	3,254.5

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