Dow Jones EURO STOXX 50 Index Future September 2014

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	3,309.0	3,301.0	-8.0	-0.2%	3,261.0
High	3,318.0	3,305.0	-13.0	-0.4%	3,322.0
Low	3,290.0	3,265.0	-25.0	-0.8%	3,249.0
Close	3,300.0	3,280.0	-20.0	-0.6%	3,300.0
Range	28.0	40.0	12.0	42.9%	73.0
ATR	32.7	33.2	0.5	1.6%	0.0
Volume	777,281	660,316	-116,965	-15.0%	5,099,128

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,403.3	3,381.7	3,302.0
R3	3,363.3	3,341.7	3,291.0
R2	3,323.3	3,323.3	3,287.3
R1	3,301.7	3,301.7	3,283.7	3,292.5
PP	3,283.3	3,283.3	3,283.3	3,278.8
S1	3,261.7	3,261.7	3,276.3	3,252.5
S2	3,243.3	3,243.3	3,272.7
S3	3,203.3	3,221.7	3,269.0
S4	3,163.3	3,181.7	3,258.0

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,509.3	3,477.7	3,340.2
R3	3,436.3	3,404.7	3,320.1
R2	3,363.3	3,363.3	3,313.4
R1	3,331.7	3,331.7	3,306.7	3,347.5
PP	3,290.3	3,290.3	3,290.3	3,298.3
S1	3,258.7	3,258.7	3,293.3	3,274.5
S2	3,217.3	3,217.3	3,286.6
S3	3,144.3	3,185.7	3,279.9
S4	3,071.3	3,112.7	3,259.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,322.0	3,249.0	73.0	2.2%	31.0	0.9%	42%	False	False	914,275
10	3,322.0	3,249.0	73.0	2.2%	29.7	0.9%	42%	False	False	741,914
20	3,322.0	3,213.0	109.0	3.3%	28.0	0.9%	61%	False	False	395,422
40	3,322.0	3,077.0	245.0	7.5%	31.1	0.9%	83%	False	False	198,684
60	3,322.0	3,009.0	313.0	9.5%	33.6	1.0%	87%	False	False	132,836
80	3,322.0	2,910.0	412.0	12.6%	34.5	1.1%	90%	False	False	99,671
100	3,322.0	2,866.0	456.0	13.9%	31.4	1.0%	91%	False	False	79,738

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	False
Bear Hook	False
Bull Hook	False
Stretch	7.3
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,475.0
2.618	3,409.7
1.618	3,369.7
1.000	3,345.0
0.618	3,329.7
HIGH	3,305.0
0.618	3,289.7
0.500	3,285.0
0.382	3,280.3
LOW	3,265.0
0.618	3,240.3
1.000	3,225.0
1.618	3,200.3
2.618	3,160.3
4.250	3,095.0

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	3,285.0	3,293.5
PP	3,283.3	3,289.0
S1	3,281.7	3,284.5

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