Dow Jones EURO STOXX 50 Index Future September 2014

Trading Metrics calculated at close of trading on 04-Aug-2014

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	3,113.0	3,086.0	-27.0	-0.9%	3,181.0
High	3,122.0	3,099.0	-23.0	-0.7%	3,213.0
Low	3,055.0	3,060.0	5.0	0.2%	3,055.0
Close	3,074.0	3,074.0	0.0	0.0%	3,074.0
Range	67.0	39.0	-28.0	-41.8%	158.0
ATR	49.2	48.5	-0.7	-1.5%	0.0
Volume	1,001,981	1,104,437	102,456	10.2%	6,100,254

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,194.7	3,173.3	3,095.5
R3	3,155.7	3,134.3	3,084.7
R2	3,116.7	3,116.7	3,081.2
R1	3,095.3	3,095.3	3,077.6	3,086.5
PP	3,077.7	3,077.7	3,077.7	3,073.3
S1	3,056.3	3,056.3	3,070.4	3,047.5
S2	3,038.7	3,038.7	3,066.9
S3	2,999.7	3,017.3	3,063.3
S4	2,960.7	2,978.3	3,052.6

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,588.0	3,489.0	3,160.9
R3	3,430.0	3,331.0	3,117.5
R2	3,272.0	3,272.0	3,103.0
R1	3,173.0	3,173.0	3,088.5	3,143.5
PP	3,114.0	3,114.0	3,114.0	3,099.3
S1	3,015.0	3,015.0	3,059.5	2,985.5
S2	2,956.0	2,956.0	3,045.0
S3	2,798.0	2,857.0	3,030.6
S4	2,640.0	2,699.0	2,987.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,213.0	3,055.0	158.0	5.1%	55.8	1.8%	12%	False	False	1,266,930
10	3,225.0	3,055.0	170.0	5.5%	51.9	1.7%	11%	False	False	1,069,940
20	3,239.0	3,055.0	184.0	6.0%	49.3	1.6%	10%	False	False	992,080
40	3,322.0	3,055.0	267.0	8.7%	41.1	1.3%	7%	False	False	850,150
60	3,322.0	3,055.0	267.0	8.7%	37.3	1.2%	7%	False	False	573,311
80	3,322.0	3,009.0	313.0	10.2%	38.3	1.2%	21%	False	False	430,481
100	3,322.0	2,910.0	412.0	13.4%	38.2	1.2%	40%	False	False	344,434
120	3,322.0	2,910.0	412.0	13.4%	35.3	1.1%	40%	False	False	287,029

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.9
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,264.8
2.618	3,201.1
1.618	3,162.1
1.000	3,138.0
0.618	3,123.1
HIGH	3,099.0
0.618	3,084.1
0.500	3,079.5
0.382	3,074.9
LOW	3,060.0
0.618	3,035.9
1.000	3,021.0
1.618	2,996.9
2.618	2,957.9
4.250	2,894.3

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	3,079.5	3,118.0
PP	3,077.7	3,103.3
S1	3,075.8	3,088.7

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