Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	3,577.0	3,400.0	-177.0	-4.9%	3,506.0
High	3,641.0	3,527.0	-114.0	-3.1%	3,651.0
Low	3,564.0	3,370.0	-194.0	-5.4%	3,506.0
Close	3,623.0	3,466.0	-157.0	-4.3%	3,623.0
Range	77.0	157.0	80.0	103.9%	145.0
ATR	80.7	93.0	12.3	15.2%	0.0
Volume	1,813,674	2,185,480	371,806	20.5%	6,836,349

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,925.3	3,852.7	3,552.4
R3	3,768.3	3,695.7	3,509.2
R2	3,611.3	3,611.3	3,494.8
R1	3,538.7	3,538.7	3,480.4	3,575.0
PP	3,454.3	3,454.3	3,454.3	3,472.5
S1	3,381.7	3,381.7	3,451.6	3,418.0
S2	3,297.3	3,297.3	3,437.2
S3	3,140.3	3,224.7	3,422.8
S4	2,983.3	3,067.7	3,379.7

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,028.3	3,970.7	3,702.8
R3	3,883.3	3,825.7	3,662.9
R2	3,738.3	3,738.3	3,649.6
R1	3,680.7	3,680.7	3,636.3	3,709.5
PP	3,593.3	3,593.3	3,593.3	3,607.8
S1	3,535.7	3,535.7	3,609.7	3,564.5
S2	3,448.3	3,448.3	3,596.4
S3	3,303.3	3,390.7	3,583.1
S4	3,158.3	3,245.7	3,543.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,651.0	3,370.0	281.0	8.1%	85.0	2.5%	34%	False	True	1,556,883
10	3,651.0	3,368.0	283.0	8.2%	90.7	2.6%	35%	False	False	1,469,209
20	3,651.0	3,368.0	283.0	8.2%	82.5	2.4%	35%	False	False	911,474
40	3,678.0	3,368.0	310.0	8.9%	75.0	2.2%	32%	False	False	460,975
60	3,761.0	3,368.0	393.0	11.3%	69.1	2.0%	25%	False	False	308,310
80	3,761.0	3,368.0	393.0	11.3%	60.0	1.7%	25%	False	False	231,708
100	3,761.0	3,263.0	498.0	14.4%	50.0	1.4%	41%	False	False	185,374
120	3,761.0	2,954.0	807.0	23.3%	49.2	1.4%	63%	False	False	154,488

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	15.7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,194.3
2.618	3,938.0
1.618	3,781.0
1.000	3,684.0
0.618	3,624.0
HIGH	3,527.0
0.618	3,467.0
0.500	3,448.5
0.382	3,430.0
LOW	3,370.0
0.618	3,273.0
1.000	3,213.0
1.618	3,116.0
2.618	2,959.0
4.250	2,702.8

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	3,460.2	3,510.5
PP	3,454.3	3,495.7
S1	3,448.5	3,480.8

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