Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 09-Jul-2015

Day Change Summary
	Previous	Current
	08-Jul-2015	09-Jul-2015	Change	Change %	Previous Week
Open	3,313.0	3,340.0	27.0	0.8%	3,400.0
High	3,343.0	3,433.0	90.0	2.7%	3,531.0
Low	3,280.0	3,332.0	52.0	1.6%	3,370.0
Close	3,321.0	3,419.0	98.0	3.0%	3,458.0
Range	63.0	101.0	38.0	60.3%	161.0
ATR	92.4	93.8	1.4	1.5%	0.0
Volume	1,386,887	1,717,750	330,863	23.9%	5,476,764

Daily Pivots for day following 09-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,697.7	3,659.3	3,474.6
R3	3,596.7	3,558.3	3,446.8
R2	3,495.7	3,495.7	3,437.5
R1	3,457.3	3,457.3	3,428.3	3,476.5
PP	3,394.7	3,394.7	3,394.7	3,404.3
S1	3,356.3	3,356.3	3,409.7	3,375.5
S2	3,293.7	3,293.7	3,400.5
S3	3,192.7	3,255.3	3,391.2
S4	3,091.7	3,154.3	3,363.5

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,936.0	3,858.0	3,546.6
R3	3,775.0	3,697.0	3,502.3
R2	3,614.0	3,614.0	3,487.5
R1	3,536.0	3,536.0	3,472.8	3,575.0
PP	3,453.0	3,453.0	3,453.0	3,472.5
S1	3,375.0	3,375.0	3,443.2	3,414.0
S2	3,292.0	3,292.0	3,428.5
S3	3,131.0	3,214.0	3,413.7
S4	2,970.0	3,053.0	3,369.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,508.0	3,280.0	228.0	6.7%	83.0	2.4%	61%	False	False	1,501,942
10	3,651.0	3,280.0	371.0	10.9%	92.0	2.7%	37%	False	False	1,500,682
20	3,651.0	3,280.0	371.0	10.9%	86.8	2.5%	37%	False	False	1,375,852
40	3,678.0	3,280.0	398.0	11.6%	76.6	2.2%	35%	False	False	708,622
60	3,751.0	3,280.0	471.0	13.8%	74.9	2.2%	30%	False	False	473,244
80	3,761.0	3,280.0	481.0	14.1%	66.2	1.9%	29%	False	False	355,545
100	3,761.0	3,280.0	481.0	14.1%	55.4	1.6%	29%	False	False	284,470
120	3,761.0	3,074.0	687.0	20.1%	51.5	1.5%	50%	False	False	237,066

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	23.0
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3,862.3
2.618	3,697.4
1.618	3,596.4
1.000	3,534.0
0.618	3,495.4
HIGH	3,433.0
0.618	3,394.4
0.500	3,382.5
0.382	3,370.6
LOW	3,332.0
0.618	3,269.6
1.000	3,231.0
1.618	3,168.6
2.618	3,067.6
4.250	2,902.8

Fisher Pivots for day following 09-Jul-2015
Pivot	1 day	3 day
R1	3,406.8	3,398.2
PP	3,394.7	3,377.3
S1	3,382.5	3,356.5

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