Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	3,645.0	3,680.0	35.0	1.0%	3,520.0
High	3,696.0	3,694.0	-2.0	-0.1%	3,696.0
Low	3,640.0	3,660.0	20.0	0.5%	3,492.0
Close	3,677.0	3,672.0	-5.0	-0.1%	3,672.0
Range	56.0	34.0	-22.0	-39.3%	204.0
ATR	89.4	85.4	-4.0	-4.4%	0.0
Volume	1,011,181	651,435	-359,746	-35.6%	4,739,391

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,777.3	3,758.7	3,690.7
R3	3,743.3	3,724.7	3,681.4
R2	3,709.3	3,709.3	3,678.2
R1	3,690.7	3,690.7	3,675.1	3,683.0
PP	3,675.3	3,675.3	3,675.3	3,671.5
S1	3,656.7	3,656.7	3,668.9	3,649.0
S2	3,641.3	3,641.3	3,665.8
S3	3,607.3	3,622.7	3,662.7
S4	3,573.3	3,588.7	3,653.3

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,232.0	4,156.0	3,784.2
R3	4,028.0	3,952.0	3,728.1
R2	3,824.0	3,824.0	3,709.4
R1	3,748.0	3,748.0	3,690.7	3,786.0
PP	3,620.0	3,620.0	3,620.0	3,639.0
S1	3,544.0	3,544.0	3,653.3	3,582.0
S2	3,416.0	3,416.0	3,634.6
S3	3,212.0	3,340.0	3,615.9
S4	3,008.0	3,136.0	3,559.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,696.0	3,492.0	204.0	5.6%	58.4	1.6%	88%	False	False	947,878
10	3,696.0	3,280.0	416.0	11.3%	73.2	2.0%	94%	False	False	1,276,796
20	3,696.0	3,280.0	416.0	11.3%	78.2	2.1%	94%	False	False	1,336,495
40	3,696.0	3,280.0	416.0	11.3%	75.8	2.1%	94%	False	False	858,121
60	3,718.0	3,280.0	438.0	11.9%	75.7	2.1%	89%	False	False	575,675
80	3,761.0	3,280.0	481.0	13.1%	68.2	1.9%	81%	False	False	432,401
100	3,761.0	3,280.0	481.0	13.1%	58.8	1.6%	81%	False	False	345,965
120	3,761.0	3,243.0	518.0	14.1%	52.3	1.4%	83%	False	False	288,311

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.3
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	3,838.5
2.618	3,783.0
1.618	3,749.0
1.000	3,728.0
0.618	3,715.0
HIGH	3,694.0
0.618	3,681.0
0.500	3,677.0
0.382	3,673.0
LOW	3,660.0
0.618	3,639.0
1.000	3,626.0
1.618	3,605.0
2.618	3,571.0
4.250	3,515.5

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	3,677.0	3,663.0
PP	3,675.3	3,654.0
S1	3,673.7	3,645.0

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