Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	3,657.0	3,663.0	6.0	0.2%	3,591.0
High	3,682.0	3,670.0	-12.0	-0.3%	3,688.0
Low	3,623.0	3,599.0	-24.0	-0.7%	3,587.0
Close	3,675.0	3,604.0	-71.0	-1.9%	3,640.0
Range	59.0	71.0	12.0	20.3%	101.0
ATR	62.8	63.8	0.9	1.5%	0.0
Volume	994,198	994,198	0	0.0%	3,516,311

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,837.3	3,791.7	3,643.1
R3	3,766.3	3,720.7	3,623.5
R2	3,695.3	3,695.3	3,617.0
R1	3,649.7	3,649.7	3,610.5	3,637.0
PP	3,624.3	3,624.3	3,624.3	3,618.0
S1	3,578.7	3,578.7	3,597.5	3,566.0
S2	3,553.3	3,553.3	3,591.0
S3	3,482.3	3,507.7	3,584.5
S4	3,411.3	3,436.7	3,565.0

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,941.3	3,891.7	3,695.6
R3	3,840.3	3,790.7	3,667.8
R2	3,739.3	3,739.3	3,658.5
R1	3,689.7	3,689.7	3,649.3	3,714.5
PP	3,638.3	3,638.3	3,638.3	3,650.8
S1	3,588.7	3,588.7	3,630.7	3,613.5
S2	3,537.3	3,537.3	3,621.5
S3	3,436.3	3,487.7	3,612.2
S4	3,335.3	3,386.7	3,584.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,688.0	3,599.0	89.0	2.5%	53.0	1.5%	6%	False	True	795,469
10	3,688.0	3,543.0	145.0	4.0%	50.6	1.4%	42%	False	False	800,743
20	3,714.0	3,502.0	212.0	5.9%	52.0	1.4%	48%	False	False	846,128
40	3,714.0	3,280.0	434.0	12.0%	70.0	1.9%	75%	False	False	1,117,940
60	3,714.0	3,280.0	434.0	12.0%	68.4	1.9%	75%	False	False	806,230
80	3,718.0	3,280.0	438.0	12.2%	70.5	2.0%	74%	False	False	606,373
100	3,761.0	3,280.0	481.0	13.3%	64.9	1.8%	67%	False	False	485,592
120	3,761.0	3,280.0	481.0	13.3%	56.8	1.6%	67%	False	False	404,690

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	True
Bear Hook	False
Bull Hook	False
Stretch	10.4
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,971.8
2.618	3,855.9
1.618	3,784.9
1.000	3,741.0
0.618	3,713.9
HIGH	3,670.0
0.618	3,642.9
0.500	3,634.5
0.382	3,626.1
LOW	3,599.0
0.618	3,555.1
1.000	3,528.0
1.618	3,484.1
2.618	3,413.1
4.250	3,297.3

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	3,634.5	3,640.5
PP	3,624.3	3,628.3
S1	3,614.2	3,616.2

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