Dow Jones EURO STOXX 50 Index Future December 2015

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

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	3,068.0	2,999.0	-69.0	-2.2%	3,142.0
High	3,103.0	3,049.0	-54.0	-1.7%	3,189.0
Low	3,008.0	2,970.0	-38.0	-1.3%	2,984.0
Close	3,033.0	3,026.0	-7.0	-0.2%	3,107.0
Range	95.0	79.0	-16.0	-16.8%	205.0
ATR	89.8	89.0	-0.8	-0.9%	0.0
Volume	1,440,955	1,366,739	-74,216	-5.2%	6,943,111

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,252.0	3,218.0	3,069.5
R3	3,173.0	3,139.0	3,047.7
R2	3,094.0	3,094.0	3,040.5
R1	3,060.0	3,060.0	3,033.2	3,077.0
PP	3,015.0	3,015.0	3,015.0	3,023.5
S1	2,981.0	2,981.0	3,018.8	2,998.0
S2	2,936.0	2,936.0	3,011.5
S3	2,857.0	2,902.0	3,004.3
S4	2,778.0	2,823.0	2,982.6

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,708.3	3,612.7	3,219.8
R3	3,503.3	3,407.7	3,163.4
R2	3,298.3	3,298.3	3,144.6
R1	3,202.7	3,202.7	3,125.8	3,148.0
PP	3,093.3	3,093.3	3,093.3	3,066.0
S1	2,997.7	2,997.7	3,088.2	2,943.0
S2	2,888.3	2,888.3	3,069.4
S3	2,683.3	2,792.7	3,050.6
S4	2,478.3	2,587.7	2,994.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,119.0	2,970.0	149.0	4.9%	86.2	2.8%	38%	False	True	1,440,674
10	3,286.0	2,970.0	316.0	10.4%	84.3	2.8%	18%	False	True	1,360,202
20	3,315.0	2,970.0	345.0	11.4%	79.3	2.6%	16%	False	True	971,819
40	3,677.0	2,950.0	727.0	24.0%	78.9	2.6%	10%	False	False	488,669
60	3,699.0	2,950.0	749.0	24.8%	71.9	2.4%	10%	False	False	326,150
80	3,699.0	2,950.0	749.0	24.8%	73.3	2.4%	10%	False	False	245,836
100	3,699.0	2,950.0	749.0	24.8%	66.8	2.2%	10%	False	False	196,723
120	3,740.0	2,950.0	790.0	26.1%	63.0	2.1%	10%	False	False	163,948

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,384.8
2.618	3,255.8
1.618	3,176.8
1.000	3,128.0
0.618	3,097.8
HIGH	3,049.0
0.618	3,018.8
0.500	3,009.5
0.382	3,000.2
LOW	2,970.0
0.618	2,921.2
1.000	2,891.0
1.618	2,842.2
2.618	2,763.2
4.250	2,634.3

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	3,020.5	3,044.5
PP	3,015.0	3,038.3
S1	3,009.5	3,032.2

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