Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	3,016.0	2,973.0	-43.0	-1.4%	2,988.0
High	3,024.0	3,004.0	-20.0	-0.7%	3,120.0
Low	2,900.0	2,929.0	29.0	1.0%	2,900.0
Close	2,936.0	2,973.0	37.0	1.3%	2,936.0
Range	124.0	75.0	-49.0	-39.5%	220.0
ATR	90.5	89.4	-1.1	-1.2%	0.0
Volume	1,133,728	2,254,628	1,120,900	98.9%	8,375,051

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,193.7	3,158.3	3,014.3
R3	3,118.7	3,083.3	2,993.6
R2	3,043.7	3,043.7	2,986.8
R1	3,008.3	3,008.3	2,979.9	3,010.5
PP	2,968.7	2,968.7	2,968.7	2,969.8
S1	2,933.3	2,933.3	2,966.1	2,935.5
S2	2,893.7	2,893.7	2,959.3
S3	2,818.7	2,858.3	2,952.4
S4	2,743.7	2,783.3	2,931.8

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,645.3	3,510.7	3,057.0
R3	3,425.3	3,290.7	2,996.5
R2	3,205.3	3,205.3	2,976.3
R1	3,070.7	3,070.7	2,956.2	3,028.0
PP	2,985.3	2,985.3	2,985.3	2,964.0
S1	2,850.7	2,850.7	2,915.8	2,808.0
S2	2,765.3	2,765.3	2,895.7
S3	2,545.3	2,630.7	2,875.5
S4	2,325.3	2,410.7	2,815.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,120.0	2,900.0	220.0	7.4%	103.2	3.5%	33%	False	False	1,856,516
10	3,195.0	2,900.0	295.0	9.9%	93.0	3.1%	25%	False	False	1,691,898
20	3,338.0	2,900.0	438.0	14.7%	78.3	2.6%	17%	False	False	1,278,877
40	3,525.0	2,900.0	625.0	21.0%	74.7	2.5%	12%	False	False	820,682
60	3,525.0	2,900.0	625.0	21.0%	68.9	2.3%	12%	False	False	549,832
80	3,525.0	2,900.0	625.0	21.0%	66.3	2.2%	12%	False	False	413,377
100	3,525.0	2,900.0	625.0	21.0%	62.4	2.1%	12%	False	False	331,892
120	3,664.0	2,900.0	764.0	25.7%	57.4	1.9%	10%	False	False	276,578

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.8
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,322.8
2.618	3,200.4
1.618	3,125.4
1.000	3,079.0
0.618	3,050.4
HIGH	3,004.0
0.618	2,975.4
0.500	2,966.5
0.382	2,957.7
LOW	2,929.0
0.618	2,882.7
1.000	2,854.0
1.618	2,807.7
2.618	2,732.7
4.250	2,610.3

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	2,970.8	2,983.5
PP	2,968.7	2,980.0
S1	2,966.5	2,976.5

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