Dow Jones EURO STOXX 50 Index Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 2,450.0 2,440.0 -10.0 -0.4% 2,469.0
High 2,460.0 2,454.0 -6.0 -0.2% 2,469.0
Low 2,432.0 2,431.0 -1.0 0.0% 2,356.0
Close 2,447.0 2,443.0 -4.0 -0.2% 2,447.0
Range 28.0 23.0 -5.0 -17.9% 113.0
ATR 42.8 41.4 -1.4 -3.3% 0.0
Volume 279,253 687,161 407,908 146.1% 621,889
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,511.7 2,500.3 2,455.7
R3 2,488.7 2,477.3 2,449.3
R2 2,465.7 2,465.7 2,447.2
R1 2,454.3 2,454.3 2,445.1 2,460.0
PP 2,442.7 2,442.7 2,442.7 2,445.5
S1 2,431.3 2,431.3 2,440.9 2,437.0
S2 2,419.7 2,419.7 2,438.8
S3 2,396.7 2,408.3 2,436.7
S4 2,373.7 2,385.3 2,430.4
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,763.0 2,718.0 2,509.2
R3 2,650.0 2,605.0 2,478.1
R2 2,537.0 2,537.0 2,467.7
R1 2,492.0 2,492.0 2,457.4 2,458.0
PP 2,424.0 2,424.0 2,424.0 2,407.0
S1 2,379.0 2,379.0 2,436.6 2,345.0
S2 2,311.0 2,311.0 2,426.3
S3 2,198.0 2,266.0 2,415.9
S4 2,085.0 2,153.0 2,384.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,460.0 2,356.0 104.0 4.3% 49.2 2.0% 84% False False 258,522
10 2,489.0 2,356.0 133.0 5.4% 43.4 1.8% 65% False False 157,036
20 2,489.0 2,356.0 133.0 5.4% 38.2 1.6% 65% False False 84,008
40 2,489.0 2,300.0 189.0 7.7% 35.6 1.5% 76% False False 42,427
60 2,489.0 2,109.0 380.0 15.6% 39.0 1.6% 88% False False 28,455
80 2,489.0 1,999.0 490.0 20.1% 44.4 1.8% 91% False False 24,022
100 2,489.0 1,999.0 490.0 20.1% 46.5 1.9% 91% False False 19,279
120 2,489.0 1,903.0 586.0 24.0% 46.7 1.9% 92% False False 16,101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,551.8
2.618 2,514.2
1.618 2,491.2
1.000 2,477.0
0.618 2,468.2
HIGH 2,454.0
0.618 2,445.2
0.500 2,442.5
0.382 2,439.8
LOW 2,431.0
0.618 2,416.8
1.000 2,408.0
1.618 2,393.8
2.618 2,370.8
4.250 2,333.3
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 2,442.8 2,437.7
PP 2,442.7 2,432.3
S1 2,442.5 2,427.0

These figures are updated between 7pm and 10pm EST after a trading day.

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