Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 1,998.0 2,008.0 10.0 0.5% 2,052.0
High 2,011.0 2,041.0 30.0 1.5% 2,173.0
Low 1,956.0 1,932.0 -24.0 -1.2% 2,035.0
Close 2,007.0 2,031.0 24.0 1.2% 2,045.0
Range 55.0 109.0 54.0 98.2% 138.0
ATR 90.3 91.6 1.3 1.5% 0.0
Volume 1,230,825 1,939,939 709,114 57.6% 852,724
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,328.3 2,288.7 2,091.0
R3 2,219.3 2,179.7 2,061.0
R2 2,110.3 2,110.3 2,051.0
R1 2,070.7 2,070.7 2,041.0 2,090.5
PP 2,001.3 2,001.3 2,001.3 2,011.3
S1 1,961.7 1,961.7 2,021.0 1,981.5
S2 1,892.3 1,892.3 2,011.0
S3 1,783.3 1,852.7 2,001.0
S4 1,674.3 1,743.7 1,971.1
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,498.3 2,409.7 2,120.9
R3 2,360.3 2,271.7 2,083.0
R2 2,222.3 2,222.3 2,070.3
R1 2,133.7 2,133.7 2,057.7 2,109.0
PP 2,084.3 2,084.3 2,084.3 2,072.0
S1 1,995.7 1,995.7 2,032.4 1,971.0
S2 1,946.3 1,946.3 2,019.7
S3 1,808.3 1,857.7 2,007.1
S4 1,670.3 1,719.7 1,969.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,173.0 1,932.0 241.0 11.9% 76.2 3.8% 41% False True 781,330
10 2,314.0 1,932.0 382.0 18.8% 71.1 3.5% 26% False True 411,857
20 2,345.0 1,932.0 413.0 20.3% 75.9 3.7% 24% False True 213,804
40 2,790.0 1,932.0 858.0 42.2% 87.6 4.3% 12% False True 111,848
60 2,887.0 1,932.0 955.0 47.0% 74.3 3.7% 10% False True 76,911
80 2,887.0 1,932.0 955.0 47.0% 66.5 3.3% 10% False True 59,689
100 2,969.0 1,932.0 1,037.0 51.1% 61.1 3.0% 10% False True 47,824
120 2,969.0 1,932.0 1,037.0 51.1% 55.3 2.7% 10% False True 39,902
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,504.3
2.618 2,326.4
1.618 2,217.4
1.000 2,150.0
0.618 2,108.4
HIGH 2,041.0
0.618 1,999.4
0.500 1,986.5
0.382 1,973.6
LOW 1,932.0
0.618 1,864.6
1.000 1,823.0
1.618 1,755.6
2.618 1,646.6
4.250 1,468.8
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 2,016.2 2,038.0
PP 2,001.3 2,035.7
S1 1,986.5 2,033.3

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

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