Dow Jones EURO STOXX 50 Index Future December 2016

Trading Metrics calculated at close of trading on 25-Oct-2016

Day Change Summary
	Previous	Current
	24-Oct-2016	25-Oct-2016	Change	Change %	Previous Week
Open	3,073.0	3,096.0	23.0	0.7%	2,998.0
High	3,102.0	3,100.0	-2.0	-0.1%	3,079.0
Low	3,071.0	3,072.0	1.0	0.0%	2,992.0
Close	3,088.0	3,075.0	-13.0	-0.4%	3,067.0
Range	31.0	28.0	-3.0	-9.7%	87.0
ATR	43.7	42.6	-1.1	-2.6%	0.0
Volume	736,132	895,804	159,672	21.7%	4,118,276

Daily Pivots for day following 25-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,166.3	3,148.7	3,090.4
R3	3,138.3	3,120.7	3,082.7
R2	3,110.3	3,110.3	3,080.1
R1	3,092.7	3,092.7	3,077.6	3,087.5
PP	3,082.3	3,082.3	3,082.3	3,079.8
S1	3,064.7	3,064.7	3,072.4	3,059.5
S2	3,054.3	3,054.3	3,069.9
S3	3,026.3	3,036.7	3,067.3
S4	2,998.3	3,008.7	3,059.6

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,307.0	3,274.0	3,114.9
R3	3,220.0	3,187.0	3,090.9
R2	3,133.0	3,133.0	3,083.0
R1	3,100.0	3,100.0	3,075.0	3,116.5
PP	3,046.0	3,046.0	3,046.0	3,054.3
S1	3,013.0	3,013.0	3,059.0	3,029.5
S2	2,959.0	2,959.0	3,051.1
S3	2,872.0	2,926.0	3,043.1
S4	2,785.0	2,839.0	3,019.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,102.0	3,028.0	74.0	2.4%	30.6	1.0%	64%	False	False	855,707
10	3,102.0	2,944.0	158.0	5.1%	33.3	1.1%	83%	False	False	881,767
20	3,102.0	2,909.0	193.0	6.3%	42.5	1.4%	86%	False	False	967,846
40	3,102.0	2,908.0	194.0	6.3%	44.2	1.4%	86%	False	False	899,687
60	3,102.0	2,874.0	228.0	7.4%	40.8	1.3%	88%	False	False	601,802
80	3,102.0	2,721.0	381.0	12.4%	41.1	1.3%	93%	False	False	453,589
100	3,102.0	2,649.0	453.0	14.7%	43.4	1.4%	94%	False	False	364,555
120	3,102.0	2,649.0	453.0	14.7%	38.9	1.3%	94%	False	False	304,533

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,219.0
2.618	3,173.3
1.618	3,145.3
1.000	3,128.0
0.618	3,117.3
HIGH	3,100.0
0.618	3,089.3
0.500	3,086.0
0.382	3,082.7
LOW	3,072.0
0.618	3,054.7
1.000	3,044.0
1.618	3,026.7
2.618	2,998.7
4.250	2,953.0

Fisher Pivots for day following 25-Oct-2016
Pivot	1 day	3 day
R1	3,086.0	3,078.5
PP	3,082.3	3,077.3
S1	3,078.7	3,076.2

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