Dow Jones EURO STOXX 50 Index Future December 2016

Trading Metrics calculated at close of trading on 30-Nov-2016

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	3,012.0	3,036.0	24.0	0.8%	3,028.0
High	3,045.0	3,064.0	19.0	0.6%	3,060.0
Low	3,003.0	3,031.0	28.0	0.9%	3,001.0
Close	3,035.0	3,051.0	16.0	0.5%	3,045.0
Range	42.0	33.0	-9.0	-21.4%	59.0
ATR	47.7	46.7	-1.1	-2.2%	0.0
Volume	983,367	1,404,193	420,826	42.8%	3,439,924

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,147.7	3,132.3	3,069.2
R3	3,114.7	3,099.3	3,060.1
R2	3,081.7	3,081.7	3,057.1
R1	3,066.3	3,066.3	3,054.0	3,074.0
PP	3,048.7	3,048.7	3,048.7	3,052.5
S1	3,033.3	3,033.3	3,048.0	3,041.0
S2	3,015.7	3,015.7	3,045.0
S3	2,982.7	3,000.3	3,041.9
S4	2,949.7	2,967.3	3,032.9

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,212.3	3,187.7	3,077.5
R3	3,153.3	3,128.7	3,061.2
R2	3,094.3	3,094.3	3,055.8
R1	3,069.7	3,069.7	3,050.4	3,082.0
PP	3,035.3	3,035.3	3,035.3	3,041.5
S1	3,010.7	3,010.7	3,039.6	3,023.0
S2	2,976.3	2,976.3	3,034.2
S3	2,917.3	2,951.7	3,028.8
S4	2,858.3	2,892.7	3,012.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,064.0	3,003.0	61.0	2.0%	38.8	1.3%	79%	True	False	1,031,314
10	3,064.0	3,001.0	63.0	2.1%	40.1	1.3%	79%	True	False	991,324
20	3,100.0	2,874.0	226.0	7.4%	49.5	1.6%	78%	False	False	1,172,923
40	3,102.0	2,874.0	228.0	7.5%	43.4	1.4%	78%	False	False	1,060,029
60	3,102.0	2,874.0	228.0	7.5%	45.7	1.5%	78%	False	False	1,070,978
80	3,102.0	2,874.0	228.0	7.5%	43.2	1.4%	78%	False	False	810,928
100	3,102.0	2,855.0	247.0	8.1%	42.0	1.4%	79%	False	False	649,628
120	3,102.0	2,649.0	453.0	14.8%	44.8	1.5%	89%	False	False	543,386

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	7.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,204.3
2.618	3,150.4
1.618	3,117.4
1.000	3,097.0
0.618	3,084.4
HIGH	3,064.0
0.618	3,051.4
0.500	3,047.5
0.382	3,043.6
LOW	3,031.0
0.618	3,010.6
1.000	2,998.0
1.618	2,977.6
2.618	2,944.6
4.250	2,890.8

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	3,049.8	3,045.2
PP	3,048.7	3,039.3
S1	3,047.5	3,033.5

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