Dow Jones EURO STOXX 50 Index Future December 2009


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 2,856.0 2,869.0 13.0 0.5% 2,728.0
High 2,862.0 2,896.0 34.0 1.2% 2,798.0
Low 2,837.0 2,864.0 27.0 1.0% 2,680.0
Close 2,846.0 2,872.0 26.0 0.9% 2,782.0
Range 25.0 32.0 7.0 28.0% 118.0
ATR 65.3 64.2 -1.1 -1.7% 0.0
Volume 957,692 1,073,971 116,279 12.1% 7,369,327
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 2,973.3 2,954.7 2,889.6
R3 2,941.3 2,922.7 2,880.8
R2 2,909.3 2,909.3 2,877.9
R1 2,890.7 2,890.7 2,874.9 2,900.0
PP 2,877.3 2,877.3 2,877.3 2,882.0
S1 2,858.7 2,858.7 2,869.1 2,868.0
S2 2,845.3 2,845.3 2,866.1
S3 2,813.3 2,826.7 2,863.2
S4 2,781.3 2,794.7 2,854.4
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,107.3 3,062.7 2,846.9
R3 2,989.3 2,944.7 2,814.5
R2 2,871.3 2,871.3 2,803.6
R1 2,826.7 2,826.7 2,792.8 2,849.0
PP 2,753.3 2,753.3 2,753.3 2,764.5
S1 2,708.7 2,708.7 2,771.2 2,731.0
S2 2,635.3 2,635.3 2,760.4
S3 2,517.3 2,590.7 2,749.6
S4 2,399.3 2,472.7 2,717.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,896.0 2,706.0 190.0 6.6% 53.8 1.9% 87% True False 1,153,288
10 2,896.0 2,680.0 216.0 7.5% 63.5 2.2% 89% True False 1,365,094
20 2,953.0 2,680.0 273.0 9.5% 62.3 2.2% 70% False False 1,308,351
40 2,953.0 2,680.0 273.0 9.5% 57.4 2.0% 70% False False 1,229,637
60 2,953.0 2,570.0 383.0 13.3% 54.4 1.9% 79% False False 873,128
80 2,953.0 2,485.0 468.0 16.3% 54.4 1.9% 83% False False 655,290
100 2,953.0 2,241.0 712.0 24.8% 54.2 1.9% 89% False False 524,508
120 2,953.0 2,241.0 712.0 24.8% 53.4 1.9% 89% False False 439,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,032.0
2.618 2,979.8
1.618 2,947.8
1.000 2,928.0
0.618 2,915.8
HIGH 2,896.0
0.618 2,883.8
0.500 2,880.0
0.382 2,876.2
LOW 2,864.0
0.618 2,844.2
1.000 2,832.0
1.618 2,812.2
2.618 2,780.2
4.250 2,728.0
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 2,880.0 2,864.5
PP 2,877.3 2,857.0
S1 2,874.7 2,849.5

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

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