Dow Jones EURO STOXX 50 Index Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 2,919.0 2,910.0 -9.0 -0.3% 2,806.0
High 2,933.0 2,910.0 -23.0 -0.8% 2,899.0
Low 2,898.0 2,850.0 -48.0 -1.7% 2,803.0
Close 2,911.0 2,862.0 -49.0 -1.7% 2,879.0
Range 35.0 60.0 25.0 71.4% 96.0
ATR 56.8 57.1 0.3 0.5% 0.0
Volume 876,667 1,267,995 391,328 44.6% 5,084,036
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,054.0 3,018.0 2,895.0
R3 2,994.0 2,958.0 2,878.5
R2 2,934.0 2,934.0 2,873.0
R1 2,898.0 2,898.0 2,867.5 2,886.0
PP 2,874.0 2,874.0 2,874.0 2,868.0
S1 2,838.0 2,838.0 2,856.5 2,826.0
S2 2,814.0 2,814.0 2,851.0
S3 2,754.0 2,778.0 2,845.5
S4 2,694.0 2,718.0 2,829.0
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,148.3 3,109.7 2,931.8
R3 3,052.3 3,013.7 2,905.4
R2 2,956.3 2,956.3 2,896.6
R1 2,917.7 2,917.7 2,887.8 2,937.0
PP 2,860.3 2,860.3 2,860.3 2,870.0
S1 2,821.7 2,821.7 2,870.2 2,841.0
S2 2,764.3 2,764.3 2,861.4
S3 2,668.3 2,725.7 2,852.6
S4 2,572.3 2,629.7 2,826.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,933.0 2,846.0 87.0 3.0% 39.2 1.4% 18% False False 1,000,053
10 2,933.0 2,741.0 192.0 6.7% 42.0 1.5% 63% False False 1,057,034
20 2,935.0 2,680.0 255.0 8.9% 57.4 2.0% 71% False False 1,258,856
40 2,953.0 2,680.0 273.0 9.5% 56.7 2.0% 67% False False 1,214,542
60 2,953.0 2,660.0 293.0 10.2% 53.1 1.9% 69% False False 975,627
80 2,953.0 2,570.0 383.0 13.4% 53.4 1.9% 76% False False 732,371
100 2,953.0 2,241.0 712.0 24.9% 52.9 1.8% 87% False False 586,112
120 2,953.0 2,241.0 712.0 24.9% 52.7 1.8% 87% False False 490,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.6
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3,165.0
2.618 3,067.1
1.618 3,007.1
1.000 2,970.0
0.618 2,947.1
HIGH 2,910.0
0.618 2,887.1
0.500 2,880.0
0.382 2,872.9
LOW 2,850.0
0.618 2,812.9
1.000 2,790.0
1.618 2,752.9
2.618 2,692.9
4.250 2,595.0
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 2,880.0 2,891.5
PP 2,874.0 2,881.7
S1 2,868.0 2,871.8

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

View Archives - Comment on this page... - Back to Index of Symbols