Dow Jones EURO STOXX 50 Index Future December 2009


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 2,910.0 2,875.0 -35.0 -1.2% 2,900.0
High 2,910.0 2,878.0 -32.0 -1.1% 2,933.0
Low 2,850.0 2,820.0 -30.0 -1.1% 2,820.0
Close 2,862.0 2,830.0 -32.0 -1.1% 2,830.0
Range 60.0 58.0 -2.0 -3.3% 113.0
ATR 57.1 57.1 0.1 0.1% 0.0
Volume 1,267,995 1,155,318 -112,677 -8.9% 5,260,788
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,016.7 2,981.3 2,861.9
R3 2,958.7 2,923.3 2,846.0
R2 2,900.7 2,900.7 2,840.6
R1 2,865.3 2,865.3 2,835.3 2,854.0
PP 2,842.7 2,842.7 2,842.7 2,837.0
S1 2,807.3 2,807.3 2,824.7 2,796.0
S2 2,784.7 2,784.7 2,819.4
S3 2,726.7 2,749.3 2,814.1
S4 2,668.7 2,691.3 2,798.1
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,200.0 3,128.0 2,892.2
R3 3,087.0 3,015.0 2,861.1
R2 2,974.0 2,974.0 2,850.7
R1 2,902.0 2,902.0 2,840.4 2,881.5
PP 2,861.0 2,861.0 2,861.0 2,850.8
S1 2,789.0 2,789.0 2,819.6 2,768.5
S2 2,748.0 2,748.0 2,809.3
S3 2,635.0 2,676.0 2,798.9
S4 2,522.0 2,563.0 2,767.9
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 2,820.0 113.0 4.0% 41.8 1.5% 9% False True 1,052,157
10 2,933.0 2,803.0 130.0 4.6% 42.1 1.5% 21% False False 1,034,482
20 2,933.0 2,680.0 253.0 8.9% 56.7 2.0% 59% False False 1,260,335
40 2,953.0 2,680.0 273.0 9.6% 57.4 2.0% 55% False False 1,215,046
60 2,953.0 2,660.0 293.0 10.4% 53.4 1.9% 58% False False 994,504
80 2,953.0 2,570.0 383.0 13.5% 53.3 1.9% 68% False False 746,806
100 2,953.0 2,241.0 712.0 25.2% 52.7 1.9% 83% False False 597,661
120 2,953.0 2,241.0 712.0 25.2% 53.0 1.9% 83% False False 500,138
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 7.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,124.5
2.618 3,029.8
1.618 2,971.8
1.000 2,936.0
0.618 2,913.8
HIGH 2,878.0
0.618 2,855.8
0.500 2,849.0
0.382 2,842.2
LOW 2,820.0
0.618 2,784.2
1.000 2,762.0
1.618 2,726.2
2.618 2,668.2
4.250 2,573.5
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 2,849.0 2,876.5
PP 2,842.7 2,861.0
S1 2,836.3 2,845.5

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

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