Dow Jones EURO STOXX 50 Index Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 2,854.0 2,867.0 13.0 0.5% 2,900.0
High 2,907.0 2,902.0 -5.0 -0.2% 2,933.0
Low 2,854.0 2,862.0 8.0 0.3% 2,820.0
Close 2,892.0 2,879.0 -13.0 -0.4% 2,830.0
Range 53.0 40.0 -13.0 -24.5% 113.0
ATR 58.6 57.2 -1.3 -2.3% 0.0
Volume 978,963 1,057,635 78,672 8.0% 5,260,788
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,001.0 2,980.0 2,901.0
R3 2,961.0 2,940.0 2,890.0
R2 2,921.0 2,921.0 2,886.3
R1 2,900.0 2,900.0 2,882.7 2,910.5
PP 2,881.0 2,881.0 2,881.0 2,886.3
S1 2,860.0 2,860.0 2,875.3 2,870.5
S2 2,841.0 2,841.0 2,871.7
S3 2,801.0 2,820.0 2,868.0
S4 2,761.0 2,780.0 2,857.0
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 3.9% 49.2 1.7% 52% False False 1,067,315
10 2,933.0 2,820.0 113.0 3.9% 42.6 1.5% 52% False False 1,044,487
20 2,933.0 2,680.0 253.0 8.8% 55.2 1.9% 79% False False 1,228,354
40 2,953.0 2,680.0 273.0 9.5% 56.0 1.9% 73% False False 1,209,952
60 2,953.0 2,660.0 293.0 10.2% 53.9 1.9% 75% False False 1,028,225
80 2,953.0 2,570.0 383.0 13.3% 53.2 1.8% 81% False False 772,216
100 2,953.0 2,241.0 712.0 24.7% 53.1 1.8% 90% False False 618,023
120 2,953.0 2,241.0 712.0 24.7% 52.9 1.8% 90% False False 516,993
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,072.0
2.618 3,006.7
1.618 2,966.7
1.000 2,942.0
0.618 2,926.7
HIGH 2,902.0
0.618 2,886.7
0.500 2,882.0
0.382 2,877.3
LOW 2,862.0
0.618 2,837.3
1.000 2,822.0
1.618 2,797.3
2.618 2,757.3
4.250 2,692.0
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 2,882.0 2,873.8
PP 2,881.0 2,868.7
S1 2,880.0 2,863.5

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

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