Dow Jones EURO STOXX 50 Index Future December 2009


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 2,765.0 2,826.0 61.0 2.2% 2,854.0
High 2,849.0 2,845.0 -4.0 -0.1% 2,910.0
Low 2,732.0 2,788.0 56.0 2.0% 2,732.0
Close 2,833.0 2,800.0 -33.0 -1.2% 2,833.0
Range 117.0 57.0 -60.0 -51.3% 178.0
ATR 63.6 63.1 -0.5 -0.7% 0.0
Volume 1,768,474 1,439,675 -328,799 -18.6% 4,759,285
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 2,982.0 2,948.0 2,831.4
R3 2,925.0 2,891.0 2,815.7
R2 2,868.0 2,868.0 2,810.5
R1 2,834.0 2,834.0 2,805.2 2,822.5
PP 2,811.0 2,811.0 2,811.0 2,805.3
S1 2,777.0 2,777.0 2,794.8 2,765.5
S2 2,754.0 2,754.0 2,789.6
S3 2,697.0 2,720.0 2,784.3
S4 2,640.0 2,663.0 2,768.7
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,359.0 3,274.0 2,930.9
R3 3,181.0 3,096.0 2,882.0
R2 3,003.0 3,003.0 2,865.6
R1 2,918.0 2,918.0 2,849.3 2,871.5
PP 2,825.0 2,825.0 2,825.0 2,801.8
S1 2,740.0 2,740.0 2,816.7 2,693.5
S2 2,647.0 2,647.0 2,800.4
S3 2,469.0 2,562.0 2,784.1
S4 2,291.0 2,384.0 2,735.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,910.0 2,732.0 178.0 6.4% 60.8 2.2% 38% False False 1,239,792
10 2,933.0 2,732.0 201.0 7.2% 51.3 1.8% 34% False False 1,145,974
20 2,933.0 2,680.0 253.0 9.0% 52.2 1.9% 47% False False 1,195,655
40 2,953.0 2,680.0 273.0 9.8% 55.9 2.0% 44% False False 1,200,269
60 2,953.0 2,680.0 273.0 9.8% 54.5 1.9% 44% False False 1,096,421
80 2,953.0 2,570.0 383.0 13.7% 54.2 1.9% 60% False False 824,239
100 2,953.0 2,241.0 712.0 25.4% 53.7 1.9% 79% False False 659,631
120 2,953.0 2,241.0 712.0 25.4% 53.7 1.9% 79% False False 551,372
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,087.3
2.618 2,994.2
1.618 2,937.2
1.000 2,902.0
0.618 2,880.2
HIGH 2,845.0
0.618 2,823.2
0.500 2,816.5
0.382 2,809.8
LOW 2,788.0
0.618 2,752.8
1.000 2,731.0
1.618 2,695.8
2.618 2,638.8
4.250 2,545.8
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 2,816.5 2,821.0
PP 2,811.0 2,814.0
S1 2,805.5 2,807.0

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

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