Dow Jones EURO STOXX 50 Index Future December 2010


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 2,821.0 2,832.0 11.0 0.4% 2,776.0
High 2,857.0 2,859.0 2.0 0.1% 2,849.0
Low 2,810.0 2,804.0 -6.0 -0.2% 2,733.0
Close 2,841.0 2,825.0 -16.0 -0.6% 2,827.0
Range 47.0 55.0 8.0 17.0% 116.0
ATR 51.3 51.5 0.3 0.5% 0.0
Volume 798,765 0 -798,765 -100.0% 3,085,751
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 2,994.3 2,964.7 2,855.3
R3 2,939.3 2,909.7 2,840.1
R2 2,884.3 2,884.3 2,835.1
R1 2,854.7 2,854.7 2,830.0 2,842.0
PP 2,829.3 2,829.3 2,829.3 2,823.0
S1 2,799.7 2,799.7 2,820.0 2,787.0
S2 2,774.3 2,774.3 2,814.9
S3 2,719.3 2,744.7 2,809.9
S4 2,664.3 2,689.7 2,794.8
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 3,151.0 3,105.0 2,890.8
R3 3,035.0 2,989.0 2,858.9
R2 2,919.0 2,919.0 2,848.3
R1 2,873.0 2,873.0 2,837.6 2,896.0
PP 2,803.0 2,803.0 2,803.0 2,814.5
S1 2,757.0 2,757.0 2,816.4 2,780.0
S2 2,687.0 2,687.0 2,805.7
S3 2,571.0 2,641.0 2,795.1
S4 2,455.0 2,525.0 2,763.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,859.0 2,770.0 89.0 3.2% 49.2 1.7% 62% True False 415,616
10 2,859.0 2,733.0 126.0 4.5% 42.7 1.5% 73% True False 510,703
20 2,859.0 2,670.0 189.0 6.7% 54.6 1.9% 82% True False 876,069
40 2,859.0 2,537.0 322.0 11.4% 51.3 1.8% 89% True False 649,266
60 2,859.0 2,537.0 322.0 11.4% 51.2 1.8% 89% True False 433,349
80 2,859.0 2,481.0 378.0 13.4% 53.3 1.9% 91% True False 325,529
100 2,859.0 2,450.0 409.0 14.5% 54.9 1.9% 92% True False 262,165
120 2,859.0 2,387.0 472.0 16.7% 60.8 2.2% 93% True False 218,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,092.8
2.618 3,003.0
1.618 2,948.0
1.000 2,914.0
0.618 2,893.0
HIGH 2,859.0
0.618 2,838.0
0.500 2,831.5
0.382 2,825.0
LOW 2,804.0
0.618 2,770.0
1.000 2,749.0
1.618 2,715.0
2.618 2,660.0
4.250 2,570.3
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 2,831.5 2,831.5
PP 2,829.3 2,829.3
S1 2,827.2 2,827.2

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

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