Dow Jones EURO STOXX 50 Index Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 2,826.0 2,840.0 14.0 0.5% 2,776.0
High 2,853.0 2,882.0 29.0 1.0% 2,849.0
Low 2,812.0 2,827.0 15.0 0.5% 2,733.0
Close 2,842.0 2,869.0 27.0 1.0% 2,827.0
Range 41.0 55.0 14.0 34.1% 116.0
ATR 50.8 51.1 0.3 0.6% 0.0
Volume 977,128 1,420,858 443,730 45.4% 3,085,751
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 3,024.3 3,001.7 2,899.3
R3 2,969.3 2,946.7 2,884.1
R2 2,914.3 2,914.3 2,879.1
R1 2,891.7 2,891.7 2,874.0 2,903.0
PP 2,859.3 2,859.3 2,859.3 2,865.0
S1 2,836.7 2,836.7 2,864.0 2,848.0
S2 2,804.3 2,804.3 2,858.9
S3 2,749.3 2,781.7 2,853.9
S4 2,694.3 2,726.7 2,838.8
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 2,882.0 2,804.0 78.0 2.7% 46.8 1.6% 83% True False 639,350
10 2,882.0 2,733.0 149.0 5.2% 43.9 1.5% 91% True False 628,250
20 2,882.0 2,670.0 212.0 7.4% 52.7 1.8% 94% True False 846,108
40 2,882.0 2,558.0 324.0 11.3% 51.0 1.8% 96% True False 708,515
60 2,882.0 2,537.0 345.0 12.0% 50.9 1.8% 96% True False 473,216
80 2,882.0 2,481.0 401.0 14.0% 53.1 1.8% 97% True False 355,488
100 2,882.0 2,450.0 432.0 15.1% 54.7 1.9% 97% True False 286,077
120 2,882.0 2,413.0 469.0 16.3% 59.0 2.1% 97% True False 238,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,115.8
2.618 3,026.0
1.618 2,971.0
1.000 2,937.0
0.618 2,916.0
HIGH 2,882.0
0.618 2,861.0
0.500 2,854.5
0.382 2,848.0
LOW 2,827.0
0.618 2,793.0
1.000 2,772.0
1.618 2,738.0
2.618 2,683.0
4.250 2,593.3
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 2,864.2 2,860.3
PP 2,859.3 2,851.7
S1 2,854.5 2,843.0

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

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