Dow Jones EURO STOXX 50 Index Future December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 2,822.0 2,860.0 38.0 1.3% 2,886.0
High 2,852.0 2,866.0 14.0 0.5% 2,890.0
Low 2,814.0 2,796.0 -18.0 -0.6% 2,811.0
Close 2,839.0 2,826.0 -13.0 -0.5% 2,839.0
Range 38.0 70.0 32.0 84.2% 79.0
ATR 46.1 47.8 1.7 3.7% 0.0
Volume 1,162,916 1,216,538 53,622 4.6% 5,329,300
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 3,039.3 3,002.7 2,864.5
R3 2,969.3 2,932.7 2,845.3
R2 2,899.3 2,899.3 2,838.8
R1 2,862.7 2,862.7 2,832.4 2,846.0
PP 2,829.3 2,829.3 2,829.3 2,821.0
S1 2,792.7 2,792.7 2,819.6 2,776.0
S2 2,759.3 2,759.3 2,813.2
S3 2,689.3 2,722.7 2,806.8
S4 2,619.3 2,652.7 2,787.5
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 3,083.7 3,040.3 2,882.5
R3 3,004.7 2,961.3 2,860.7
R2 2,925.7 2,925.7 2,853.5
R1 2,882.3 2,882.3 2,846.2 2,864.5
PP 2,846.7 2,846.7 2,846.7 2,837.8
S1 2,803.3 2,803.3 2,831.8 2,785.5
S2 2,767.7 2,767.7 2,824.5
S3 2,688.7 2,724.3 2,817.3
S4 2,609.7 2,645.3 2,795.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,866.0 2,796.0 70.0 2.5% 44.4 1.6% 43% True True 1,139,441
10 2,890.0 2,796.0 94.0 3.3% 43.9 1.6% 32% False True 976,564
20 2,890.0 2,677.0 213.0 7.5% 45.2 1.6% 70% False False 813,529
40 2,890.0 2,670.0 220.0 7.8% 48.9 1.7% 71% False False 889,777
60 2,890.0 2,537.0 353.0 12.5% 50.1 1.8% 82% False False 595,968
80 2,890.0 2,537.0 353.0 12.5% 51.4 1.8% 82% False False 447,370
100 2,890.0 2,481.0 409.0 14.5% 53.0 1.9% 84% False False 359,235
120 2,890.0 2,424.0 466.0 16.5% 55.5 2.0% 86% False False 299,955
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.4
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3,163.5
2.618 3,049.3
1.618 2,979.3
1.000 2,936.0
0.618 2,909.3
HIGH 2,866.0
0.618 2,839.3
0.500 2,831.0
0.382 2,822.7
LOW 2,796.0
0.618 2,752.7
1.000 2,726.0
1.618 2,682.7
2.618 2,612.7
4.250 2,498.5
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 2,831.0 2,831.0
PP 2,829.3 2,829.3
S1 2,827.7 2,827.7

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

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