Dow Jones EURO STOXX 50 Index Future December 2010


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 2,822.0 2,853.0 31.0 1.1% 2,886.0
High 2,859.0 2,862.0 3.0 0.1% 2,890.0
Low 2,815.0 2,808.0 -7.0 -0.2% 2,811.0
Close 2,852.0 2,817.0 -35.0 -1.2% 2,839.0
Range 44.0 54.0 10.0 22.7% 79.0
ATR 47.5 48.0 0.5 1.0% 0.0
Volume 895,671 1,223,544 327,873 36.6% 5,329,300
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 2,991.0 2,958.0 2,846.7
R3 2,937.0 2,904.0 2,831.9
R2 2,883.0 2,883.0 2,826.9
R1 2,850.0 2,850.0 2,822.0 2,839.5
PP 2,829.0 2,829.0 2,829.0 2,823.8
S1 2,796.0 2,796.0 2,812.1 2,785.5
S2 2,775.0 2,775.0 2,807.1
S3 2,721.0 2,742.0 2,802.2
S4 2,667.0 2,688.0 2,787.3
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% 48.0 1.7% 30% False False 1,101,649
10 2,890.0 2,796.0 94.0 3.3% 44.1 1.6% 22% False False 1,090,773
20 2,890.0 2,733.0 157.0 5.6% 44.0 1.6% 54% False False 849,594
40 2,890.0 2,670.0 220.0 7.8% 49.1 1.7% 67% False False 939,490
60 2,890.0 2,537.0 353.0 12.5% 49.8 1.8% 79% False False 631,269
80 2,890.0 2,537.0 353.0 12.5% 51.5 1.8% 79% False False 473,832
100 2,890.0 2,481.0 409.0 14.5% 52.6 1.9% 82% False False 379,938
120 2,890.0 2,424.0 466.0 16.5% 55.3 2.0% 84% False False 317,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 9.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,091.5
2.618 3,003.4
1.618 2,949.4
1.000 2,916.0
0.618 2,895.4
HIGH 2,862.0
0.618 2,841.4
0.500 2,835.0
0.382 2,828.6
LOW 2,808.0
0.618 2,774.6
1.000 2,754.0
1.618 2,720.6
2.618 2,666.6
4.250 2,578.5
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 2,835.0 2,831.0
PP 2,829.0 2,826.3
S1 2,823.0 2,821.7

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

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