Dow Jones EURO STOXX 50 Index Future December 2010


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 2,853.0 2,847.0 -6.0 -0.2% 2,886.0
High 2,862.0 2,887.0 25.0 0.9% 2,890.0
Low 2,808.0 2,842.0 34.0 1.2% 2,811.0
Close 2,817.0 2,872.0 55.0 2.0% 2,839.0
Range 54.0 45.0 -9.0 -16.7% 79.0
ATR 48.0 49.6 1.6 3.3% 0.0
Volume 1,223,544 0 -1,223,544 -100.0% 5,329,300
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 3,002.0 2,982.0 2,896.8
R3 2,957.0 2,937.0 2,884.4
R2 2,912.0 2,912.0 2,880.3
R1 2,892.0 2,892.0 2,876.1 2,902.0
PP 2,867.0 2,867.0 2,867.0 2,872.0
S1 2,847.0 2,847.0 2,867.9 2,857.0
S2 2,822.0 2,822.0 2,863.8
S3 2,777.0 2,802.0 2,859.6
S4 2,732.0 2,757.0 2,847.3
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 2,887.0 2,796.0 91.0 3.2% 50.2 1.7% 84% True False 899,733
10 2,890.0 2,796.0 94.0 3.3% 43.1 1.5% 81% False False 948,687
20 2,890.0 2,733.0 157.0 5.5% 43.5 1.5% 89% False False 788,468
40 2,890.0 2,670.0 220.0 7.7% 48.8 1.7% 92% False False 937,804
60 2,890.0 2,537.0 353.0 12.3% 50.0 1.7% 95% False False 631,168
80 2,890.0 2,537.0 353.0 12.3% 51.3 1.8% 95% False False 473,811
100 2,890.0 2,481.0 409.0 14.2% 52.7 1.8% 96% False False 379,536
120 2,890.0 2,424.0 466.0 16.2% 54.7 1.9% 96% False False 317,606
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 9.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,078.3
2.618 3,004.8
1.618 2,959.8
1.000 2,932.0
0.618 2,914.8
HIGH 2,887.0
0.618 2,869.8
0.500 2,864.5
0.382 2,859.2
LOW 2,842.0
0.618 2,814.2
1.000 2,797.0
1.618 2,769.2
2.618 2,724.2
4.250 2,650.8
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 2,869.5 2,863.8
PP 2,867.0 2,855.7
S1 2,864.5 2,847.5

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

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