Dow Jones EURO STOXX 50 Index Future December 2010


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 2,754.0 2,740.0 -14.0 -0.5% 2,873.0
High 2,774.0 2,753.0 -21.0 -0.8% 2,894.0
Low 2,721.0 2,707.0 -14.0 -0.5% 2,707.0
Close 2,757.0 2,738.0 -19.0 -0.7% 2,738.0
Range 53.0 46.0 -7.0 -13.2% 187.0
ATR 56.7 56.2 -0.5 -0.8% 0.0
Volume 1,419,919 1,375,762 -44,157 -3.1% 4,177,049
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 2,870.7 2,850.3 2,763.3
R3 2,824.7 2,804.3 2,750.7
R2 2,778.7 2,778.7 2,746.4
R1 2,758.3 2,758.3 2,742.2 2,745.5
PP 2,732.7 2,732.7 2,732.7 2,726.3
S1 2,712.3 2,712.3 2,733.8 2,699.5
S2 2,686.7 2,686.7 2,729.6
S3 2,640.7 2,666.3 2,725.4
S4 2,594.7 2,620.3 2,712.7
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 3,340.7 3,226.3 2,840.9
R3 3,153.7 3,039.3 2,789.4
R2 2,966.7 2,966.7 2,772.3
R1 2,852.3 2,852.3 2,755.1 2,816.0
PP 2,779.7 2,779.7 2,779.7 2,761.5
S1 2,665.3 2,665.3 2,720.9 2,629.0
S2 2,592.7 2,592.7 2,703.7
S3 2,405.7 2,478.3 2,686.6
S4 2,218.7 2,291.3 2,635.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,894.0 2,707.0 187.0 6.8% 62.8 2.3% 17% False True 835,409
10 2,894.0 2,707.0 187.0 6.8% 58.6 2.1% 17% False True 773,531
20 2,898.0 2,707.0 191.0 7.0% 52.8 1.9% 16% False True 889,698
40 2,898.0 2,670.0 228.0 8.3% 49.2 1.8% 30% False False 860,508
60 2,898.0 2,670.0 228.0 8.3% 49.5 1.8% 30% False False 850,849
80 2,898.0 2,537.0 361.0 13.2% 50.6 1.8% 56% False False 639,666
100 2,898.0 2,537.0 361.0 13.2% 51.2 1.9% 56% False False 512,160
120 2,898.0 2,481.0 417.0 15.2% 52.7 1.9% 62% False False 428,022
Crabel Price Patterns
NR True
NR4 True
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 13.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,948.5
2.618 2,873.4
1.618 2,827.4
1.000 2,799.0
0.618 2,781.4
HIGH 2,753.0
0.618 2,735.4
0.500 2,730.0
0.382 2,724.6
LOW 2,707.0
0.618 2,678.6
1.000 2,661.0
1.618 2,632.6
2.618 2,586.6
4.250 2,511.5
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 2,735.3 2,753.5
PP 2,732.7 2,748.3
S1 2,730.0 2,743.2

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

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