Dow Jones EURO STOXX 50 Index Future December 2010


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 2,856.0 2,849.0 -7.0 -0.2% 2,790.0
High 2,859.0 2,869.0 10.0 0.3% 2,859.0
Low 2,832.0 2,841.0 9.0 0.3% 2,755.0
Close 2,839.0 2,855.0 16.0 0.6% 2,839.0
Range 27.0 28.0 1.0 3.7% 104.0
ATR 56.0 54.1 -1.9 -3.3% 0.0
Volume 833,629 1,381,187 547,558 65.7% 4,613,012
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 2,939.0 2,925.0 2,870.4
R3 2,911.0 2,897.0 2,862.7
R2 2,883.0 2,883.0 2,860.1
R1 2,869.0 2,869.0 2,857.6 2,876.0
PP 2,855.0 2,855.0 2,855.0 2,858.5
S1 2,841.0 2,841.0 2,852.4 2,848.0
S2 2,827.0 2,827.0 2,849.9
S3 2,799.0 2,813.0 2,847.3
S4 2,771.0 2,785.0 2,839.6
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 3,129.7 3,088.3 2,896.2
R3 3,025.7 2,984.3 2,867.6
R2 2,921.7 2,921.7 2,858.1
R1 2,880.3 2,880.3 2,848.5 2,901.0
PP 2,817.7 2,817.7 2,817.7 2,828.0
S1 2,776.3 2,776.3 2,829.5 2,797.0
S2 2,713.7 2,713.7 2,819.9
S3 2,609.7 2,672.3 2,810.4
S4 2,505.7 2,568.3 2,781.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,869.0 2,771.0 98.0 3.4% 38.4 1.3% 86% True False 1,198,839
10 2,869.0 2,633.0 236.0 8.3% 49.3 1.7% 94% True False 1,106,152
20 2,894.0 2,633.0 261.0 9.1% 56.1 2.0% 85% False False 1,039,317
40 2,898.0 2,633.0 265.0 9.3% 51.2 1.8% 84% False False 975,748
60 2,898.0 2,633.0 265.0 9.3% 52.3 1.8% 84% False False 967,272
80 2,898.0 2,537.0 361.0 12.6% 51.2 1.8% 88% False False 802,547
100 2,898.0 2,537.0 361.0 12.6% 51.0 1.8% 88% False False 642,357
120 2,898.0 2,481.0 417.0 14.6% 52.9 1.9% 90% False False 535,652
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,988.0
2.618 2,942.3
1.618 2,914.3
1.000 2,897.0
0.618 2,886.3
HIGH 2,869.0
0.618 2,858.3
0.500 2,855.0
0.382 2,851.7
LOW 2,841.0
0.618 2,823.7
1.000 2,813.0
1.618 2,795.7
2.618 2,767.7
4.250 2,722.0
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 2,855.0 2,852.3
PP 2,855.0 2,849.7
S1 2,855.0 2,847.0

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

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