Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 2,807.0 2,827.0 20.0 0.7% 2,857.0
High 2,855.0 2,827.0 -28.0 -1.0% 2,898.0
Low 2,798.0 2,771.0 -27.0 -1.0% 2,759.0
Close 2,845.0 2,783.0 -62.0 -2.2% 2,820.0
Range 57.0 56.0 -1.0 -1.8% 139.0
ATR 48.8 50.6 1.8 3.7% 0.0
Volume 29,876 391 -29,485 -98.7% 351,513
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 2,961.7 2,928.3 2,813.8
R3 2,905.7 2,872.3 2,798.4
R2 2,849.7 2,849.7 2,793.3
R1 2,816.3 2,816.3 2,788.1 2,805.0
PP 2,793.7 2,793.7 2,793.7 2,788.0
S1 2,760.3 2,760.3 2,777.9 2,749.0
S2 2,737.7 2,737.7 2,772.7
S3 2,681.7 2,704.3 2,767.6
S4 2,625.7 2,648.3 2,752.2
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 3,242.7 3,170.3 2,896.5
R3 3,103.7 3,031.3 2,858.2
R2 2,964.7 2,964.7 2,845.5
R1 2,892.3 2,892.3 2,832.7 2,859.0
PP 2,825.7 2,825.7 2,825.7 2,809.0
S1 2,753.3 2,753.3 2,807.3 2,720.0
S2 2,686.7 2,686.7 2,794.5
S3 2,547.7 2,614.3 2,781.8
S4 2,408.7 2,475.3 2,743.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,876.0 2,759.0 117.0 4.2% 55.0 2.0% 21% False False 64,849
10 2,898.0 2,759.0 139.0 5.0% 47.1 1.7% 17% False False 38,361
20 2,916.0 2,759.0 157.0 5.6% 45.7 1.6% 15% False False 25,727
40 2,916.0 2,671.0 245.0 8.8% 47.3 1.7% 46% False False 15,540
60 2,916.0 2,535.0 381.0 13.7% 45.5 1.6% 65% False False 11,990
80 2,916.0 2,535.0 381.0 13.7% 43.0 1.5% 65% False False 9,052
100 2,916.0 2,481.0 435.0 15.6% 43.1 1.5% 69% False False 7,306
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 2.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,065.0
2.618 2,973.6
1.618 2,917.6
1.000 2,883.0
0.618 2,861.6
HIGH 2,827.0
0.618 2,805.6
0.500 2,799.0
0.382 2,792.4
LOW 2,771.0
0.618 2,736.4
1.000 2,715.0
1.618 2,680.4
2.618 2,624.4
4.250 2,533.0
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 2,799.0 2,807.0
PP 2,793.7 2,799.0
S1 2,788.3 2,791.0

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

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