Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 25-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 25-Nov-2010 Change Change % Previous Week
Open 2,754.0 2,761.0 7.0 0.3% 2,807.0
High 2,770.0 2,766.0 -4.0 -0.1% 2,882.0
Low 2,723.0 2,740.0 17.0 0.6% 2,770.0
Close 2,756.0 2,762.0 6.0 0.2% 2,840.0
Range 47.0 26.0 -21.0 -44.7% 112.0
ATR 54.7 52.6 -2.0 -3.7% 0.0
Volume 6,753 942 -5,811 -86.1% 41,661
Daily Pivots for day following 25-Nov-2010
Classic Woodie Camarilla DeMark
R4 2,834.0 2,824.0 2,776.3
R3 2,808.0 2,798.0 2,769.2
R2 2,782.0 2,782.0 2,766.8
R1 2,772.0 2,772.0 2,764.4 2,777.0
PP 2,756.0 2,756.0 2,756.0 2,758.5
S1 2,746.0 2,746.0 2,759.6 2,751.0
S2 2,730.0 2,730.0 2,757.2
S3 2,704.0 2,720.0 2,754.9
S4 2,678.0 2,694.0 2,747.7
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 3,166.7 3,115.3 2,901.6
R3 3,054.7 3,003.3 2,870.8
R2 2,942.7 2,942.7 2,860.5
R1 2,891.3 2,891.3 2,850.3 2,917.0
PP 2,830.7 2,830.7 2,830.7 2,843.5
S1 2,779.3 2,779.3 2,829.7 2,805.0
S2 2,718.7 2,718.7 2,819.5
S3 2,606.7 2,667.3 2,809.2
S4 2,494.7 2,555.3 2,778.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,882.0 2,723.0 159.0 5.8% 57.6 2.1% 25% False False 11,055
10 2,882.0 2,723.0 159.0 5.8% 54.3 2.0% 25% False False 8,711
20 2,916.0 2,723.0 193.0 7.0% 51.7 1.9% 20% False False 23,566
40 2,916.0 2,671.0 245.0 8.9% 45.7 1.7% 37% False False 16,578
60 2,916.0 2,671.0 245.0 8.9% 45.3 1.6% 37% False False 12,841
80 2,916.0 2,535.0 381.0 13.8% 44.3 1.6% 60% False False 9,746
100 2,916.0 2,535.0 381.0 13.8% 43.5 1.6% 60% False False 7,863
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,876.5
2.618 2,834.1
1.618 2,808.1
1.000 2,792.0
0.618 2,782.1
HIGH 2,766.0
0.618 2,756.1
0.500 2,753.0
0.382 2,749.9
LOW 2,740.0
0.618 2,723.9
1.000 2,714.0
1.618 2,697.9
2.618 2,671.9
4.250 2,629.5
Fisher Pivots for day following 25-Nov-2010
Pivot 1 day 3 day
R1 2,759.0 2,761.3
PP 2,756.0 2,760.7
S1 2,753.0 2,760.0

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

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