Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 2,731.0 2,781.0 50.0 1.8% 2,734.0
High 2,791.0 2,795.0 4.0 0.1% 2,795.0
Low 2,701.0 2,757.0 56.0 2.1% 2,631.0
Close 2,781.0 2,784.0 3.0 0.1% 2,784.0
Range 90.0 38.0 -52.0 -57.8% 164.0
ATR 61.0 59.3 -1.6 -2.7% 0.0
Volume 31,744 13,693 -18,051 -56.9% 343,040
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 2,892.7 2,876.3 2,804.9
R3 2,854.7 2,838.3 2,794.5
R2 2,816.7 2,816.7 2,791.0
R1 2,800.3 2,800.3 2,787.5 2,808.5
PP 2,778.7 2,778.7 2,778.7 2,782.8
S1 2,762.3 2,762.3 2,780.5 2,770.5
S2 2,740.7 2,740.7 2,777.0
S3 2,702.7 2,724.3 2,773.6
S4 2,664.7 2,686.3 2,763.1
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 3,228.7 3,170.3 2,874.2
R3 3,064.7 3,006.3 2,829.1
R2 2,900.7 2,900.7 2,814.1
R1 2,842.3 2,842.3 2,799.0 2,871.5
PP 2,736.7 2,736.7 2,736.7 2,751.3
S1 2,678.3 2,678.3 2,769.0 2,707.5
S2 2,572.7 2,572.7 2,753.9
S3 2,408.7 2,514.3 2,738.9
S4 2,244.7 2,350.3 2,693.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,795.0 2,631.0 164.0 5.9% 73.8 2.7% 93% True False 68,608
10 2,882.0 2,631.0 251.0 9.0% 63.3 2.3% 61% False False 38,932
20 2,898.0 2,631.0 267.0 9.6% 55.3 2.0% 57% False False 39,124
40 2,916.0 2,631.0 285.0 10.2% 48.7 1.8% 54% False False 25,152
60 2,916.0 2,631.0 285.0 10.2% 48.8 1.8% 54% False False 18,397
80 2,916.0 2,535.0 381.0 13.7% 47.3 1.7% 65% False False 14,035
100 2,916.0 2,535.0 381.0 13.7% 45.1 1.6% 65% False False 11,274
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 12.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,956.5
2.618 2,894.5
1.618 2,856.5
1.000 2,833.0
0.618 2,818.5
HIGH 2,795.0
0.618 2,780.5
0.500 2,776.0
0.382 2,771.5
LOW 2,757.0
0.618 2,733.5
1.000 2,719.0
1.618 2,695.5
2.618 2,657.5
4.250 2,595.5
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 2,781.3 2,765.0
PP 2,778.7 2,746.0
S1 2,776.0 2,727.0

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

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