Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 2,776.0 2,782.0 6.0 0.2% 2,734.0
High 2,822.0 2,834.0 12.0 0.4% 2,795.0
Low 2,772.0 2,780.0 8.0 0.3% 2,631.0
Close 2,801.0 2,818.0 17.0 0.6% 2,784.0
Range 50.0 54.0 4.0 8.0% 164.0
ATR 57.7 57.5 -0.3 -0.5% 0.0
Volume 251,991 76,652 -175,339 -69.6% 343,040
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 2,972.7 2,949.3 2,847.7
R3 2,918.7 2,895.3 2,832.9
R2 2,864.7 2,864.7 2,827.9
R1 2,841.3 2,841.3 2,823.0 2,853.0
PP 2,810.7 2,810.7 2,810.7 2,816.5
S1 2,787.3 2,787.3 2,813.1 2,799.0
S2 2,756.7 2,756.7 2,808.1
S3 2,702.7 2,733.3 2,803.2
S4 2,648.7 2,679.3 2,788.3
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 2,834.0 2,701.0 133.0 4.7% 54.4 1.9% 88% True False 74,816
10 2,834.0 2,631.0 203.0 7.2% 57.8 2.1% 92% True False 67,384
20 2,882.0 2,631.0 251.0 8.9% 56.8 2.0% 75% False False 52,622
40 2,916.0 2,631.0 285.0 10.1% 49.4 1.8% 66% False False 33,359
60 2,916.0 2,631.0 285.0 10.1% 49.8 1.8% 66% False False 23,075
80 2,916.0 2,535.0 381.0 13.5% 47.6 1.7% 74% False False 18,113
100 2,916.0 2,535.0 381.0 13.5% 45.2 1.6% 74% False False 14,559
120 2,916.0 2,481.0 435.0 15.4% 44.8 1.6% 77% False False 12,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 10.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,063.5
2.618 2,975.4
1.618 2,921.4
1.000 2,888.0
0.618 2,867.4
HIGH 2,834.0
0.618 2,813.4
0.500 2,807.0
0.382 2,800.6
LOW 2,780.0
0.618 2,746.6
1.000 2,726.0
1.618 2,692.6
2.618 2,638.6
4.250 2,550.5
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 2,814.3 2,810.2
PP 2,810.7 2,802.3
S1 2,807.0 2,794.5

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

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