Dow Jones EURO STOXX 50 Index Future March 2011

Trading Metrics calculated at close of trading on 23-Dec-2010

Day Change Summary
	Previous	Current
	22-Dec-2010	23-Dec-2010	Change	Change %	Previous Week
Open	2,875.0	2,874.0	-1.0	0.0%	2,849.0
High	2,882.0	2,876.0	-6.0	-0.2%	2,869.0
Low	2,865.0	2,851.0	-14.0	-0.5%	2,816.0
Close	2,872.0	2,862.0	-10.0	-0.3%	2,819.0
Range	17.0	25.0	8.0	47.1%	53.0
ATR	44.8	43.4	-1.4	-3.2%	0.0
Volume	445,383	333,918	-111,465	-25.0%	4,901,411

Daily Pivots for day following 23-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,938.0	2,925.0	2,875.8
R3	2,913.0	2,900.0	2,868.9
R2	2,888.0	2,888.0	2,866.6
R1	2,875.0	2,875.0	2,864.3	2,869.0
PP	2,863.0	2,863.0	2,863.0	2,860.0
S1	2,850.0	2,850.0	2,859.7	2,844.0
S2	2,838.0	2,838.0	2,857.4
S3	2,813.0	2,825.0	2,855.1
S4	2,788.0	2,800.0	2,848.3

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,993.7	2,959.3	2,848.2
R3	2,940.7	2,906.3	2,833.6
R2	2,887.7	2,887.7	2,828.7
R1	2,853.3	2,853.3	2,823.9	2,844.0
PP	2,834.7	2,834.7	2,834.7	2,830.0
S1	2,800.3	2,800.3	2,814.1	2,791.0
S2	2,781.7	2,781.7	2,809.3
S3	2,728.7	2,747.3	2,804.4
S4	2,675.7	2,694.3	2,789.9

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	2,816.0	66.0	2.3%	32.2	1.1%	70%	False	False	603,696
10	2,882.0	2,816.0	66.0	2.3%	30.2	1.1%	70%	False	False	712,463
20	2,882.0	2,631.0	251.0	8.8%	44.0	1.5%	92%	False	False	400,966
40	2,916.0	2,631.0	285.0	10.0%	47.8	1.7%	81%	False	False	212,266
60	2,916.0	2,631.0	285.0	10.0%	45.1	1.6%	81%	False	False	144,707
80	2,916.0	2,631.0	285.0	10.0%	44.9	1.6%	81%	False	False	109,872
100	2,916.0	2,535.0	381.0	13.3%	44.2	1.5%	86%	False	False	87,990
120	2,916.0	2,535.0	381.0	13.3%	43.6	1.5%	86%	False	False	73,380

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	7.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,982.3
2.618	2,941.5
1.618	2,916.5
1.000	2,901.0
0.618	2,891.5
HIGH	2,876.0
0.618	2,866.5
0.500	2,863.5
0.382	2,860.6
LOW	2,851.0
0.618	2,835.6
1.000	2,826.0
1.618	2,810.6
2.618	2,785.6
4.250	2,744.8

Fisher Pivots for day following 23-Dec-2010
Pivot	1 day	3 day
R1	2,863.5	2,866.0
PP	2,863.0	2,864.7
S1	2,862.5	2,863.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols