Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 2,770.0 2,768.0 -2.0 -0.1% 2,723.0
High 2,776.0 2,782.0 6.0 0.2% 2,781.0
Low 2,754.0 2,751.0 -3.0 -0.1% 2,682.0
Close 2,771.0 2,771.0 0.0 0.0% 2,765.0
Range 22.0 31.0 9.0 40.9% 99.0
ATR 43.2 42.3 -0.9 -2.0% 0.0
Volume 11,857 28,885 17,028 143.6% 28,357
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 2,861.0 2,847.0 2,788.1
R3 2,830.0 2,816.0 2,779.5
R2 2,799.0 2,799.0 2,776.7
R1 2,785.0 2,785.0 2,773.8 2,792.0
PP 2,768.0 2,768.0 2,768.0 2,771.5
S1 2,754.0 2,754.0 2,768.2 2,761.0
S2 2,737.0 2,737.0 2,765.3
S3 2,706.0 2,723.0 2,762.5
S4 2,675.0 2,692.0 2,754.0
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 3,039.7 3,001.3 2,819.5
R3 2,940.7 2,902.3 2,792.2
R2 2,841.7 2,841.7 2,783.2
R1 2,803.3 2,803.3 2,774.1 2,822.5
PP 2,742.7 2,742.7 2,742.7 2,752.3
S1 2,704.3 2,704.3 2,755.9 2,723.5
S2 2,643.7 2,643.7 2,746.9
S3 2,544.7 2,605.3 2,737.8
S4 2,445.7 2,506.3 2,710.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,796.0 2,751.0 45.0 1.6% 25.0 0.9% 44% False True 13,905
10 2,796.0 2,682.0 114.0 4.1% 32.6 1.2% 78% False False 9,455
20 2,804.0 2,561.0 243.0 8.8% 42.6 1.5% 86% False False 5,422
40 2,821.0 2,561.0 260.0 9.4% 36.6 1.3% 81% False False 3,094
60 2,821.0 2,561.0 260.0 9.4% 34.2 1.2% 81% False False 2,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,913.8
2.618 2,863.2
1.618 2,832.2
1.000 2,813.0
0.618 2,801.2
HIGH 2,782.0
0.618 2,770.2
0.500 2,766.5
0.382 2,762.8
LOW 2,751.0
0.618 2,731.8
1.000 2,720.0
1.618 2,700.8
2.618 2,669.8
4.250 2,619.3
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 2,769.5 2,773.5
PP 2,768.0 2,772.7
S1 2,766.5 2,771.8

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

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