Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 2,247.0 2,236.0 -11.0 -0.5% 2,130.0
High 2,252.0 2,301.0 49.0 2.2% 2,262.0
Low 2,204.0 2,230.0 26.0 1.2% 2,113.0
Close 2,227.0 2,298.0 71.0 3.2% 2,174.0
Range 48.0 71.0 23.0 47.9% 149.0
ATR 90.7 89.5 -1.2 -1.3% 0.0
Volume 8,357 37,367 29,010 347.1% 21,685
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,489.3 2,464.7 2,337.1
R3 2,418.3 2,393.7 2,317.5
R2 2,347.3 2,347.3 2,311.0
R1 2,322.7 2,322.7 2,304.5 2,335.0
PP 2,276.3 2,276.3 2,276.3 2,282.5
S1 2,251.7 2,251.7 2,291.5 2,264.0
S2 2,205.3 2,205.3 2,285.0
S3 2,134.3 2,180.7 2,278.5
S4 2,063.3 2,109.7 2,259.0
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,630.0 2,551.0 2,256.0
R3 2,481.0 2,402.0 2,215.0
R2 2,332.0 2,332.0 2,201.3
R1 2,253.0 2,253.0 2,187.7 2,292.5
PP 2,183.0 2,183.0 2,183.0 2,202.8
S1 2,104.0 2,104.0 2,160.3 2,143.5
S2 2,034.0 2,034.0 2,146.7
S3 1,885.0 1,955.0 2,133.0
S4 1,736.0 1,806.0 2,092.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,301.0 2,128.0 173.0 7.5% 66.2 2.9% 98% True False 11,783
10 2,301.0 2,104.0 197.0 8.6% 77.2 3.4% 98% True False 18,698
20 2,533.0 2,066.0 467.0 20.3% 110.4 4.8% 50% False False 18,891
40 2,872.0 2,066.0 806.0 35.1% 83.5 3.6% 29% False False 10,573
60 2,887.0 2,066.0 821.0 35.7% 71.3 3.1% 28% False False 10,905
80 2,902.0 2,066.0 836.0 36.4% 63.3 2.8% 28% False False 8,801
100 2,969.0 2,066.0 903.0 39.3% 57.3 2.5% 26% False False 7,109
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,602.8
2.618 2,486.9
1.618 2,415.9
1.000 2,372.0
0.618 2,344.9
HIGH 2,301.0
0.618 2,273.9
0.500 2,265.5
0.382 2,257.1
LOW 2,230.0
0.618 2,186.1
1.000 2,159.0
1.618 2,115.1
2.618 2,044.1
4.250 1,928.3
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 2,287.2 2,282.0
PP 2,276.3 2,266.0
S1 2,265.5 2,250.0

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

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