Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 2,256.0 2,052.0 -204.0 -9.0% 2,205.0
High 2,262.0 2,127.0 -135.0 -6.0% 2,314.0
Low 2,187.0 2,051.0 -136.0 -6.2% 2,187.0
Close 2,192.0 2,071.0 -121.0 -5.5% 2,192.0
Range 75.0 76.0 1.0 1.3% 127.0
ATR 88.3 92.1 3.8 4.3% 0.0
Volume 22,076 116,838 94,762 429.3% 96,993
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,311.0 2,267.0 2,112.8
R3 2,235.0 2,191.0 2,091.9
R2 2,159.0 2,159.0 2,084.9
R1 2,115.0 2,115.0 2,078.0 2,137.0
PP 2,083.0 2,083.0 2,083.0 2,094.0
S1 2,039.0 2,039.0 2,064.0 2,061.0
S2 2,007.0 2,007.0 2,057.1
S3 1,931.0 1,963.0 2,050.1
S4 1,855.0 1,887.0 2,029.2
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,612.0 2,529.0 2,261.9
R3 2,485.0 2,402.0 2,226.9
R2 2,358.0 2,358.0 2,215.3
R1 2,275.0 2,275.0 2,203.6 2,253.0
PP 2,231.0 2,231.0 2,231.0 2,220.0
S1 2,148.0 2,148.0 2,180.4 2,126.0
S2 2,104.0 2,104.0 2,168.7
S3 1,977.0 2,021.0 2,157.1
S4 1,850.0 1,894.0 2,122.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,314.0 2,051.0 263.0 12.7% 66.0 3.2% 8% False True 42,384
10 2,314.0 2,051.0 263.0 12.7% 67.5 3.3% 8% False True 23,483
20 2,345.0 2,051.0 294.0 14.2% 94.7 4.6% 7% False True 24,802
40 2,790.0 2,051.0 739.0 35.7% 84.0 4.1% 3% False True 14,632
60 2,887.0 2,051.0 836.0 40.4% 72.5 3.5% 2% False True 13,344
80 2,887.0 2,051.0 836.0 40.4% 64.2 3.1% 2% False True 10,875
100 2,969.0 2,051.0 918.0 44.3% 58.4 2.8% 2% False True 8,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,450.0
2.618 2,326.0
1.618 2,250.0
1.000 2,203.0
0.618 2,174.0
HIGH 2,127.0
0.618 2,098.0
0.500 2,089.0
0.382 2,080.0
LOW 2,051.0
0.618 2,004.0
1.000 1,975.0
1.618 1,928.0
2.618 1,852.0
4.250 1,728.0
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 2,089.0 2,182.5
PP 2,083.0 2,145.3
S1 2,077.0 2,108.2

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

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