Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 2,052.0 2,118.0 66.0 3.2% 2,205.0
High 2,127.0 2,154.0 27.0 1.3% 2,314.0
Low 2,051.0 2,102.0 51.0 2.5% 2,187.0
Close 2,071.0 2,153.0 82.0 4.0% 2,192.0
Range 76.0 52.0 -24.0 -31.6% 127.0
ATR 92.1 91.5 -0.7 -0.7% 0.0
Volume 116,838 275,522 158,684 135.8% 96,993
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,292.3 2,274.7 2,181.6
R3 2,240.3 2,222.7 2,167.3
R2 2,188.3 2,188.3 2,162.5
R1 2,170.7 2,170.7 2,157.8 2,179.5
PP 2,136.3 2,136.3 2,136.3 2,140.8
S1 2,118.7 2,118.7 2,148.2 2,127.5
S2 2,084.3 2,084.3 2,143.5
S3 2,032.3 2,066.7 2,138.7
S4 1,980.3 2,014.7 2,124.4
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 12.2% 66.8 3.1% 39% False False 95,817
10 2,314.0 2,051.0 263.0 12.2% 66.3 3.1% 39% False False 50,325
20 2,345.0 2,051.0 294.0 13.7% 88.7 4.1% 35% False False 36,765
40 2,790.0 2,051.0 739.0 34.3% 83.1 3.9% 14% False False 21,116
60 2,887.0 2,051.0 836.0 38.8% 72.6 3.4% 12% False False 17,746
80 2,887.0 2,051.0 836.0 38.8% 64.3 3.0% 12% False False 14,317
100 2,969.0 2,051.0 918.0 42.6% 58.9 2.7% 11% False False 11,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 12.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,375.0
2.618 2,290.1
1.618 2,238.1
1.000 2,206.0
0.618 2,186.1
HIGH 2,154.0
0.618 2,134.1
0.500 2,128.0
0.382 2,121.9
LOW 2,102.0
0.618 2,069.9
1.000 2,050.0
1.618 2,017.9
2.618 1,965.9
4.250 1,881.0
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 2,144.7 2,156.5
PP 2,136.3 2,155.3
S1 2,128.0 2,154.2

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

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