Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 2,147.0 2,156.0 9.0 0.4% 2,105.0
High 2,213.0 2,223.0 10.0 0.5% 2,136.0
Low 2,133.0 2,149.0 16.0 0.8% 1,924.0
Close 2,138.0 2,203.0 65.0 3.0% 2,020.0
Range 80.0 74.0 -6.0 -7.5% 212.0
ATR 94.0 93.4 -0.6 -0.7% 0.0
Volume 1,506,562 1,432,614 -73,948 -4.9% 8,000,745
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,413.7 2,382.3 2,243.7
R3 2,339.7 2,308.3 2,223.4
R2 2,265.7 2,265.7 2,216.6
R1 2,234.3 2,234.3 2,209.8 2,250.0
PP 2,191.7 2,191.7 2,191.7 2,199.5
S1 2,160.3 2,160.3 2,196.2 2,176.0
S2 2,117.7 2,117.7 2,189.4
S3 2,043.7 2,086.3 2,182.7
S4 1,969.7 2,012.3 2,162.3
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,662.7 2,553.3 2,136.6
R3 2,450.7 2,341.3 2,078.3
R2 2,238.7 2,238.7 2,058.9
R1 2,129.3 2,129.3 2,039.4 2,078.0
PP 2,026.7 2,026.7 2,026.7 2,001.0
S1 1,917.3 1,917.3 2,000.6 1,866.0
S2 1,814.7 1,814.7 1,981.1
S3 1,602.7 1,705.3 1,961.7
S4 1,390.7 1,493.3 1,903.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,223.0 1,924.0 299.0 13.6% 96.0 4.4% 93% True False 1,749,551
10 2,223.0 1,924.0 299.0 13.6% 82.0 3.7% 93% True False 1,655,540
20 2,314.0 1,924.0 390.0 17.7% 82.0 3.7% 72% False False 1,221,084
40 2,533.0 1,924.0 609.0 27.6% 96.2 4.4% 46% False False 619,987
60 2,872.0 1,924.0 948.0 43.0% 83.0 3.8% 29% False False 414,076
80 2,887.0 1,924.0 963.0 43.7% 74.0 3.4% 29% False False 313,449
100 2,902.0 1,924.0 978.0 44.4% 67.0 3.0% 29% False False 251,258
120 2,969.0 1,924.0 1,045.0 47.4% 61.4 2.8% 27% False False 209,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,537.5
2.618 2,416.7
1.618 2,342.7
1.000 2,297.0
0.618 2,268.7
HIGH 2,223.0
0.618 2,194.7
0.500 2,186.0
0.382 2,177.3
LOW 2,149.0
0.618 2,103.3
1.000 2,075.0
1.618 2,029.3
2.618 1,955.3
4.250 1,834.5
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 2,197.3 2,192.2
PP 2,191.7 2,181.3
S1 2,186.0 2,170.5

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

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