Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 2,156.0 2,193.0 37.0 1.7% 1,994.0
High 2,223.0 2,195.0 -28.0 -1.3% 2,223.0
Low 2,149.0 2,140.0 -9.0 -0.4% 1,965.0
Close 2,203.0 2,148.0 -55.0 -2.5% 2,148.0
Range 74.0 55.0 -19.0 -25.7% 258.0
ATR 93.4 91.2 -2.2 -2.3% 0.0
Volume 1,432,614 1,466,243 33,629 2.3% 8,251,335
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,326.0 2,292.0 2,178.3
R3 2,271.0 2,237.0 2,163.1
R2 2,216.0 2,216.0 2,158.1
R1 2,182.0 2,182.0 2,153.0 2,171.5
PP 2,161.0 2,161.0 2,161.0 2,155.8
S1 2,127.0 2,127.0 2,143.0 2,116.5
S2 2,106.0 2,106.0 2,137.9
S3 2,051.0 2,072.0 2,132.9
S4 1,996.0 2,017.0 2,117.8
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,886.0 2,775.0 2,289.9
R3 2,628.0 2,517.0 2,219.0
R2 2,370.0 2,370.0 2,195.3
R1 2,259.0 2,259.0 2,171.7 2,314.5
PP 2,112.0 2,112.0 2,112.0 2,139.8
S1 2,001.0 2,001.0 2,124.4 2,056.5
S2 1,854.0 1,854.0 2,100.7
S3 1,596.0 1,743.0 2,077.1
S4 1,338.0 1,485.0 2,006.1
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 1,965.0 258.0 12.0% 86.0 4.0% 71% False False 1,650,267
10 2,223.0 1,924.0 299.0 13.9% 81.8 3.8% 75% False False 1,625,208
20 2,262.0 1,924.0 338.0 15.7% 81.8 3.8% 66% False False 1,293,032
40 2,445.0 1,924.0 521.0 24.3% 93.0 4.3% 43% False False 656,095
60 2,852.0 1,924.0 928.0 43.2% 83.2 3.9% 24% False False 438,465
80 2,887.0 1,924.0 963.0 44.8% 74.0 3.4% 23% False False 331,689
100 2,902.0 1,924.0 978.0 45.5% 67.2 3.1% 23% False False 265,919
120 2,969.0 1,924.0 1,045.0 48.6% 61.6 2.9% 21% False False 221,655
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,428.8
2.618 2,339.0
1.618 2,284.0
1.000 2,250.0
0.618 2,229.0
HIGH 2,195.0
0.618 2,174.0
0.500 2,167.5
0.382 2,161.0
LOW 2,140.0
0.618 2,106.0
1.000 2,085.0
1.618 2,051.0
2.618 1,996.0
4.250 1,906.3
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 2,167.5 2,178.0
PP 2,161.0 2,168.0
S1 2,154.5 2,158.0

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

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