Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 2,286.0 2,295.0 9.0 0.4% 2,369.0
High 2,318.0 2,335.0 17.0 0.7% 2,388.0
Low 2,255.0 2,273.0 18.0 0.8% 2,255.0
Close 2,280.0 2,335.0 55.0 2.4% 2,335.0
Range 63.0 62.0 -1.0 -1.6% 133.0
ATR 78.1 76.9 -1.1 -1.5% 0.0
Volume 1,700,457 1,468,972 -231,485 -13.6% 7,324,367
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,500.3 2,479.7 2,369.1
R3 2,438.3 2,417.7 2,352.1
R2 2,376.3 2,376.3 2,346.4
R1 2,355.7 2,355.7 2,340.7 2,366.0
PP 2,314.3 2,314.3 2,314.3 2,319.5
S1 2,293.7 2,293.7 2,329.3 2,304.0
S2 2,252.3 2,252.3 2,323.6
S3 2,190.3 2,231.7 2,318.0
S4 2,128.3 2,169.7 2,300.9
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,725.0 2,663.0 2,408.2
R3 2,592.0 2,530.0 2,371.6
R2 2,459.0 2,459.0 2,359.4
R1 2,397.0 2,397.0 2,347.2 2,361.5
PP 2,326.0 2,326.0 2,326.0 2,308.3
S1 2,264.0 2,264.0 2,322.8 2,228.5
S2 2,193.0 2,193.0 2,310.6
S3 2,060.0 2,131.0 2,298.4
S4 1,927.0 1,998.0 2,261.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,388.0 2,255.0 133.0 5.7% 71.0 3.0% 60% False False 1,464,873
10 2,388.0 2,255.0 133.0 5.7% 68.0 2.9% 60% False False 1,430,712
20 2,388.0 1,965.0 423.0 18.1% 74.0 3.2% 87% False False 1,544,886
40 2,388.0 1,924.0 464.0 19.9% 74.8 3.2% 89% False False 1,214,622
60 2,705.0 1,924.0 781.0 33.4% 88.1 3.8% 53% False False 815,448
80 2,887.0 1,924.0 963.0 41.2% 77.8 3.3% 43% False False 611,979
100 2,887.0 1,924.0 963.0 41.2% 71.7 3.1% 43% False False 492,035
120 2,925.0 1,924.0 1,001.0 42.9% 66.5 2.8% 41% False False 410,328
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,598.5
2.618 2,497.3
1.618 2,435.3
1.000 2,397.0
0.618 2,373.3
HIGH 2,335.0
0.618 2,311.3
0.500 2,304.0
0.382 2,296.7
LOW 2,273.0
0.618 2,234.7
1.000 2,211.0
1.618 2,172.7
2.618 2,110.7
4.250 2,009.5
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 2,324.7 2,322.3
PP 2,314.3 2,309.7
S1 2,304.0 2,297.0

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

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