Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 2,346.0 2,332.0 -14.0 -0.6% 2,369.0
High 2,368.0 2,373.0 5.0 0.2% 2,388.0
Low 2,312.0 2,308.0 -4.0 -0.2% 2,255.0
Close 2,324.0 2,351.0 27.0 1.2% 2,335.0
Range 56.0 65.0 9.0 16.1% 133.0
ATR 73.8 73.1 -0.6 -0.8% 0.0
Volume 1,273,074 1,181,338 -91,736 -7.2% 7,324,367
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,539.0 2,510.0 2,386.8
R3 2,474.0 2,445.0 2,368.9
R2 2,409.0 2,409.0 2,362.9
R1 2,380.0 2,380.0 2,357.0 2,394.5
PP 2,344.0 2,344.0 2,344.0 2,351.3
S1 2,315.0 2,315.0 2,345.0 2,329.5
S2 2,279.0 2,279.0 2,339.1
S3 2,214.0 2,250.0 2,333.1
S4 2,149.0 2,185.0 2,315.3
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 2,373.0 2,255.0 118.0 5.0% 59.6 2.5% 81% True False 1,326,418
10 2,388.0 2,255.0 133.0 5.7% 65.5 2.8% 72% False False 1,359,741
20 2,388.0 2,045.0 343.0 14.6% 67.6 2.9% 89% False False 1,450,396
40 2,388.0 1,924.0 464.0 19.7% 74.7 3.2% 92% False False 1,300,858
60 2,543.0 1,924.0 619.0 26.3% 86.6 3.7% 69% False False 873,043
80 2,872.0 1,924.0 948.0 40.3% 78.8 3.4% 45% False False 655,250
100 2,887.0 1,924.0 963.0 41.0% 72.3 3.1% 44% False False 526,567
120 2,925.0 1,924.0 1,001.0 42.6% 66.8 2.8% 43% False False 439,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,649.3
2.618 2,543.2
1.618 2,478.2
1.000 2,438.0
0.618 2,413.2
HIGH 2,373.0
0.618 2,348.2
0.500 2,340.5
0.382 2,332.8
LOW 2,308.0
0.618 2,267.8
1.000 2,243.0
1.618 2,202.8
2.618 2,137.8
4.250 2,031.8
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 2,347.5 2,347.5
PP 2,344.0 2,344.0
S1 2,340.5 2,340.5

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

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