Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 2,392.0 2,493.0 101.0 4.2% 2,351.0
High 2,509.0 2,502.0 -7.0 -0.3% 2,509.0
Low 2,389.0 2,442.0 53.0 2.2% 2,308.0
Close 2,498.0 2,462.0 -36.0 -1.4% 2,462.0
Range 120.0 60.0 -60.0 -50.0% 201.0
ATR 79.2 77.8 -1.4 -1.7% 0.0
Volume 2,201,207 1,334,699 -866,508 -39.4% 6,998,569
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 2,648.7 2,615.3 2,495.0
R3 2,588.7 2,555.3 2,478.5
R2 2,528.7 2,528.7 2,473.0
R1 2,495.3 2,495.3 2,467.5 2,482.0
PP 2,468.7 2,468.7 2,468.7 2,462.0
S1 2,435.3 2,435.3 2,456.5 2,422.0
S2 2,408.7 2,408.7 2,451.0
S3 2,348.7 2,375.3 2,445.5
S4 2,288.7 2,315.3 2,429.0
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 3,029.3 2,946.7 2,572.6
R3 2,828.3 2,745.7 2,517.3
R2 2,627.3 2,627.3 2,498.9
R1 2,544.7 2,544.7 2,480.4 2,586.0
PP 2,426.3 2,426.3 2,426.3 2,447.0
S1 2,343.7 2,343.7 2,443.6 2,385.0
S2 2,225.3 2,225.3 2,425.2
S3 2,024.3 2,142.7 2,406.7
S4 1,823.3 1,941.7 2,351.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,509.0 2,308.0 201.0 8.2% 70.6 2.9% 77% False False 1,399,713
10 2,509.0 2,255.0 254.0 10.3% 70.8 2.9% 81% False False 1,432,293
20 2,509.0 2,045.0 464.0 18.8% 70.1 2.8% 90% False False 1,482,248
40 2,509.0 1,924.0 585.0 23.8% 75.9 3.1% 92% False False 1,387,640
60 2,509.0 1,924.0 585.0 23.8% 85.4 3.5% 92% False False 931,479
80 2,852.0 1,924.0 928.0 37.7% 79.9 3.2% 58% False False 699,411
100 2,887.0 1,924.0 963.0 39.1% 73.2 3.0% 56% False False 561,801
120 2,902.0 1,924.0 978.0 39.7% 67.6 2.7% 55% False False 468,641
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,757.0
2.618 2,659.1
1.618 2,599.1
1.000 2,562.0
0.618 2,539.1
HIGH 2,502.0
0.618 2,479.1
0.500 2,472.0
0.382 2,464.9
LOW 2,442.0
0.618 2,404.9
1.000 2,382.0
1.618 2,344.9
2.618 2,284.9
4.250 2,187.0
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 2,472.0 2,444.2
PP 2,468.7 2,426.3
S1 2,465.3 2,408.5

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

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