Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 2,282.0 2,341.0 59.0 2.6% 2,438.0
High 2,349.0 2,346.0 -3.0 -0.1% 2,439.0
Low 2,273.0 2,207.0 -66.0 -2.9% 2,213.0
Close 2,305.0 2,217.0 -88.0 -3.8% 2,288.0
Range 76.0 139.0 63.0 82.9% 226.0
ATR 86.6 90.4 3.7 4.3% 0.0
Volume 1,233,520 1,849,015 615,495 49.9% 8,173,758
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,673.7 2,584.3 2,293.5
R3 2,534.7 2,445.3 2,255.2
R2 2,395.7 2,395.7 2,242.5
R1 2,306.3 2,306.3 2,229.7 2,281.5
PP 2,256.7 2,256.7 2,256.7 2,244.3
S1 2,167.3 2,167.3 2,204.3 2,142.5
S2 2,117.7 2,117.7 2,191.5
S3 1,978.7 2,028.3 2,178.8
S4 1,839.7 1,889.3 2,140.6
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,991.3 2,865.7 2,412.3
R3 2,765.3 2,639.7 2,350.2
R2 2,539.3 2,539.3 2,329.4
R1 2,413.7 2,413.7 2,308.7 2,363.5
PP 2,313.3 2,313.3 2,313.3 2,288.3
S1 2,187.7 2,187.7 2,267.3 2,137.5
S2 2,087.3 2,087.3 2,246.6
S3 1,861.3 1,961.7 2,225.9
S4 1,635.3 1,735.7 2,163.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,368.0 2,207.0 161.0 7.3% 109.0 4.9% 6% False True 1,566,181
10 2,509.0 2,207.0 302.0 13.6% 97.9 4.4% 3% False True 1,598,192
20 2,509.0 2,207.0 302.0 13.6% 81.7 3.7% 3% False True 1,478,966
40 2,509.0 1,924.0 585.0 26.4% 79.4 3.6% 50% False False 1,553,464
60 2,509.0 1,924.0 585.0 26.4% 79.1 3.6% 50% False False 1,136,104
80 2,790.0 1,924.0 866.0 39.1% 84.6 3.8% 34% False False 854,748
100 2,887.0 1,924.0 963.0 43.4% 77.1 3.5% 30% False False 685,201
120 2,887.0 1,924.0 963.0 43.4% 71.6 3.2% 30% False False 572,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,936.8
2.618 2,709.9
1.618 2,570.9
1.000 2,485.0
0.618 2,431.9
HIGH 2,346.0
0.618 2,292.9
0.500 2,276.5
0.382 2,260.1
LOW 2,207.0
0.618 2,121.1
1.000 2,068.0
1.618 1,982.1
2.618 1,843.1
4.250 1,616.3
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 2,276.5 2,278.0
PP 2,256.7 2,257.7
S1 2,236.8 2,237.3

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

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