Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 2,341.0 2,196.0 -145.0 -6.2% 2,438.0
High 2,346.0 2,291.0 -55.0 -2.3% 2,439.0
Low 2,207.0 2,189.0 -18.0 -0.8% 2,213.0
Close 2,217.0 2,260.0 43.0 1.9% 2,288.0
Range 139.0 102.0 -37.0 -26.6% 226.0
ATR 90.4 91.2 0.8 0.9% 0.0
Volume 1,849,015 1,674,090 -174,925 -9.5% 8,173,758
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,552.7 2,508.3 2,316.1
R3 2,450.7 2,406.3 2,288.1
R2 2,348.7 2,348.7 2,278.7
R1 2,304.3 2,304.3 2,269.4 2,326.5
PP 2,246.7 2,246.7 2,246.7 2,257.8
S1 2,202.3 2,202.3 2,250.7 2,224.5
S2 2,144.7 2,144.7 2,241.3
S3 2,042.7 2,100.3 2,232.0
S4 1,940.7 1,998.3 2,203.9
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 2,189.0 179.0 7.9% 98.6 4.4% 40% False True 1,491,954
10 2,502.0 2,189.0 313.0 13.8% 96.1 4.3% 23% False True 1,545,480
20 2,509.0 2,189.0 320.0 14.2% 83.5 3.7% 22% False True 1,486,668
40 2,509.0 1,924.0 585.0 25.9% 79.5 3.5% 57% False False 1,544,668
60 2,509.0 1,924.0 585.0 25.9% 79.5 3.5% 57% False False 1,163,999
80 2,790.0 1,924.0 866.0 38.3% 85.4 3.8% 39% False False 875,612
100 2,887.0 1,924.0 963.0 42.6% 77.9 3.4% 35% False False 701,941
120 2,887.0 1,924.0 963.0 42.6% 72.0 3.2% 35% False False 586,283
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 8.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,724.5
2.618 2,558.0
1.618 2,456.0
1.000 2,393.0
0.618 2,354.0
HIGH 2,291.0
0.618 2,252.0
0.500 2,240.0
0.382 2,228.0
LOW 2,189.0
0.618 2,126.0
1.000 2,087.0
1.618 2,024.0
2.618 1,922.0
4.250 1,755.5
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 2,253.3 2,269.0
PP 2,246.7 2,266.0
S1 2,240.0 2,263.0

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

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