Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 2,330.0 2,356.0 26.0 1.1% 2,145.0
High 2,375.0 2,386.0 11.0 0.5% 2,375.0
Low 2,328.0 2,354.0 26.0 1.1% 2,136.0
Close 2,332.0 2,369.0 37.0 1.6% 2,332.0
Range 47.0 32.0 -15.0 -31.9% 239.0
ATR 80.0 78.1 -1.9 -2.3% 0.0
Volume 1,167,408 1,111,324 -56,084 -4.8% 7,170,133
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,465.7 2,449.3 2,386.6
R3 2,433.7 2,417.3 2,377.8
R2 2,401.7 2,401.7 2,374.9
R1 2,385.3 2,385.3 2,371.9 2,393.5
PP 2,369.7 2,369.7 2,369.7 2,373.8
S1 2,353.3 2,353.3 2,366.1 2,361.5
S2 2,337.7 2,337.7 2,363.1
S3 2,305.7 2,321.3 2,360.2
S4 2,273.7 2,289.3 2,351.4
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,998.0 2,904.0 2,463.5
R3 2,759.0 2,665.0 2,397.7
R2 2,520.0 2,520.0 2,375.8
R1 2,426.0 2,426.0 2,353.9 2,473.0
PP 2,281.0 2,281.0 2,281.0 2,304.5
S1 2,187.0 2,187.0 2,310.1 2,234.0
S2 2,042.0 2,042.0 2,288.2
S3 1,803.0 1,948.0 2,266.3
S4 1,564.0 1,709.0 2,200.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,386.0 2,191.0 195.0 8.2% 65.4 2.8% 91% True False 1,365,198
10 2,386.0 2,064.0 322.0 13.6% 66.5 2.8% 95% True False 1,311,904
20 2,386.0 2,064.0 322.0 13.6% 73.8 3.1% 95% True False 1,334,501
40 2,509.0 2,064.0 445.0 18.8% 75.4 3.2% 69% False False 1,404,237
60 2,509.0 1,924.0 585.0 24.7% 77.5 3.3% 76% False False 1,491,576
80 2,509.0 1,924.0 585.0 24.7% 77.4 3.3% 76% False False 1,133,057
100 2,790.0 1,924.0 866.0 36.6% 80.6 3.4% 51% False False 907,990
120 2,887.0 1,924.0 963.0 40.7% 75.5 3.2% 46% False False 757,891
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.9
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 2,522.0
2.618 2,469.8
1.618 2,437.8
1.000 2,418.0
0.618 2,405.8
HIGH 2,386.0
0.618 2,373.8
0.500 2,370.0
0.382 2,366.2
LOW 2,354.0
0.618 2,334.2
1.000 2,322.0
1.618 2,302.2
2.618 2,270.2
4.250 2,218.0
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 2,370.0 2,361.0
PP 2,369.7 2,353.0
S1 2,369.3 2,345.0

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

View Archives - Comment on this page... - Back to Index of Symbols