Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 2,356.0 2,354.0 -2.0 -0.1% 2,145.0
High 2,386.0 2,380.0 -6.0 -0.3% 2,375.0
Low 2,354.0 2,341.0 -13.0 -0.6% 2,136.0
Close 2,369.0 2,367.0 -2.0 -0.1% 2,332.0
Range 32.0 39.0 7.0 21.9% 239.0
ATR 78.1 75.3 -2.8 -3.6% 0.0
Volume 1,111,324 938,510 -172,814 -15.6% 7,170,133
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,479.7 2,462.3 2,388.5
R3 2,440.7 2,423.3 2,377.7
R2 2,401.7 2,401.7 2,374.2
R1 2,384.3 2,384.3 2,370.6 2,393.0
PP 2,362.7 2,362.7 2,362.7 2,367.0
S1 2,345.3 2,345.3 2,363.4 2,354.0
S2 2,323.7 2,323.7 2,359.9
S3 2,284.7 2,306.3 2,356.3
S4 2,245.7 2,267.3 2,345.6
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 2,197.0 189.0 8.0% 61.8 2.6% 90% False False 1,304,080
10 2,386.0 2,064.0 322.0 13.6% 62.9 2.7% 94% False False 1,287,725
20 2,386.0 2,064.0 322.0 13.6% 71.8 3.0% 94% False False 1,321,940
40 2,509.0 2,064.0 445.0 18.8% 74.8 3.2% 68% False False 1,399,876
60 2,509.0 1,924.0 585.0 24.7% 77.2 3.3% 76% False False 1,486,704
80 2,509.0 1,924.0 585.0 24.7% 76.0 3.2% 76% False False 1,144,527
100 2,790.0 1,924.0 866.0 36.6% 80.7 3.4% 51% False False 917,372
120 2,887.0 1,924.0 963.0 40.7% 75.2 3.2% 46% False False 765,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,545.8
2.618 2,482.1
1.618 2,443.1
1.000 2,419.0
0.618 2,404.1
HIGH 2,380.0
0.618 2,365.1
0.500 2,360.5
0.382 2,355.9
LOW 2,341.0
0.618 2,316.9
1.000 2,302.0
1.618 2,277.9
2.618 2,238.9
4.250 2,175.3
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 2,364.8 2,363.7
PP 2,362.7 2,360.3
S1 2,360.5 2,357.0

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

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