Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 2,257.0 2,340.0 83.0 3.7% 2,356.0
High 2,354.0 2,341.0 -13.0 -0.6% 2,404.0
Low 2,254.0 2,259.0 5.0 0.2% 2,254.0
Close 2,354.0 2,274.0 -80.0 -3.4% 2,354.0
Range 100.0 82.0 -18.0 -18.0% 150.0
ATR 80.5 81.5 1.0 1.3% 0.0
Volume 1,426,804 1,990,613 563,809 39.5% 6,435,579
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,537.3 2,487.7 2,319.1
R3 2,455.3 2,405.7 2,296.6
R2 2,373.3 2,373.3 2,289.0
R1 2,323.7 2,323.7 2,281.5 2,307.5
PP 2,291.3 2,291.3 2,291.3 2,283.3
S1 2,241.7 2,241.7 2,266.5 2,225.5
S2 2,209.3 2,209.3 2,259.0
S3 2,127.3 2,159.7 2,251.5
S4 2,045.3 2,077.7 2,228.9
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,787.3 2,720.7 2,436.5
R3 2,637.3 2,570.7 2,395.3
R2 2,487.3 2,487.3 2,381.5
R1 2,420.7 2,420.7 2,367.8 2,379.0
PP 2,337.3 2,337.3 2,337.3 2,316.5
S1 2,270.7 2,270.7 2,340.3 2,229.0
S2 2,187.3 2,187.3 2,326.5
S3 2,037.3 2,120.7 2,312.8
S4 1,887.3 1,970.7 2,271.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,404.0 2,254.0 150.0 6.6% 84.8 3.7% 13% False False 1,462,973
10 2,404.0 2,191.0 213.0 9.4% 75.1 3.3% 39% False False 1,414,086
20 2,404.0 2,064.0 340.0 15.0% 71.3 3.1% 62% False False 1,355,174
40 2,509.0 2,064.0 445.0 19.6% 77.8 3.4% 47% False False 1,412,539
60 2,509.0 1,924.0 585.0 25.7% 77.1 3.4% 60% False False 1,467,928
80 2,509.0 1,924.0 585.0 25.7% 76.9 3.4% 60% False False 1,223,577
100 2,790.0 1,924.0 866.0 38.1% 82.4 3.6% 40% False False 981,061
120 2,887.0 1,924.0 963.0 42.3% 77.0 3.4% 36% False False 818,757
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,689.5
2.618 2,555.7
1.618 2,473.7
1.000 2,423.0
0.618 2,391.7
HIGH 2,341.0
0.618 2,309.7
0.500 2,300.0
0.382 2,290.3
LOW 2,259.0
0.618 2,208.3
1.000 2,177.0
1.618 2,126.3
2.618 2,044.3
4.250 1,910.5
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 2,300.0 2,314.5
PP 2,291.3 2,301.0
S1 2,282.7 2,287.5

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

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