Dow Jones EURO STOXX 50 Index Future December 2011

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	2,202.0	2,238.0	36.0	1.6%	2,340.0
High	2,245.0	2,243.0	-2.0	-0.1%	2,341.0
Low	2,196.0	2,217.0	21.0	1.0%	2,196.0
Close	2,219.0	2,236.0	17.0	0.8%	2,236.0
Range	49.0	26.0	-23.0	-46.9%	145.0
ATR	76.6	72.9	-3.6	-4.7%	0.0
Volume	1,796,334	206,656	-1,589,678	-88.5%	8,752,169

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,310.0	2,299.0	2,250.3
R3	2,284.0	2,273.0	2,243.2
R2	2,258.0	2,258.0	2,240.8
R1	2,247.0	2,247.0	2,238.4	2,239.5
PP	2,232.0	2,232.0	2,232.0	2,228.3
S1	2,221.0	2,221.0	2,233.6	2,213.5
S2	2,206.0	2,206.0	2,231.2
S3	2,180.0	2,195.0	2,228.9
S4	2,154.0	2,169.0	2,221.7

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,692.7	2,609.3	2,315.8
R3	2,547.7	2,464.3	2,275.9
R2	2,402.7	2,402.7	2,262.6
R1	2,319.3	2,319.3	2,249.3	2,288.5
PP	2,257.7	2,257.7	2,257.7	2,242.3
S1	2,174.3	2,174.3	2,222.7	2,143.5
S2	2,112.7	2,112.7	2,209.4
S3	1,967.7	2,029.3	2,196.1
S4	1,822.7	1,884.3	2,156.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,341.0	2,196.0	145.0	6.5%	55.8	2.5%	28%	False	False	1,750,433
10	2,404.0	2,196.0	208.0	9.3%	65.3	2.9%	19%	False	False	1,518,774
20	2,404.0	2,064.0	340.0	15.2%	67.2	3.0%	51%	False	False	1,425,957
40	2,509.0	2,064.0	445.0	19.9%	75.4	3.4%	39%	False	False	1,435,193
60	2,509.0	1,924.0	585.0	26.2%	75.7	3.4%	53%	False	False	1,479,986
80	2,509.0	1,924.0	585.0	26.2%	75.4	3.4%	53%	False	False	1,306,650
100	2,705.0	1,924.0	781.0	34.9%	82.8	3.7%	40%	False	False	1,048,661
120	2,887.0	1,924.0	963.0	43.1%	76.9	3.4%	32%	False	False	874,448

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	9.8
Narrowest range in 102 trading days

Fibonacci Retracements and Extensions
4.250	2,353.5
2.618	2,311.1
1.618	2,285.1
1.000	2,269.0
0.618	2,259.1
HIGH	2,243.0
0.618	2,233.1
0.500	2,230.0
0.382	2,226.9
LOW	2,217.0
0.618	2,200.9
1.000	2,191.0
1.618	2,174.9
2.618	2,148.9
4.250	2,106.5

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	2,234.0	2,233.8
PP	2,232.0	2,231.7
S1	2,230.0	2,229.5

Download as Excel Spreadsheet

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

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