Dow Jones EURO STOXX 50 Index Future March 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 2,082.0 2,137.0 55.0 2.6% 2,204.0
High 2,113.0 2,217.0 104.0 4.9% 2,219.0
Low 2,059.0 2,132.0 73.0 3.5% 2,059.0
Close 2,100.0 2,211.0 111.0 5.3% 2,100.0
Range 54.0 85.0 31.0 57.4% 160.0
ATR 72.5 75.7 3.2 4.4% 0.0
Volume 47,274 23,306 -23,968 -50.7% 270,079
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,441.7 2,411.3 2,257.8
R3 2,356.7 2,326.3 2,234.4
R2 2,271.7 2,271.7 2,226.6
R1 2,241.3 2,241.3 2,218.8 2,256.5
PP 2,186.7 2,186.7 2,186.7 2,194.3
S1 2,156.3 2,156.3 2,203.2 2,171.5
S2 2,101.7 2,101.7 2,195.4
S3 2,016.7 2,071.3 2,187.6
S4 1,931.7 1,986.3 2,164.3
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 2,606.0 2,513.0 2,188.0
R3 2,446.0 2,353.0 2,144.0
R2 2,286.0 2,286.0 2,129.3
R1 2,193.0 2,193.0 2,114.7 2,159.5
PP 2,126.0 2,126.0 2,126.0 2,109.3
S1 2,033.0 2,033.0 2,085.3 1,999.5
S2 1,966.0 1,966.0 2,070.7
S3 1,806.0 1,873.0 2,056.0
S4 1,646.0 1,713.0 2,012.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,217.0 2,059.0 158.0 7.1% 60.4 2.7% 96% True False 58,495
10 2,284.0 2,059.0 225.0 10.2% 58.3 2.6% 68% False False 33,462
20 2,358.0 2,059.0 299.0 13.5% 73.9 3.3% 51% False False 23,171
40 2,503.0 2,043.0 460.0 20.8% 70.3 3.2% 37% False False 15,889
60 2,503.0 1,927.0 576.0 26.1% 72.3 3.3% 49% False False 16,547
80 2,503.0 1,927.0 576.0 26.1% 74.4 3.4% 49% False False 12,953
100 2,788.0 1,927.0 861.0 38.9% 72.2 3.3% 33% False False 10,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,578.3
2.618 2,439.5
1.618 2,354.5
1.000 2,302.0
0.618 2,269.5
HIGH 2,217.0
0.618 2,184.5
0.500 2,174.5
0.382 2,164.5
LOW 2,132.0
0.618 2,079.5
1.000 2,047.0
1.618 1,994.5
2.618 1,909.5
4.250 1,770.8
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 2,198.8 2,186.7
PP 2,186.7 2,162.3
S1 2,174.5 2,138.0

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

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