Dow Jones EURO STOXX 50 Index Future March 2012


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 2,322.0 2,348.0 26.0 1.1% 2,137.0
High 2,366.0 2,377.0 11.0 0.5% 2,366.0
Low 2,320.0 2,346.0 26.0 1.1% 2,132.0
Close 2,332.0 2,353.0 21.0 0.9% 2,332.0
Range 46.0 31.0 -15.0 -32.6% 234.0
ATR 75.2 73.1 -2.2 -2.9% 0.0
Volume 13,387 61,681 48,294 360.8% 156,472
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,451.7 2,433.3 2,370.1
R3 2,420.7 2,402.3 2,361.5
R2 2,389.7 2,389.7 2,358.7
R1 2,371.3 2,371.3 2,355.8 2,380.5
PP 2,358.7 2,358.7 2,358.7 2,363.3
S1 2,340.3 2,340.3 2,350.2 2,349.5
S2 2,327.7 2,327.7 2,347.3
S3 2,296.7 2,309.3 2,344.5
S4 2,265.7 2,278.3 2,336.0
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,978.7 2,889.3 2,460.7
R3 2,744.7 2,655.3 2,396.4
R2 2,510.7 2,510.7 2,374.9
R1 2,421.3 2,421.3 2,353.5 2,466.0
PP 2,276.7 2,276.7 2,276.7 2,299.0
S1 2,187.3 2,187.3 2,310.6 2,232.0
S2 2,042.7 2,042.7 2,289.1
S3 1,808.7 1,953.3 2,267.7
S4 1,574.7 1,719.3 2,203.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,377.0 2,184.0 193.0 8.2% 63.2 2.7% 88% True False 38,969
10 2,377.0 2,059.0 318.0 13.5% 61.8 2.6% 92% True False 48,732
20 2,377.0 2,059.0 318.0 13.5% 66.7 2.8% 92% True False 28,212
40 2,503.0 2,059.0 444.0 18.9% 69.4 2.9% 66% False False 20,631
60 2,503.0 1,927.0 576.0 24.5% 71.9 3.1% 74% False False 18,149
80 2,503.0 1,927.0 576.0 24.5% 71.1 3.0% 74% False False 15,338
100 2,788.0 1,927.0 861.0 36.6% 73.9 3.1% 49% False False 12,409
120 2,890.0 1,927.0 963.0 40.9% 67.9 2.9% 44% False False 10,397
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.0
Narrowest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 2,508.8
2.618 2,458.2
1.618 2,427.2
1.000 2,408.0
0.618 2,396.2
HIGH 2,377.0
0.618 2,365.2
0.500 2,361.5
0.382 2,357.8
LOW 2,346.0
0.618 2,326.8
1.000 2,315.0
1.618 2,295.8
2.618 2,264.8
4.250 2,214.3
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 2,361.5 2,347.7
PP 2,358.7 2,342.3
S1 2,355.8 2,337.0

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

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