Dow Jones EURO STOXX 50 Index Future March 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 2,165.0 2,195.0 30.0 1.4% 2,330.0
High 2,228.0 2,269.0 41.0 1.8% 2,333.0
Low 2,162.0 2,183.0 21.0 1.0% 2,174.0
Close 2,175.0 2,264.0 89.0 4.1% 2,179.0
Range 66.0 86.0 20.0 30.3% 159.0
ATR 71.3 72.9 1.6 2.3% 0.0
Volume 681,990 710,633 28,643 4.2% 6,342,216
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,496.7 2,466.3 2,311.3
R3 2,410.7 2,380.3 2,287.7
R2 2,324.7 2,324.7 2,279.8
R1 2,294.3 2,294.3 2,271.9 2,309.5
PP 2,238.7 2,238.7 2,238.7 2,246.3
S1 2,208.3 2,208.3 2,256.1 2,223.5
S2 2,152.7 2,152.7 2,248.2
S3 2,066.7 2,122.3 2,240.4
S4 1,980.7 2,036.3 2,216.7
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 2,705.7 2,601.3 2,266.5
R3 2,546.7 2,442.3 2,222.7
R2 2,387.7 2,387.7 2,208.2
R1 2,283.3 2,283.3 2,193.6 2,256.0
PP 2,228.7 2,228.7 2,228.7 2,215.0
S1 2,124.3 2,124.3 2,164.4 2,097.0
S2 2,069.7 2,069.7 2,149.9
S3 1,910.7 1,965.3 2,135.3
S4 1,751.7 1,806.3 2,091.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,269.0 2,162.0 107.0 4.7% 63.6 2.8% 95% True False 1,102,900
10 2,392.0 2,162.0 230.0 10.2% 75.8 3.3% 44% False False 819,780
20 2,392.0 2,059.0 333.0 14.7% 67.9 3.0% 62% False False 435,183
40 2,503.0 2,059.0 444.0 19.6% 72.4 3.2% 46% False False 224,600
60 2,503.0 2,043.0 460.0 20.3% 69.4 3.1% 48% False False 151,689
80 2,503.0 1,927.0 576.0 25.4% 71.9 3.2% 59% False False 118,563
100 2,542.0 1,927.0 615.0 27.2% 75.9 3.4% 55% False False 95,060
120 2,869.0 1,927.0 942.0 41.6% 71.2 3.1% 36% False False 79,286
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 10.6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,634.5
2.618 2,494.1
1.618 2,408.1
1.000 2,355.0
0.618 2,322.1
HIGH 2,269.0
0.618 2,236.1
0.500 2,226.0
0.382 2,215.9
LOW 2,183.0
0.618 2,129.9
1.000 2,097.0
1.618 2,043.9
2.618 1,957.9
4.250 1,817.5
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 2,251.3 2,247.8
PP 2,238.7 2,231.7
S1 2,226.0 2,215.5

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

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