Dow Jones EURO STOXX 50 Index Future March 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	2,292.0	2,293.0	1.0	0.0%	2,165.0
High	2,296.0	2,303.0	7.0	0.3%	2,308.0
Low	2,274.0	2,279.0	5.0	0.2%	2,162.0
Close	2,295.0	2,288.0	-7.0	-0.3%	2,295.0
Range	22.0	24.0	2.0	9.1%	146.0
ATR	67.9	64.8	-3.1	-4.6%	0.0
Volume	295,811	180,497	-115,314	-39.0%	3,138,731

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,362.0	2,349.0	2,301.2
R3	2,338.0	2,325.0	2,294.6
R2	2,314.0	2,314.0	2,292.4
R1	2,301.0	2,301.0	2,290.2	2,295.5
PP	2,290.0	2,290.0	2,290.0	2,287.3
S1	2,277.0	2,277.0	2,285.8	2,271.5
S2	2,266.0	2,266.0	2,283.6
S3	2,242.0	2,253.0	2,281.4
S4	2,218.0	2,229.0	2,274.8

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,693.0	2,640.0	2,375.3
R3	2,547.0	2,494.0	2,335.2
R2	2,401.0	2,401.0	2,321.8
R1	2,348.0	2,348.0	2,308.4	2,374.5
PP	2,255.0	2,255.0	2,255.0	2,268.3
S1	2,202.0	2,202.0	2,281.6	2,228.5
S2	2,109.0	2,109.0	2,268.2
S3	1,963.0	2,056.0	2,254.9
S4	1,817.0	1,910.0	2,214.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,308.0	2,183.0	125.0	5.5%	51.6	2.3%	84%	False	False	527,447
10	2,308.0	2,162.0	146.0	6.4%	55.2	2.4%	86%	False	False	869,161
20	2,392.0	2,162.0	230.0	10.1%	64.1	2.8%	55%	False	False	519,542
40	2,392.0	2,059.0	333.0	14.6%	69.0	3.0%	69%	False	False	271,357
60	2,503.0	2,043.0	460.0	20.1%	68.2	3.0%	53%	False	False	183,773
80	2,503.0	1,927.0	576.0	25.2%	70.2	3.1%	63%	False	False	142,296
100	2,503.0	1,927.0	576.0	25.2%	72.3	3.2%	63%	False	False	114,271
120	2,788.0	1,927.0	861.0	37.6%	70.9	3.1%	42%	False	False	95,327

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,405.0
2.618	2,365.8
1.618	2,341.8
1.000	2,327.0
0.618	2,317.8
HIGH	2,303.0
0.618	2,293.8
0.500	2,291.0
0.382	2,288.2
LOW	2,279.0
0.618	2,264.2
1.000	2,255.0
1.618	2,240.2
2.618	2,216.2
4.250	2,177.0

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	2,291.0	2,282.2
PP	2,290.0	2,276.3
S1	2,289.0	2,270.5

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