Dow Jones EURO STOXX 50 Index Future December 2012


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 2,488.0 2,494.0 6.0 0.2% 2,479.0
High 2,514.0 2,523.0 9.0 0.4% 2,499.0
Low 2,480.0 2,489.0 9.0 0.4% 2,423.0
Close 2,508.0 2,518.0 10.0 0.4% 2,428.0
Range 34.0 34.0 0.0 0.0% 76.0
ATR 44.2 43.4 -0.7 -1.6% 0.0
Volume 730,073 455,186 -274,887 -37.7% 5,204,205
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 2,612.0 2,599.0 2,536.7
R3 2,578.0 2,565.0 2,527.4
R2 2,544.0 2,544.0 2,524.2
R1 2,531.0 2,531.0 2,521.1 2,537.5
PP 2,510.0 2,510.0 2,510.0 2,513.3
S1 2,497.0 2,497.0 2,514.9 2,503.5
S2 2,476.0 2,476.0 2,511.8
S3 2,442.0 2,463.0 2,508.7
S4 2,408.0 2,429.0 2,499.3
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 2,678.0 2,629.0 2,469.8
R3 2,602.0 2,553.0 2,448.9
R2 2,526.0 2,526.0 2,441.9
R1 2,477.0 2,477.0 2,435.0 2,463.5
PP 2,450.0 2,450.0 2,450.0 2,443.3
S1 2,401.0 2,401.0 2,421.0 2,387.5
S2 2,374.0 2,374.0 2,414.1
S3 2,298.0 2,325.0 2,407.1
S4 2,222.0 2,249.0 2,386.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,523.0 2,423.0 100.0 4.0% 38.0 1.5% 95% True False 831,342
10 2,523.0 2,423.0 100.0 4.0% 40.0 1.6% 95% True False 881,589
20 2,559.0 2,423.0 136.0 5.4% 41.5 1.6% 70% False False 837,340
40 2,578.0 2,423.0 155.0 6.2% 42.3 1.7% 61% False False 926,222
60 2,594.0 2,385.0 209.0 8.3% 40.8 1.6% 64% False False 776,508
80 2,594.0 2,235.0 359.0 14.3% 41.2 1.6% 79% False False 582,795
100 2,594.0 2,115.0 479.0 19.0% 41.7 1.7% 84% False False 468,527
120 2,594.0 2,074.0 520.0 20.7% 42.5 1.7% 85% False False 392,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.5
Fibonacci Retracements and Extensions
4.250 2,667.5
2.618 2,612.0
1.618 2,578.0
1.000 2,557.0
0.618 2,544.0
HIGH 2,523.0
0.618 2,510.0
0.500 2,506.0
0.382 2,502.0
LOW 2,489.0
0.618 2,468.0
1.000 2,455.0
1.618 2,434.0
2.618 2,400.0
4.250 2,344.5
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 2,514.0 2,506.3
PP 2,510.0 2,494.7
S1 2,506.0 2,483.0

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

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