Dow Jones EURO STOXX 50 Index Future December 2012


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 2,561.0 2,530.0 -31.0 -1.2% 2,450.0
High 2,563.0 2,564.0 1.0 0.0% 2,563.0
Low 2,532.0 2,519.0 -13.0 -0.5% 2,443.0
Close 2,540.0 2,547.0 7.0 0.3% 2,552.0
Range 31.0 45.0 14.0 45.2% 120.0
ATR 41.0 41.3 0.3 0.7% 0.0
Volume 954,741 997,347 42,606 4.5% 2,511,909
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 2,678.3 2,657.7 2,571.8
R3 2,633.3 2,612.7 2,559.4
R2 2,588.3 2,588.3 2,555.3
R1 2,567.7 2,567.7 2,551.1 2,578.0
PP 2,543.3 2,543.3 2,543.3 2,548.5
S1 2,522.7 2,522.7 2,542.9 2,533.0
S2 2,498.3 2,498.3 2,538.8
S3 2,453.3 2,477.7 2,534.6
S4 2,408.3 2,432.7 2,522.3
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 2,879.3 2,835.7 2,618.0
R3 2,759.3 2,715.7 2,585.0
R2 2,639.3 2,639.3 2,574.0
R1 2,595.7 2,595.7 2,563.0 2,617.5
PP 2,519.3 2,519.3 2,519.3 2,530.3
S1 2,475.7 2,475.7 2,541.0 2,497.5
S2 2,399.3 2,399.3 2,530.0
S3 2,279.3 2,355.7 2,519.0
S4 2,159.3 2,235.7 2,486.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,564.0 2,489.0 75.0 2.9% 34.0 1.3% 77% True False 740,358
10 2,564.0 2,423.0 141.0 5.5% 38.3 1.5% 88% True False 834,877
20 2,564.0 2,423.0 141.0 5.5% 40.3 1.6% 88% True False 849,029
40 2,578.0 2,423.0 155.0 6.1% 40.2 1.6% 80% False False 897,403
60 2,594.0 2,407.0 187.0 7.3% 40.8 1.6% 75% False False 830,215
80 2,594.0 2,379.0 215.0 8.4% 39.1 1.5% 78% False False 623,362
100 2,594.0 2,115.0 479.0 18.8% 41.5 1.6% 90% False False 500,237
120 2,594.0 2,097.0 497.0 19.5% 41.8 1.6% 91% False False 418,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,755.3
2.618 2,681.8
1.618 2,636.8
1.000 2,609.0
0.618 2,591.8
HIGH 2,564.0
0.618 2,546.8
0.500 2,541.5
0.382 2,536.2
LOW 2,519.0
0.618 2,491.2
1.000 2,474.0
1.618 2,446.2
2.618 2,401.2
4.250 2,327.8
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 2,545.2 2,545.2
PP 2,543.3 2,543.3
S1 2,541.5 2,541.5

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

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