Dow Jones EURO STOXX 50 Index Future December 2013

Trading Metrics calculated at close of trading on 04-Dec-2013

Day Change Summary
	Previous	Current
	03-Dec-2013	04-Dec-2013	Change	Change %	Previous Week
Open	3,069.0	3,019.0	-50.0	-1.6%	3,065.0
High	3,074.0	3,027.0	-47.0	-1.5%	3,097.0
Low	3,007.0	2,965.0	-42.0	-1.4%	3,058.0
Close	3,018.0	2,992.0	-26.0	-0.9%	3,085.0
Range	67.0	62.0	-5.0	-7.5%	39.0
ATR	36.7	38.5	1.8	4.9%	0.0
Volume	1,212,927	1,132,011	-80,916	-6.7%	2,332,402

Daily Pivots for day following 04-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,180.7	3,148.3	3,026.1
R3	3,118.7	3,086.3	3,009.1
R2	3,056.7	3,056.7	3,003.4
R1	3,024.3	3,024.3	2,997.7	3,009.5
PP	2,994.7	2,994.7	2,994.7	2,987.3
S1	2,962.3	2,962.3	2,986.3	2,947.5
S2	2,932.7	2,932.7	2,980.6
S3	2,870.7	2,900.3	2,975.0
S4	2,808.7	2,838.3	2,957.9

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,197.0	3,180.0	3,106.5
R3	3,158.0	3,141.0	3,095.7
R2	3,119.0	3,119.0	3,092.2
R1	3,102.0	3,102.0	3,088.6	3,110.5
PP	3,080.0	3,080.0	3,080.0	3,084.3
S1	3,063.0	3,063.0	3,081.4	3,071.5
S2	3,041.0	3,041.0	3,077.9
S3	3,002.0	3,024.0	3,074.3
S4	2,963.0	2,985.0	3,063.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,097.0	2,965.0	132.0	4.4%	40.0	1.3%	20%	False	True	897,008
10	3,097.0	2,965.0	132.0	4.4%	34.8	1.2%	20%	False	True	772,340
20	3,102.0	2,965.0	137.0	4.6%	38.0	1.3%	20%	False	True	842,148
40	3,102.0	2,884.0	218.0	7.3%	35.7	1.2%	50%	False	False	807,864
60	3,102.0	2,832.0	270.0	9.0%	34.7	1.2%	59%	False	False	820,077
80	3,102.0	2,699.0	403.0	13.5%	35.3	1.2%	73%	False	False	620,989
100	3,102.0	2,634.0	468.0	15.6%	33.9	1.1%	76%	False	False	496,850
120	3,102.0	2,481.0	621.0	20.8%	35.2	1.2%	82%	False	False	414,142

Crabel Price Patterns
NR	True
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	9.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,290.5
2.618	3,189.3
1.618	3,127.3
1.000	3,089.0
0.618	3,065.3
HIGH	3,027.0
0.618	3,003.3
0.500	2,996.0
0.382	2,988.7
LOW	2,965.0
0.618	2,926.7
1.000	2,903.0
1.618	2,864.7
2.618	2,802.7
4.250	2,701.5

Fisher Pivots for day following 04-Dec-2013
Pivot	1 day	3 day
R1	2,996.0	3,029.0
PP	2,994.7	3,016.7
S1	2,993.3	3,004.3

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