Dow Jones EURO STOXX 50 Index Future March 2015

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	3,111.0	3,103.0	-8.0	-0.3%	3,023.0
High	3,111.0	3,186.0	75.0	2.4%	3,186.0
Low	3,066.0	3,100.0	34.0	1.1%	3,014.0
Close	3,093.0	3,186.0	93.0	3.0%	3,186.0
Range	45.0	86.0	41.0	91.1%	172.0
ATR	56.5	59.1	2.6	4.6%	0.0
Volume	190	225,161	224,971	118,405.8%	231,260

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,415.3	3,386.7	3,233.3
R3	3,329.3	3,300.7	3,209.7
R2	3,243.3	3,243.3	3,201.8
R1	3,214.7	3,214.7	3,193.9	3,229.0
PP	3,157.3	3,157.3	3,157.3	3,164.5
S1	3,128.7	3,128.7	3,178.1	3,143.0
S2	3,071.3	3,071.3	3,170.2
S3	2,985.3	3,042.7	3,162.4
S4	2,899.3	2,956.7	3,138.7

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,644.7	3,587.3	3,280.6
R3	3,472.7	3,415.3	3,233.3
R2	3,300.7	3,300.7	3,217.5
R1	3,243.3	3,243.3	3,201.8	3,272.0
PP	3,128.7	3,128.7	3,128.7	3,143.0
S1	3,071.3	3,071.3	3,170.2	3,100.0
S2	2,956.7	2,956.7	3,154.5
S3	2,784.7	2,899.3	3,138.7
S4	2,612.7	2,727.3	3,091.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,186.0	3,014.0	172.0	5.4%	55.6	1.7%	100%	True	False	46,252
10	3,186.0	3,013.0	173.0	5.4%	49.4	1.6%	100%	True	False	32,764
20	3,186.0	2,951.0	235.0	7.4%	54.3	1.7%	100%	True	False	19,441
40	3,220.0	2,768.0	452.0	14.2%	63.2	2.0%	92%	False	False	15,790
60	3,285.0	2,768.0	517.0	16.2%	53.3	1.7%	81%	False	False	11,179
80	3,285.0	2,768.0	517.0	16.2%	48.0	1.5%	81%	False	False	8,515
100	3,285.0	2,768.0	517.0	16.2%	44.0	1.4%	81%	False	False	6,817

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	6.1
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	3,551.5
2.618	3,411.1
1.618	3,325.1
1.000	3,272.0
0.618	3,239.1
HIGH	3,186.0
0.618	3,153.1
0.500	3,143.0
0.382	3,132.9
LOW	3,100.0
0.618	3,046.9
1.000	3,014.0
1.618	2,960.9
2.618	2,874.9
4.250	2,734.5

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	3,171.7	3,166.0
PP	3,157.3	3,146.0
S1	3,143.0	3,126.0

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