Dow Jones EURO STOXX 50 Index Future March 2015

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	3,242.0	3,220.0	-22.0	-0.7%	3,182.0
High	3,246.0	3,233.0	-13.0	-0.4%	3,246.0
Low	3,217.0	3,206.0	-11.0	-0.3%	3,182.0
Close	3,240.0	3,224.0	-16.0	-0.5%	3,240.0
Range	29.0	27.0	-2.0	-6.9%	64.0
ATR	51.2	49.9	-1.2	-2.4%	0.0
Volume	14,243	39,584	25,341	177.9%	32,922

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,302.0	3,290.0	3,238.9
R3	3,275.0	3,263.0	3,231.4
R2	3,248.0	3,248.0	3,229.0
R1	3,236.0	3,236.0	3,226.5	3,242.0
PP	3,221.0	3,221.0	3,221.0	3,224.0
S1	3,209.0	3,209.0	3,221.5	3,215.0
S2	3,194.0	3,194.0	3,219.1
S3	3,167.0	3,182.0	3,216.6
S4	3,140.0	3,155.0	3,209.2

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,414.7	3,391.3	3,275.2
R3	3,350.7	3,327.3	3,257.6
R2	3,286.7	3,286.7	3,251.7
R1	3,263.3	3,263.3	3,245.9	3,275.0
PP	3,222.7	3,222.7	3,222.7	3,228.5
S1	3,199.3	3,199.3	3,234.1	3,211.0
S2	3,158.7	3,158.7	3,228.3
S3	3,094.7	3,135.3	3,222.4
S4	3,030.7	3,071.3	3,204.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,246.0	3,200.0	46.0	1.4%	30.6	0.9%	52%	False	False	12,095
10	3,246.0	3,066.0	180.0	5.6%	40.7	1.3%	88%	False	False	30,352
20	3,246.0	3,013.0	233.0	7.2%	47.4	1.5%	91%	False	False	22,174
40	3,246.0	2,768.0	478.0	14.8%	59.3	1.8%	95%	False	False	17,554
60	3,285.0	2,768.0	517.0	16.0%	53.3	1.7%	88%	False	False	12,357
80	3,285.0	2,768.0	517.0	16.0%	47.6	1.5%	88%	False	False	9,416
100	3,285.0	2,768.0	517.0	16.0%	44.2	1.4%	88%	False	False	7,539

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.2
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3,347.8
2.618	3,303.7
1.618	3,276.7
1.000	3,260.0
0.618	3,249.7
HIGH	3,233.0
0.618	3,222.7
0.500	3,219.5
0.382	3,216.3
LOW	3,206.0
0.618	3,189.3
1.000	3,179.0
1.618	3,162.3
2.618	3,135.3
4.250	3,091.3

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	3,222.5	3,226.0
PP	3,221.0	3,225.3
S1	3,219.5	3,224.7

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