Dow Jones EURO STOXX 50 Index Future December 2015

Trading Metrics calculated at close of trading on 28-Oct-2015

Day Change Summary
	Previous	Current
	27-Oct-2015	28-Oct-2015	Change	Change %	Previous Week
Open	3,410.0	3,388.0	-22.0	-0.6%	3,264.0
High	3,413.0	3,449.0	36.0	1.1%	3,448.0
Low	3,375.0	3,380.0	5.0	0.1%	3,231.0
Close	3,383.0	3,420.0	37.0	1.1%	3,418.0
Range	38.0	69.0	31.0	81.6%	217.0
ATR	68.6	68.6	0.0	0.0%	0.0
Volume	964,895	964,895	0	0.0%	6,011,073

Daily Pivots for day following 28-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,623.3	3,590.7	3,458.0
R3	3,554.3	3,521.7	3,439.0
R2	3,485.3	3,485.3	3,432.7
R1	3,452.7	3,452.7	3,426.3	3,469.0
PP	3,416.3	3,416.3	3,416.3	3,424.5
S1	3,383.7	3,383.7	3,413.7	3,400.0
S2	3,347.3	3,347.3	3,407.4
S3	3,278.3	3,314.7	3,401.0
S4	3,209.3	3,245.7	3,382.1

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,016.7	3,934.3	3,537.4
R3	3,799.7	3,717.3	3,477.7
R2	3,582.7	3,582.7	3,457.8
R1	3,500.3	3,500.3	3,437.9	3,541.5
PP	3,365.7	3,365.7	3,365.7	3,386.3
S1	3,283.3	3,283.3	3,398.1	3,324.5
S2	3,148.7	3,148.7	3,378.2
S3	2,931.7	3,066.3	3,358.3
S4	2,714.7	2,849.3	3,298.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,449.0	3,249.0	200.0	5.8%	69.2	2.0%	86%	True	False	1,109,603
10	3,449.0	3,200.0	249.0	7.3%	56.6	1.7%	88%	True	False	1,046,130
20	3,449.0	3,026.0	423.0	12.4%	61.1	1.8%	93%	True	False	1,077,730
40	3,449.0	2,970.0	479.0	14.0%	69.4	2.0%	94%	True	False	1,056,714
60	3,677.0	2,950.0	727.0	21.3%	73.3	2.1%	65%	False	False	706,457
80	3,699.0	2,950.0	749.0	21.9%	68.7	2.0%	63%	False	False	530,113
100	3,699.0	2,950.0	749.0	21.9%	70.8	2.1%	63%	False	False	425,076
120	3,699.0	2,950.0	749.0	21.9%	66.1	1.9%	63%	False	False	354,276

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	10.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,742.3
2.618	3,629.6
1.618	3,560.6
1.000	3,518.0
0.618	3,491.6
HIGH	3,449.0
0.618	3,422.6
0.500	3,414.5
0.382	3,406.4
LOW	3,380.0
0.618	3,337.4
1.000	3,311.0
1.618	3,268.4
2.618	3,199.4
4.250	3,086.8

Fisher Pivots for day following 28-Oct-2015
Pivot	1 day	3 day
R1	3,418.2	3,417.3
PP	3,416.3	3,414.7
S1	3,414.5	3,412.0

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