Dow Jones EURO STOXX 50 Index Future September 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 2,710.0 2,746.0 36.0 1.3% 2,728.0
High 2,783.0 2,759.0 -24.0 -0.9% 2,792.0
Low 2,699.0 2,717.0 18.0 0.7% 2,693.0
Close 2,770.0 2,751.0 -19.0 -0.7% 2,770.0
Range 84.0 42.0 -42.0 -50.0% 99.0
ATR 53.9 53.8 -0.1 -0.1% 0.0
Volume 1,898,452 1,166,000 -732,452 -38.6% 8,059,000
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,868.3 2,851.7 2,774.1
R3 2,826.3 2,809.7 2,762.6
R2 2,784.3 2,784.3 2,758.7
R1 2,767.7 2,767.7 2,754.9 2,776.0
PP 2,742.3 2,742.3 2,742.3 2,746.5
S1 2,725.7 2,725.7 2,747.2 2,734.0
S2 2,700.3 2,700.3 2,743.3
S3 2,658.3 2,683.7 2,739.5
S4 2,616.3 2,641.7 2,727.9
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 3,048.7 3,008.3 2,824.5
R3 2,949.7 2,909.3 2,797.2
R2 2,850.7 2,850.7 2,788.2
R1 2,810.3 2,810.3 2,779.1 2,830.5
PP 2,751.7 2,751.7 2,751.7 2,761.8
S1 2,711.3 2,711.3 2,760.9 2,731.5
S2 2,652.7 2,652.7 2,751.9
S3 2,553.7 2,612.3 2,742.8
S4 2,454.7 2,513.3 2,715.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,792.0 2,693.0 99.0 3.6% 59.4 2.2% 59% False False 1,645,042
10 2,792.0 2,693.0 99.0 3.6% 51.4 1.9% 59% False False 932,487
20 2,874.0 2,693.0 181.0 6.6% 47.7 1.7% 32% False False 469,177
40 2,975.0 2,693.0 282.0 10.3% 45.1 1.6% 21% False False 244,875
60 2,975.0 2,693.0 282.0 10.3% 41.7 1.5% 21% False False 170,399
80 2,975.0 2,591.0 384.0 14.0% 44.5 1.6% 42% False False 131,598
100 2,999.0 2,591.0 408.0 14.8% 42.3 1.5% 39% False False 105,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,937.5
2.618 2,869.0
1.618 2,827.0
1.000 2,801.0
0.618 2,785.0
HIGH 2,759.0
0.618 2,743.0
0.500 2,738.0
0.382 2,733.0
LOW 2,717.0
0.618 2,691.0
1.000 2,675.0
1.618 2,649.0
2.618 2,607.0
4.250 2,538.5
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 2,746.7 2,746.7
PP 2,742.3 2,742.3
S1 2,738.0 2,738.0

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

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