Dow Jones EURO STOXX 50 Index Future September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 2,790.0 2,748.0 -42.0 -1.5% 2,662.0
High 2,799.0 2,767.0 -32.0 -1.1% 2,799.0
Low 2,756.0 2,737.0 -19.0 -0.7% 2,613.0
Close 2,773.0 2,748.0 -25.0 -0.9% 2,773.0
Range 43.0 30.0 -13.0 -30.2% 186.0
ATR 59.6 57.9 -1.7 -2.8% 0.0
Volume 1,114,567 913,852 -200,715 -18.0% 6,952,801
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,840.7 2,824.3 2,764.5
R3 2,810.7 2,794.3 2,756.3
R2 2,780.7 2,780.7 2,753.5
R1 2,764.3 2,764.3 2,750.8 2,763.0
PP 2,750.7 2,750.7 2,750.7 2,750.0
S1 2,734.3 2,734.3 2,745.3 2,733.0
S2 2,720.7 2,720.7 2,742.5
S3 2,690.7 2,704.3 2,739.8
S4 2,660.7 2,674.3 2,731.5
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 3,286.3 3,215.7 2,875.3
R3 3,100.3 3,029.7 2,824.2
R2 2,914.3 2,914.3 2,807.1
R1 2,843.7 2,843.7 2,790.1 2,879.0
PP 2,728.3 2,728.3 2,728.3 2,746.0
S1 2,657.7 2,657.7 2,756.0 2,693.0
S2 2,542.3 2,542.3 2,738.9
S3 2,356.3 2,471.7 2,721.9
S4 2,170.3 2,285.7 2,670.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,799.0 2,628.0 171.0 6.2% 54.4 2.0% 70% False False 1,319,660
10 2,799.0 2,608.0 191.0 7.0% 55.5 2.0% 73% False False 1,430,708
20 2,893.0 2,608.0 285.0 10.4% 55.6 2.0% 49% False False 1,355,574
40 2,893.0 2,608.0 285.0 10.4% 53.1 1.9% 49% False False 1,042,446
60 2,975.0 2,608.0 367.0 13.4% 49.9 1.8% 38% False False 702,000
80 2,975.0 2,608.0 367.0 13.4% 46.0 1.7% 38% False False 531,929
100 2,975.0 2,591.0 384.0 14.0% 47.0 1.7% 41% False False 428,563
120 2,999.0 2,591.0 408.0 14.8% 44.5 1.6% 38% False False 357,194
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.1
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,894.5
2.618 2,845.5
1.618 2,815.5
1.000 2,797.0
0.618 2,785.5
HIGH 2,767.0
0.618 2,755.5
0.500 2,752.0
0.382 2,748.5
LOW 2,737.0
0.618 2,718.5
1.000 2,707.0
1.618 2,688.5
2.618 2,658.5
4.250 2,609.5
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 2,752.0 2,744.5
PP 2,750.7 2,741.0
S1 2,749.3 2,737.5

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

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