Dow Jones EURO STOXX 50 Index Future June 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 2,745.0 2,725.0 -20.0 -0.7% 2,579.0
High 2,767.0 2,726.0 -41.0 -1.5% 2,767.0
Low 2,706.0 2,587.0 -119.0 -4.4% 2,563.0
Close 2,735.0 2,599.0 -136.0 -5.0% 2,599.0
Range 61.0 139.0 78.0 127.9% 204.0
ATR 100.2 103.6 3.4 3.4% 0.0
Volume 1,273,429 2,397,706 1,124,277 88.3% 11,620,813
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 3,054.3 2,965.7 2,675.5
R3 2,915.3 2,826.7 2,637.2
R2 2,776.3 2,776.3 2,624.5
R1 2,687.7 2,687.7 2,611.7 2,662.5
PP 2,637.3 2,637.3 2,637.3 2,624.8
S1 2,548.7 2,548.7 2,586.3 2,523.5
S2 2,498.3 2,498.3 2,573.5
S3 2,359.3 2,409.7 2,560.8
S4 2,220.3 2,270.7 2,522.6
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 3,255.0 3,131.0 2,711.2
R3 3,051.0 2,927.0 2,655.1
R2 2,847.0 2,847.0 2,636.4
R1 2,723.0 2,723.0 2,617.7 2,785.0
PP 2,643.0 2,643.0 2,643.0 2,674.0
S1 2,519.0 2,519.0 2,580.3 2,581.0
S2 2,439.0 2,439.0 2,561.6
S3 2,235.0 2,315.0 2,542.9
S4 2,031.0 2,111.0 2,486.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,767.0 2,563.0 204.0 7.8% 115.8 4.5% 18% False False 2,324,162
10 2,778.0 2,333.0 445.0 17.1% 133.5 5.1% 60% False False 2,553,332
20 2,927.0 2,333.0 594.0 22.9% 101.1 3.9% 45% False False 2,081,921
40 2,956.0 2,333.0 623.0 24.0% 71.4 2.7% 43% False False 1,573,475
60 2,956.0 2,333.0 623.0 24.0% 61.2 2.4% 43% False False 1,107,145
80 2,956.0 2,333.0 623.0 24.0% 62.7 2.4% 43% False False 831,135
100 2,975.0 2,333.0 642.0 24.7% 57.9 2.2% 41% False False 665,286
120 2,975.0 2,333.0 642.0 24.7% 55.6 2.1% 41% False False 555,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 24.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,316.8
2.618 3,089.9
1.618 2,950.9
1.000 2,865.0
0.618 2,811.9
HIGH 2,726.0
0.618 2,672.9
0.500 2,656.5
0.382 2,640.1
LOW 2,587.0
0.618 2,501.1
1.000 2,448.0
1.618 2,362.1
2.618 2,223.1
4.250 1,996.3
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 2,656.5 2,677.0
PP 2,637.3 2,651.0
S1 2,618.2 2,625.0

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

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