Dow Jones EURO STOXX 50 Index Future June 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 2,625.0 2,607.0 -18.0 -0.7% 2,579.0
High 2,688.0 2,641.0 -47.0 -1.7% 2,767.0
Low 2,605.0 2,569.0 -36.0 -1.4% 2,563.0
Close 2,672.0 2,594.0 -78.0 -2.9% 2,599.0
Range 83.0 72.0 -11.0 -13.3% 204.0
ATR 101.5 101.6 0.1 0.1% 0.0
Volume 2,040,251 2,584,565 544,314 26.7% 11,620,813
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 2,817.3 2,777.7 2,633.6
R3 2,745.3 2,705.7 2,613.8
R2 2,673.3 2,673.3 2,607.2
R1 2,633.7 2,633.7 2,600.6 2,617.5
PP 2,601.3 2,601.3 2,601.3 2,593.3
S1 2,561.7 2,561.7 2,587.4 2,545.5
S2 2,529.3 2,529.3 2,580.8
S3 2,457.3 2,489.7 2,574.2
S4 2,385.3 2,417.7 2,554.4
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 2,556.0 211.0 8.1% 89.8 3.5% 18% False False 2,052,084
10 2,767.0 2,333.0 434.0 16.7% 132.9 5.1% 60% False False 2,645,873
20 2,895.0 2,333.0 562.0 21.7% 106.3 4.1% 46% False False 2,227,213
40 2,956.0 2,333.0 623.0 24.0% 74.3 2.9% 42% False False 1,653,316
60 2,956.0 2,333.0 623.0 24.0% 63.4 2.4% 42% False False 1,216,481
80 2,956.0 2,333.0 623.0 24.0% 62.7 2.4% 42% False False 913,386
100 2,975.0 2,333.0 642.0 24.7% 59.0 2.3% 41% False False 731,026
120 2,975.0 2,333.0 642.0 24.7% 57.2 2.2% 41% False False 610,259
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 27.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,947.0
2.618 2,829.5
1.618 2,757.5
1.000 2,713.0
0.618 2,685.5
HIGH 2,641.0
0.618 2,613.5
0.500 2,605.0
0.382 2,596.5
LOW 2,569.0
0.618 2,524.5
1.000 2,497.0
1.618 2,452.5
2.618 2,380.5
4.250 2,263.0
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 2,605.0 2,622.0
PP 2,601.3 2,612.7
S1 2,597.7 2,603.3

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

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