Dow Jones EURO STOXX 50 Index Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 2,579.0 2,682.0 103.0 4.0% 2,728.0
High 2,737.0 2,732.0 -5.0 -0.2% 2,772.0
Low 2,575.0 2,645.0 70.0 2.7% 2,350.0
Close 2,712.0 2,696.0 -16.0 -0.6% 2,460.0
Range 162.0 87.0 -75.0 -46.3% 422.0
ATR 97.7 96.9 -0.8 -0.8% 0.0
Volume 4,186 629 -3,557 -85.0% 8,214
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 2,952.0 2,911.0 2,743.9
R3 2,865.0 2,824.0 2,719.9
R2 2,778.0 2,778.0 2,712.0
R1 2,737.0 2,737.0 2,704.0 2,757.5
PP 2,691.0 2,691.0 2,691.0 2,701.3
S1 2,650.0 2,650.0 2,688.0 2,670.5
S2 2,604.0 2,604.0 2,680.1
S3 2,517.0 2,563.0 2,672.1
S4 2,430.0 2,476.0 2,648.2
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 3,793.3 3,548.7 2,692.1
R3 3,371.3 3,126.7 2,576.1
R2 2,949.3 2,949.3 2,537.4
R1 2,704.7 2,704.7 2,498.7 2,616.0
PP 2,527.3 2,527.3 2,527.3 2,483.0
S1 2,282.7 2,282.7 2,421.3 2,194.0
S2 2,105.3 2,105.3 2,382.6
S3 1,683.3 1,860.7 2,344.0
S4 1,261.3 1,438.7 2,227.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,737.0 2,350.0 387.0 14.4% 152.8 5.7% 89% False False 2,196
10 2,779.0 2,350.0 429.0 15.9% 114.1 4.2% 81% False False 2,242
20 2,951.0 2,350.0 601.0 22.3% 85.9 3.2% 58% False False 1,915
40 2,951.0 2,350.0 601.0 22.3% 60.3 2.2% 58% False False 3,794
60 2,951.0 2,350.0 601.0 22.3% 49.4 1.8% 58% False False 3,087
80 2,951.0 2,350.0 601.0 22.3% 46.8 1.7% 58% False False 2,396
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 24.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,101.8
2.618 2,959.8
1.618 2,872.8
1.000 2,819.0
0.618 2,785.8
HIGH 2,732.0
0.618 2,698.8
0.500 2,688.5
0.382 2,678.2
LOW 2,645.0
0.618 2,591.2
1.000 2,558.0
1.618 2,504.2
2.618 2,417.2
4.250 2,275.3
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 2,693.5 2,656.7
PP 2,691.0 2,617.3
S1 2,688.5 2,578.0

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

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