Dow Jones EURO STOXX 50 Index Future September 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 2,729.0 2,714.0 -15.0 -0.5% 2,502.0
High 2,739.0 2,744.0 5.0 0.2% 2,647.0
Low 2,685.0 2,703.0 18.0 0.7% 2,463.0
Close 2,714.0 2,720.0 6.0 0.2% 2,626.0
Range 54.0 41.0 -13.0 -24.1% 184.0
ATR 81.9 79.0 -2.9 -3.6% 0.0
Volume 1,363,070 1,252,063 -111,007 -8.1% 680,341
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,845.3 2,823.7 2,742.6
R3 2,804.3 2,782.7 2,731.3
R2 2,763.3 2,763.3 2,727.5
R1 2,741.7 2,741.7 2,723.8 2,752.5
PP 2,722.3 2,722.3 2,722.3 2,727.8
S1 2,700.7 2,700.7 2,716.2 2,711.5
S2 2,681.3 2,681.3 2,712.5
S3 2,640.3 2,659.7 2,708.7
S4 2,599.3 2,618.7 2,697.5
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 3,130.7 3,062.3 2,727.2
R3 2,946.7 2,878.3 2,676.6
R2 2,762.7 2,762.7 2,659.7
R1 2,694.3 2,694.3 2,642.9 2,728.5
PP 2,578.7 2,578.7 2,578.7 2,595.8
S1 2,510.3 2,510.3 2,609.1 2,544.5
S2 2,394.7 2,394.7 2,592.3
S3 2,210.7 2,326.3 2,575.4
S4 2,026.7 2,142.3 2,524.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,744.0 2,593.0 151.0 5.6% 55.4 2.0% 84% True False 842,129
10 2,744.0 2,463.0 281.0 10.3% 72.4 2.7% 91% True False 478,756
20 2,744.0 2,432.0 312.0 11.5% 73.8 2.7% 92% True False 242,448
40 2,890.0 2,350.0 540.0 19.9% 87.4 3.2% 69% False False 122,071
60 2,951.0 2,350.0 601.0 22.1% 71.8 2.6% 62% False False 81,715
80 2,951.0 2,350.0 601.0 22.1% 61.6 2.3% 62% False False 62,955
100 2,951.0 2,350.0 601.0 22.1% 55.8 2.0% 62% False False 50,457
120 2,970.0 2,350.0 620.0 22.8% 49.8 1.8% 60% False False 42,073
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,918.3
2.618 2,851.3
1.618 2,810.3
1.000 2,785.0
0.618 2,769.3
HIGH 2,744.0
0.618 2,728.3
0.500 2,723.5
0.382 2,718.7
LOW 2,703.0
0.618 2,677.7
1.000 2,662.0
1.618 2,636.7
2.618 2,595.7
4.250 2,528.8
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 2,723.5 2,712.3
PP 2,722.3 2,704.7
S1 2,721.2 2,697.0

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

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