Dow Jones EURO STOXX 50 Index Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 2,623.0 2,552.0 -71.0 -2.7% 2,775.0
High 2,625.0 2,594.0 -31.0 -1.2% 2,795.0
Low 2,533.0 2,527.0 -6.0 -0.2% 2,612.0
Close 2,559.0 2,568.0 9.0 0.4% 2,627.0
Range 92.0 67.0 -25.0 -27.2% 183.0
ATR 76.8 76.1 -0.7 -0.9% 0.0
Volume 1,790,175 1,592,228 -197,947 -11.1% 6,305,673
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 2,764.0 2,733.0 2,604.9
R3 2,697.0 2,666.0 2,586.4
R2 2,630.0 2,630.0 2,580.3
R1 2,599.0 2,599.0 2,574.1 2,614.5
PP 2,563.0 2,563.0 2,563.0 2,570.8
S1 2,532.0 2,532.0 2,561.9 2,547.5
S2 2,496.0 2,496.0 2,555.7
S3 2,429.0 2,465.0 2,549.6
S4 2,362.0 2,398.0 2,531.2
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 3,227.0 3,110.0 2,727.7
R3 3,044.0 2,927.0 2,677.3
R2 2,861.0 2,861.0 2,660.6
R1 2,744.0 2,744.0 2,643.8 2,711.0
PP 2,678.0 2,678.0 2,678.0 2,661.5
S1 2,561.0 2,561.0 2,610.2 2,528.0
S2 2,495.0 2,495.0 2,593.5
S3 2,312.0 2,378.0 2,576.7
S4 2,129.0 2,195.0 2,526.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,724.0 2,527.0 197.0 7.7% 73.0 2.8% 21% False True 1,466,252
10 2,795.0 2,527.0 268.0 10.4% 63.4 2.5% 15% False True 1,331,637
20 2,795.0 2,463.0 332.0 12.9% 68.6 2.7% 32% False False 842,783
40 2,795.0 2,350.0 445.0 17.3% 85.5 3.3% 49% False False 423,247
60 2,951.0 2,350.0 601.0 23.4% 76.3 3.0% 36% False False 282,699
80 2,951.0 2,350.0 601.0 23.4% 65.6 2.6% 36% False False 213,713
100 2,951.0 2,350.0 601.0 23.4% 58.0 2.3% 36% False False 171,064
120 2,951.0 2,350.0 601.0 23.4% 54.3 2.1% 36% False False 142,600
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,878.8
2.618 2,769.4
1.618 2,702.4
1.000 2,661.0
0.618 2,635.4
HIGH 2,594.0
0.618 2,568.4
0.500 2,560.5
0.382 2,552.6
LOW 2,527.0
0.618 2,485.6
1.000 2,460.0
1.618 2,418.6
2.618 2,351.6
4.250 2,242.3
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 2,565.5 2,602.0
PP 2,563.0 2,590.7
S1 2,560.5 2,579.3

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

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