Dow Jones EURO STOXX 50 Index Future September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 2,742.0 2,742.0 0.0 0.0% 2,646.0
High 2,748.0 2,789.0 41.0 1.5% 2,739.0
Low 2,706.0 2,737.0 31.0 1.1% 2,582.0
Close 2,740.0 2,766.0 26.0 0.9% 2,719.0
Range 42.0 52.0 10.0 23.8% 157.0
ATR 70.7 69.4 -1.3 -1.9% 0.0
Volume 818,887 1,169,249 350,362 42.8% 6,110,371
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 2,920.0 2,895.0 2,794.6
R3 2,868.0 2,843.0 2,780.3
R2 2,816.0 2,816.0 2,775.5
R1 2,791.0 2,791.0 2,770.8 2,803.5
PP 2,764.0 2,764.0 2,764.0 2,770.3
S1 2,739.0 2,739.0 2,761.2 2,751.5
S2 2,712.0 2,712.0 2,756.5
S3 2,660.0 2,687.0 2,751.7
S4 2,608.0 2,635.0 2,737.4
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 3,151.0 3,092.0 2,805.4
R3 2,994.0 2,935.0 2,762.2
R2 2,837.0 2,837.0 2,747.8
R1 2,778.0 2,778.0 2,733.4 2,807.5
PP 2,680.0 2,680.0 2,680.0 2,694.8
S1 2,621.0 2,621.0 2,704.6 2,650.5
S2 2,523.0 2,523.0 2,690.2
S3 2,366.0 2,464.0 2,675.8
S4 2,209.0 2,307.0 2,632.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,789.0 2,601.0 188.0 6.8% 64.0 2.3% 88% True False 1,157,147
10 2,789.0 2,582.0 207.0 7.5% 66.7 2.4% 89% True False 1,193,556
20 2,789.0 2,492.0 297.0 10.7% 69.0 2.5% 92% True False 1,284,997
40 2,795.0 2,463.0 332.0 12.0% 68.9 2.5% 91% False False 979,926
60 2,795.0 2,350.0 445.0 16.1% 80.5 2.9% 93% False False 654,166
80 2,951.0 2,350.0 601.0 21.7% 73.2 2.6% 69% False False 491,006
100 2,951.0 2,350.0 601.0 21.7% 65.4 2.4% 69% False False 394,156
120 2,951.0 2,350.0 601.0 21.7% 59.2 2.1% 69% False False 328,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,010.0
2.618 2,925.1
1.618 2,873.1
1.000 2,841.0
0.618 2,821.1
HIGH 2,789.0
0.618 2,769.1
0.500 2,763.0
0.382 2,756.9
LOW 2,737.0
0.618 2,704.9
1.000 2,685.0
1.618 2,652.9
2.618 2,600.9
4.250 2,516.0
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 2,765.0 2,757.5
PP 2,764.0 2,749.0
S1 2,763.0 2,740.5

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

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