Dow Jones EURO STOXX 50 Index Future September 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 2,761.0 2,821.0 60.0 2.2% 2,742.0
High 2,837.0 2,826.0 -11.0 -0.4% 2,801.0
Low 2,755.0 2,793.0 38.0 1.4% 2,706.0
Close 2,815.0 2,815.0 0.0 0.0% 2,745.0
Range 82.0 33.0 -49.0 -59.8% 95.0
ATR 69.3 66.7 -2.6 -3.7% 0.0
Volume 1,141,240 839,415 -301,825 -26.4% 5,308,809
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 2,910.3 2,895.7 2,833.2
R3 2,877.3 2,862.7 2,824.1
R2 2,844.3 2,844.3 2,821.1
R1 2,829.7 2,829.7 2,818.0 2,820.5
PP 2,811.3 2,811.3 2,811.3 2,806.8
S1 2,796.7 2,796.7 2,812.0 2,787.5
S2 2,778.3 2,778.3 2,809.0
S3 2,745.3 2,763.7 2,805.9
S4 2,712.3 2,730.7 2,796.9
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 3,035.7 2,985.3 2,797.3
R3 2,940.7 2,890.3 2,771.1
R2 2,845.7 2,845.7 2,762.4
R1 2,795.3 2,795.3 2,753.7 2,820.5
PP 2,750.7 2,750.7 2,750.7 2,763.3
S1 2,700.3 2,700.3 2,736.3 2,725.5
S2 2,655.7 2,655.7 2,727.6
S3 2,560.7 2,605.3 2,718.9
S4 2,465.7 2,510.3 2,692.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,837.0 2,707.0 130.0 4.6% 58.8 2.1% 83% False False 1,060,265
10 2,837.0 2,601.0 236.0 8.4% 61.4 2.2% 91% False False 1,108,706
20 2,837.0 2,528.0 309.0 11.0% 64.5 2.3% 93% False False 1,155,780
40 2,837.0 2,463.0 374.0 13.3% 65.5 2.3% 94% False False 1,110,140
60 2,837.0 2,432.0 405.0 14.4% 72.1 2.6% 95% False False 742,320
80 2,951.0 2,350.0 601.0 21.3% 74.8 2.7% 77% False False 557,228
100 2,951.0 2,350.0 601.0 21.3% 66.8 2.4% 77% False False 446,945
120 2,951.0 2,350.0 601.0 21.3% 60.0 2.1% 77% False False 372,700
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.1
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 2,966.3
2.618 2,912.4
1.618 2,879.4
1.000 2,859.0
0.618 2,846.4
HIGH 2,826.0
0.618 2,813.4
0.500 2,809.5
0.382 2,805.6
LOW 2,793.0
0.618 2,772.6
1.000 2,760.0
1.618 2,739.6
2.618 2,706.6
4.250 2,652.8
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 2,813.2 2,800.7
PP 2,811.3 2,786.3
S1 2,809.5 2,772.0

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

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