Dow Jones EURO STOXX 50 Index Future September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 2,712.0 2,714.0 2.0 0.1% 2,814.0
High 2,722.0 2,740.0 18.0 0.7% 2,840.0
Low 2,671.0 2,704.0 33.0 1.2% 2,686.0
Close 2,694.0 2,736.0 42.0 1.6% 2,706.0
Range 51.0 36.0 -15.0 -29.4% 154.0
ATR 61.9 60.8 -1.1 -1.8% 0.0
Volume 841,590 978,285 136,695 16.2% 5,232,257
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 2,834.7 2,821.3 2,755.8
R3 2,798.7 2,785.3 2,745.9
R2 2,762.7 2,762.7 2,742.6
R1 2,749.3 2,749.3 2,739.3 2,756.0
PP 2,726.7 2,726.7 2,726.7 2,730.0
S1 2,713.3 2,713.3 2,732.7 2,720.0
S2 2,690.7 2,690.7 2,729.4
S3 2,654.7 2,677.3 2,726.1
S4 2,618.7 2,641.3 2,716.2
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 3,206.0 3,110.0 2,790.7
R3 3,052.0 2,956.0 2,748.4
R2 2,898.0 2,898.0 2,734.2
R1 2,802.0 2,802.0 2,720.1 2,773.0
PP 2,744.0 2,744.0 2,744.0 2,729.5
S1 2,648.0 2,648.0 2,691.9 2,619.0
S2 2,590.0 2,590.0 2,677.8
S3 2,436.0 2,494.0 2,663.7
S4 2,282.0 2,340.0 2,621.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,795.0 2,671.0 124.0 4.5% 54.4 2.0% 52% False False 1,088,662
10 2,849.0 2,671.0 178.0 6.5% 51.3 1.9% 37% False False 1,010,391
20 2,849.0 2,601.0 248.0 9.1% 56.4 2.1% 54% False False 1,059,548
40 2,849.0 2,492.0 357.0 13.0% 62.9 2.3% 68% False False 1,187,339
60 2,849.0 2,432.0 417.0 15.2% 65.5 2.4% 73% False False 910,405
80 2,864.0 2,350.0 514.0 18.8% 75.4 2.8% 75% False False 683,327
100 2,951.0 2,350.0 601.0 22.0% 68.3 2.5% 64% False False 546,883
120 2,951.0 2,350.0 601.0 22.0% 62.3 2.3% 64% False False 456,852
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,893.0
2.618 2,834.2
1.618 2,798.2
1.000 2,776.0
0.618 2,762.2
HIGH 2,740.0
0.618 2,726.2
0.500 2,722.0
0.382 2,717.8
LOW 2,704.0
0.618 2,681.8
1.000 2,668.0
1.618 2,645.8
2.618 2,609.8
4.250 2,551.0
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 2,731.3 2,727.2
PP 2,726.7 2,718.3
S1 2,722.0 2,709.5

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

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