Dow Jones EURO STOXX 50 Index Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 2,734.0 2,672.0 -62.0 -2.3% 2,712.0
High 2,752.0 2,691.0 -61.0 -2.2% 2,752.0
Low 2,654.0 2,633.0 -21.0 -0.8% 2,633.0
Close 2,677.0 2,645.0 -32.0 -1.2% 2,645.0
Range 98.0 58.0 -40.0 -40.8% 119.0
ATR 62.1 61.8 -0.3 -0.5% 0.0
Volume 1,868,613 0 -1,868,613 -100.0% 4,677,782
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 2,830.3 2,795.7 2,676.9
R3 2,772.3 2,737.7 2,661.0
R2 2,714.3 2,714.3 2,655.6
R1 2,679.7 2,679.7 2,650.3 2,668.0
PP 2,656.3 2,656.3 2,656.3 2,650.5
S1 2,621.7 2,621.7 2,639.7 2,610.0
S2 2,598.3 2,598.3 2,634.4
S3 2,540.3 2,563.7 2,629.1
S4 2,482.3 2,505.7 2,613.1
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 3,033.7 2,958.3 2,710.5
R3 2,914.7 2,839.3 2,677.7
R2 2,795.7 2,795.7 2,666.8
R1 2,720.3 2,720.3 2,655.9 2,698.5
PP 2,676.7 2,676.7 2,676.7 2,665.8
S1 2,601.3 2,601.3 2,634.1 2,579.5
S2 2,557.7 2,557.7 2,623.2
S3 2,438.7 2,482.3 2,612.3
S4 2,319.7 2,363.3 2,579.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,752.0 2,633.0 119.0 4.5% 56.8 2.1% 10% False True 935,556
10 2,840.0 2,633.0 207.0 7.8% 54.2 2.0% 6% False True 991,003
20 2,849.0 2,633.0 216.0 8.2% 54.9 2.1% 6% False True 1,012,564
40 2,849.0 2,492.0 357.0 13.5% 62.4 2.4% 43% False False 1,158,514
60 2,849.0 2,463.0 386.0 14.6% 64.3 2.4% 47% False False 957,732
80 2,849.0 2,350.0 499.0 18.9% 74.3 2.8% 59% False False 718,922
100 2,951.0 2,350.0 601.0 22.7% 69.4 2.6% 49% False False 575,440
120 2,951.0 2,350.0 601.0 22.7% 63.3 2.4% 49% False False 480,666
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 10.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,937.5
2.618 2,842.8
1.618 2,784.8
1.000 2,749.0
0.618 2,726.8
HIGH 2,691.0
0.618 2,668.8
0.500 2,662.0
0.382 2,655.2
LOW 2,633.0
0.618 2,597.2
1.000 2,575.0
1.618 2,539.2
2.618 2,481.2
4.250 2,386.5
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 2,662.0 2,692.5
PP 2,656.3 2,676.7
S1 2,650.7 2,660.8

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

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