Dow Jones EURO STOXX 50 Index Future December 2010


Trading Metrics calculated at close of trading on 06-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 06-Sep-2010 Change Change % Previous Week
Open 2,712.0 2,753.0 41.0 1.5% 2,636.0
High 2,758.0 2,753.0 -5.0 -0.2% 2,758.0
Low 2,705.0 2,737.0 32.0 1.2% 2,558.0
Close 2,729.0 2,737.0 8.0 0.3% 2,729.0
Range 53.0 16.0 -37.0 -69.8% 200.0
ATR 57.9 55.5 -2.4 -4.2% 0.0
Volume 18,701 26,681 7,980 42.7% 84,218
Daily Pivots for day following 06-Sep-2010
Classic Woodie Camarilla DeMark
R4 2,790.3 2,779.7 2,745.8
R3 2,774.3 2,763.7 2,741.4
R2 2,758.3 2,758.3 2,739.9
R1 2,747.7 2,747.7 2,738.5 2,745.0
PP 2,742.3 2,742.3 2,742.3 2,741.0
S1 2,731.7 2,731.7 2,735.5 2,729.0
S2 2,726.3 2,726.3 2,734.1
S3 2,710.3 2,715.7 2,732.6
S4 2,694.3 2,699.7 2,728.2
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 3,281.7 3,205.3 2,839.0
R3 3,081.7 3,005.3 2,784.0
R2 2,881.7 2,881.7 2,765.7
R1 2,805.3 2,805.3 2,747.3 2,843.5
PP 2,681.7 2,681.7 2,681.7 2,700.8
S1 2,605.3 2,605.3 2,710.7 2,643.5
S2 2,481.7 2,481.7 2,692.3
S3 2,281.7 2,405.3 2,674.0
S4 2,081.7 2,205.3 2,619.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,758.0 2,558.0 200.0 7.3% 53.2 1.9% 90% False False 22,004
10 2,758.0 2,537.0 221.0 8.1% 54.2 2.0% 90% False False 14,597
20 2,807.0 2,537.0 270.0 9.9% 52.5 1.9% 74% False False 8,349
40 2,834.0 2,537.0 297.0 10.9% 53.9 2.0% 67% False False 4,964
60 2,834.0 2,481.0 353.0 12.9% 55.7 2.0% 73% False False 5,541
80 2,834.0 2,424.0 410.0 15.0% 58.8 2.1% 76% False False 5,045
100 2,909.0 2,387.0 522.0 19.1% 64.2 2.3% 67% False False 4,181
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 8.5
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 2,821.0
2.618 2,794.9
1.618 2,778.9
1.000 2,769.0
0.618 2,762.9
HIGH 2,753.0
0.618 2,746.9
0.500 2,745.0
0.382 2,743.1
LOW 2,737.0
0.618 2,727.1
1.000 2,721.0
1.618 2,711.1
2.618 2,695.1
4.250 2,669.0
Fisher Pivots for day following 06-Sep-2010
Pivot 1 day 3 day
R1 2,745.0 2,731.2
PP 2,742.3 2,725.3
S1 2,739.7 2,719.5

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

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