Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 2,873.0 2,853.0 -20.0 -0.7% 2,862.0
High 2,876.0 2,853.0 -23.0 -0.8% 2,886.0
Low 2,828.0 2,813.0 -15.0 -0.5% 2,796.0
Close 2,842.0 2,827.0 -15.0 -0.5% 2,861.0
Range 48.0 40.0 -8.0 -16.7% 90.0
ATR 46.6 46.1 -0.5 -1.0% 0.0
Volume 1,151 292,433 291,282 25,306.9% 2,230
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 2,951.0 2,929.0 2,849.0
R3 2,911.0 2,889.0 2,838.0
R2 2,871.0 2,871.0 2,834.3
R1 2,849.0 2,849.0 2,830.7 2,840.0
PP 2,831.0 2,831.0 2,831.0 2,826.5
S1 2,809.0 2,809.0 2,823.3 2,800.0
S2 2,791.0 2,791.0 2,819.7
S3 2,751.0 2,769.0 2,816.0
S4 2,711.0 2,729.0 2,805.0
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 3,117.7 3,079.3 2,910.5
R3 3,027.7 2,989.3 2,885.8
R2 2,937.7 2,937.7 2,877.5
R1 2,899.3 2,899.3 2,869.3 2,873.5
PP 2,847.7 2,847.7 2,847.7 2,834.8
S1 2,809.3 2,809.3 2,852.8 2,783.5
S2 2,757.7 2,757.7 2,844.5
S3 2,667.7 2,719.3 2,836.3
S4 2,577.7 2,629.3 2,811.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,898.0 2,813.0 85.0 3.0% 38.2 1.4% 16% False True 70,302
10 2,916.0 2,796.0 120.0 4.2% 49.1 1.7% 26% False False 38,420
20 2,916.0 2,796.0 120.0 4.2% 42.5 1.5% 26% False False 28,713
40 2,916.0 2,671.0 245.0 8.7% 46.7 1.7% 64% False False 15,052
60 2,916.0 2,535.0 381.0 13.5% 43.7 1.5% 77% False False 11,482
80 2,916.0 2,535.0 381.0 13.5% 41.7 1.5% 77% False False 8,688
100 2,916.0 2,481.0 435.0 15.4% 42.1 1.5% 80% False False 7,013
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 2.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,023.0
2.618 2,957.7
1.618 2,917.7
1.000 2,893.0
0.618 2,877.7
HIGH 2,853.0
0.618 2,837.7
0.500 2,833.0
0.382 2,828.3
LOW 2,813.0
0.618 2,788.3
1.000 2,773.0
1.618 2,748.3
2.618 2,708.3
4.250 2,643.0
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 2,833.0 2,855.5
PP 2,831.0 2,846.0
S1 2,829.0 2,836.5

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

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