Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 2,836.0 2,830.0 -6.0 -0.2% 2,823.0
High 2,839.0 2,849.0 10.0 0.4% 2,882.0
Low 2,817.0 2,826.0 9.0 0.3% 2,817.0
Close 2,822.0 2,838.0 16.0 0.6% 2,862.0
Range 22.0 23.0 1.0 4.5% 65.0
ATR 44.0 42.8 -1.2 -2.8% 0.0
Volume 200,913 331,181 130,268 64.8% 2,003,809
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 2,906.7 2,895.3 2,850.7
R3 2,883.7 2,872.3 2,844.3
R2 2,860.7 2,860.7 2,842.2
R1 2,849.3 2,849.3 2,840.1 2,855.0
PP 2,837.7 2,837.7 2,837.7 2,840.5
S1 2,826.3 2,826.3 2,835.9 2,832.0
S2 2,814.7 2,814.7 2,833.8
S3 2,791.7 2,803.3 2,831.7
S4 2,768.7 2,780.3 2,825.4
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 3,048.7 3,020.3 2,897.8
R3 2,983.7 2,955.3 2,879.9
R2 2,918.7 2,918.7 2,873.9
R1 2,890.3 2,890.3 2,868.0 2,904.5
PP 2,853.7 2,853.7 2,853.7 2,860.8
S1 2,825.3 2,825.3 2,856.0 2,839.5
S2 2,788.7 2,788.7 2,850.1
S3 2,723.7 2,760.3 2,844.1
S4 2,658.7 2,695.3 2,826.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,882.0 2,791.0 91.0 3.2% 32.4 1.1% 52% False False 326,868
10 2,882.0 2,791.0 91.0 3.2% 34.0 1.2% 52% False False 608,806
20 2,882.0 2,659.0 223.0 7.9% 39.7 1.4% 80% False False 429,258
40 2,898.0 2,631.0 267.0 9.4% 45.7 1.6% 78% False False 232,860
60 2,916.0 2,631.0 285.0 10.0% 43.9 1.5% 73% False False 158,943
80 2,916.0 2,631.0 285.0 10.0% 45.4 1.6% 73% False False 120,509
100 2,916.0 2,535.0 381.0 13.4% 44.6 1.6% 80% False False 96,539
120 2,916.0 2,535.0 381.0 13.4% 44.0 1.6% 80% False False 80,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,946.8
2.618 2,909.2
1.618 2,886.2
1.000 2,872.0
0.618 2,863.2
HIGH 2,849.0
0.618 2,840.2
0.500 2,837.5
0.382 2,834.8
LOW 2,826.0
0.618 2,811.8
1.000 2,803.0
1.618 2,788.8
2.618 2,765.8
4.250 2,728.3
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 2,837.8 2,834.8
PP 2,837.7 2,831.7
S1 2,837.5 2,828.5

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

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