Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 2,815.0 2,834.0 19.0 0.7% 2,866.0
High 2,847.0 2,866.0 19.0 0.7% 2,866.0
Low 2,807.0 2,823.0 16.0 0.6% 2,784.0
Close 2,834.0 2,837.0 3.0 0.1% 2,794.0
Range 40.0 43.0 3.0 7.5% 82.0
ATR 44.6 44.5 -0.1 -0.3% 0.0
Volume 657,147 880,639 223,492 34.0% 1,294,840
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 2,971.0 2,947.0 2,860.7
R3 2,928.0 2,904.0 2,848.8
R2 2,885.0 2,885.0 2,844.9
R1 2,861.0 2,861.0 2,840.9 2,873.0
PP 2,842.0 2,842.0 2,842.0 2,848.0
S1 2,818.0 2,818.0 2,833.1 2,830.0
S2 2,799.0 2,799.0 2,829.1
S3 2,756.0 2,775.0 2,825.2
S4 2,713.0 2,732.0 2,813.4
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 3,060.7 3,009.3 2,839.1
R3 2,978.7 2,927.3 2,816.6
R2 2,896.7 2,896.7 2,809.0
R1 2,845.3 2,845.3 2,801.5 2,830.0
PP 2,814.7 2,814.7 2,814.7 2,807.0
S1 2,763.3 2,763.3 2,786.5 2,748.0
S2 2,732.7 2,732.7 2,779.0
S3 2,650.7 2,681.3 2,771.5
S4 2,568.7 2,599.3 2,748.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,866.0 2,784.0 82.0 2.9% 37.6 1.3% 65% True False 501,936
10 2,882.0 2,784.0 98.0 3.5% 38.2 1.3% 54% False False 483,643
20 2,882.0 2,755.0 127.0 4.5% 36.7 1.3% 65% False False 525,384
40 2,898.0 2,631.0 267.0 9.4% 46.0 1.6% 77% False False 282,254
60 2,916.0 2,631.0 285.0 10.0% 44.7 1.6% 72% False False 191,896
80 2,916.0 2,631.0 285.0 10.0% 45.8 1.6% 72% False False 145,144
100 2,916.0 2,535.0 381.0 13.4% 45.2 1.6% 79% False False 116,305
120 2,916.0 2,535.0 381.0 13.4% 43.7 1.5% 79% False False 96,959
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 3,048.8
2.618 2,978.6
1.618 2,935.6
1.000 2,909.0
0.618 2,892.6
HIGH 2,866.0
0.618 2,849.6
0.500 2,844.5
0.382 2,839.4
LOW 2,823.0
0.618 2,796.4
1.000 2,780.0
1.618 2,753.4
2.618 2,710.4
4.250 2,640.3
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 2,844.5 2,833.0
PP 2,842.0 2,829.0
S1 2,839.5 2,825.0

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

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