Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 2,915.0 2,958.0 43.0 1.5% 2,795.0
High 2,950.0 2,959.0 9.0 0.3% 2,937.0
Low 2,910.0 2,912.0 2.0 0.1% 2,751.0
Close 2,943.0 2,921.0 -22.0 -0.7% 2,921.0
Range 40.0 47.0 7.0 17.5% 186.0
ATR 48.2 48.1 -0.1 -0.2% 0.0
Volume 1,106,877 1,258,058 151,181 13.7% 6,314,503
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 3,071.7 3,043.3 2,946.9
R3 3,024.7 2,996.3 2,933.9
R2 2,977.7 2,977.7 2,929.6
R1 2,949.3 2,949.3 2,925.3 2,940.0
PP 2,930.7 2,930.7 2,930.7 2,926.0
S1 2,902.3 2,902.3 2,916.7 2,893.0
S2 2,883.7 2,883.7 2,912.4
S3 2,836.7 2,855.3 2,908.1
S4 2,789.7 2,808.3 2,895.2
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 3,427.7 3,360.3 3,023.3
R3 3,241.7 3,174.3 2,972.2
R2 3,055.7 3,055.7 2,955.1
R1 2,988.3 2,988.3 2,938.1 3,022.0
PP 2,869.7 2,869.7 2,869.7 2,886.5
S1 2,802.3 2,802.3 2,904.0 2,836.0
S2 2,683.7 2,683.7 2,886.9
S3 2,497.7 2,616.3 2,869.9
S4 2,311.7 2,430.3 2,818.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,959.0 2,792.0 167.0 5.7% 53.0 1.8% 77% True False 1,265,025
10 2,959.0 2,751.0 208.0 7.1% 51.0 1.7% 82% True False 1,239,434
20 2,959.0 2,751.0 208.0 7.1% 44.6 1.5% 82% True False 861,539
40 2,959.0 2,631.0 328.0 11.2% 46.9 1.6% 88% True False 582,284
60 2,959.0 2,631.0 328.0 11.2% 46.9 1.6% 88% True False 396,941
80 2,959.0 2,631.0 328.0 11.2% 46.2 1.6% 88% True False 298,938
100 2,959.0 2,568.0 391.0 13.4% 45.8 1.6% 90% True False 240,211
120 2,959.0 2,535.0 424.0 14.5% 44.3 1.5% 91% True False 200,220
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 9.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,158.8
2.618 3,082.0
1.618 3,035.0
1.000 3,006.0
0.618 2,988.0
HIGH 2,959.0
0.618 2,941.0
0.500 2,935.5
0.382 2,930.0
LOW 2,912.0
0.618 2,883.0
1.000 2,865.0
1.618 2,836.0
2.618 2,789.0
4.250 2,712.3
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 2,935.5 2,922.5
PP 2,930.7 2,922.0
S1 2,925.8 2,921.5

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

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