Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 2,983.0 2,991.0 8.0 0.3% 2,915.0
High 2,994.0 2,999.0 5.0 0.2% 3,000.0
Low 2,952.0 2,952.0 0.0 0.0% 2,908.0
Close 2,978.0 2,955.0 -23.0 -0.8% 2,970.0
Range 42.0 47.0 5.0 11.9% 92.0
ATR 49.0 48.9 -0.1 -0.3% 0.0
Volume 997,826 1,117,866 120,040 12.0% 2,364,935
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 3,109.7 3,079.3 2,980.9
R3 3,062.7 3,032.3 2,967.9
R2 3,015.7 3,015.7 2,963.6
R1 2,985.3 2,985.3 2,959.3 2,977.0
PP 2,968.7 2,968.7 2,968.7 2,964.5
S1 2,938.3 2,938.3 2,950.7 2,930.0
S2 2,921.7 2,921.7 2,946.4
S3 2,874.7 2,891.3 2,942.1
S4 2,827.7 2,844.3 2,929.2
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 3,235.3 3,194.7 3,020.6
R3 3,143.3 3,102.7 2,995.3
R2 3,051.3 3,051.3 2,986.9
R1 3,010.7 3,010.7 2,978.4 3,031.0
PP 2,959.3 2,959.3 2,959.3 2,969.5
S1 2,918.7 2,918.7 2,961.6 2,939.0
S2 2,867.3 2,867.3 2,953.1
S3 2,775.3 2,826.7 2,944.7
S4 2,683.3 2,734.7 2,919.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,000.0 2,908.0 92.0 3.1% 48.2 1.6% 51% False False 674,750
10 3,000.0 2,758.0 242.0 8.2% 49.8 1.7% 81% False False 950,610
20 3,000.0 2,751.0 249.0 8.4% 48.4 1.6% 82% False False 867,133
40 3,000.0 2,631.0 369.0 12.5% 46.2 1.6% 88% False False 634,049
60 3,000.0 2,631.0 369.0 12.5% 48.0 1.6% 88% False False 430,555
80 3,000.0 2,631.0 369.0 12.5% 45.9 1.6% 88% False False 325,313
100 3,000.0 2,631.0 369.0 12.5% 45.6 1.5% 88% False False 261,324
120 3,000.0 2,535.0 465.0 15.7% 44.9 1.5% 90% False False 217,847
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 6.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,198.8
2.618 3,122.0
1.618 3,075.0
1.000 3,046.0
0.618 3,028.0
HIGH 2,999.0
0.618 2,981.0
0.500 2,975.5
0.382 2,970.0
LOW 2,952.0
0.618 2,923.0
1.000 2,905.0
1.618 2,876.0
2.618 2,829.0
4.250 2,752.3
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 2,975.5 2,968.0
PP 2,968.7 2,963.7
S1 2,961.8 2,959.3

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

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