Dow Jones EURO STOXX 50 Index Future March 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	2,972.0	3,017.0	45.0	1.5%	2,983.0
High	3,020.0	3,025.0	5.0	0.2%	3,008.0
Low	2,962.0	2,998.0	36.0	1.2%	2,934.0
Close	3,003.0	3,011.0	8.0	0.3%	2,958.0
Range	58.0	27.0	-31.0	-53.4%	74.0
ATR	51.5	49.7	-1.7	-3.4%	0.0
Volume	1,187,974	1,078,259	-109,715	-9.2%	5,758,205

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,092.3	3,078.7	3,025.9
R3	3,065.3	3,051.7	3,018.4
R2	3,038.3	3,038.3	3,016.0
R1	3,024.7	3,024.7	3,013.5	3,018.0
PP	3,011.3	3,011.3	3,011.3	3,008.0
S1	2,997.7	2,997.7	3,008.5	2,991.0
S2	2,984.3	2,984.3	3,006.1
S3	2,957.3	2,970.7	3,003.6
S4	2,930.3	2,943.7	2,996.2

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,188.7	3,147.3	2,998.7
R3	3,114.7	3,073.3	2,978.4
R2	3,040.7	3,040.7	2,971.6
R1	2,999.3	2,999.3	2,964.8	2,983.0
PP	2,966.7	2,966.7	2,966.7	2,958.5
S1	2,925.3	2,925.3	2,951.2	2,909.0
S2	2,892.7	2,892.7	2,944.4
S3	2,818.7	2,851.3	2,937.7
S4	2,744.7	2,777.3	2,917.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,025.0	2,919.0	106.0	3.5%	53.6	1.8%	87%	True	False	1,253,991
10	3,025.0	2,908.0	117.0	3.9%	49.1	1.6%	88%	True	False	931,476
20	3,025.0	2,751.0	274.0	9.1%	50.1	1.7%	95%	True	False	1,085,455
40	3,025.0	2,751.0	274.0	9.1%	43.4	1.4%	95%	True	False	805,420
60	3,025.0	2,631.0	394.0	13.1%	47.4	1.6%	96%	True	False	549,988
80	3,025.0	2,631.0	394.0	13.1%	46.1	1.5%	96%	True	False	415,286
100	3,025.0	2,631.0	394.0	13.1%	46.6	1.5%	96%	True	False	333,206
120	3,025.0	2,535.0	490.0	16.3%	46.0	1.5%	97%	True	False	277,830

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	11.5
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	3,139.8
2.618	3,095.7
1.618	3,068.7
1.000	3,052.0
0.618	3,041.7
HIGH	3,025.0
0.618	3,014.7
0.500	3,011.5
0.382	3,008.3
LOW	2,998.0
0.618	2,981.3
1.000	2,971.0
1.618	2,954.3
2.618	2,927.3
4.250	2,883.3

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	3,011.5	2,998.0
PP	3,011.3	2,985.0
S1	3,011.2	2,972.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols