Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 3,017.0 3,004.0 -13.0 -0.4% 2,983.0
High 3,025.0 3,014.0 -11.0 -0.4% 3,008.0
Low 2,998.0 2,976.0 -22.0 -0.7% 2,934.0
Close 3,011.0 2,990.0 -21.0 -0.7% 2,958.0
Range 27.0 38.0 11.0 40.7% 74.0
ATR 49.7 48.9 -0.8 -1.7% 0.0
Volume 1,078,259 1,196,756 118,497 11.0% 5,758,205
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 3,107.3 3,086.7 3,010.9
R3 3,069.3 3,048.7 3,000.5
R2 3,031.3 3,031.3 2,997.0
R1 3,010.7 3,010.7 2,993.5 3,002.0
PP 2,993.3 2,993.3 2,993.3 2,989.0
S1 2,972.7 2,972.7 2,986.5 2,964.0
S2 2,955.3 2,955.3 2,983.0
S3 2,917.3 2,934.7 2,979.6
S4 2,879.3 2,896.7 2,969.1
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% 50.2 1.7% 67% False False 1,239,922
10 3,025.0 2,919.0 106.0 3.5% 48.8 1.6% 67% False False 1,051,152
20 3,025.0 2,751.0 274.0 9.2% 48.9 1.6% 87% False False 1,080,287
40 3,025.0 2,751.0 274.0 9.2% 43.3 1.4% 87% False False 835,339
60 3,025.0 2,631.0 394.0 13.2% 47.6 1.6% 91% False False 569,916
80 3,025.0 2,631.0 394.0 13.2% 46.4 1.6% 91% False False 430,244
100 3,025.0 2,631.0 394.0 13.2% 46.7 1.6% 91% False False 345,032
120 3,025.0 2,535.0 490.0 16.4% 45.9 1.5% 93% False False 287,802
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 11.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,175.5
2.618 3,113.5
1.618 3,075.5
1.000 3,052.0
0.618 3,037.5
HIGH 3,014.0
0.618 2,999.5
0.500 2,995.0
0.382 2,990.5
LOW 2,976.0
0.618 2,952.5
1.000 2,938.0
1.618 2,914.5
2.618 2,876.5
4.250 2,814.5
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 2,995.0 2,993.5
PP 2,993.3 2,992.3
S1 2,991.7 2,991.2

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

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