Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 3,033.0 3,041.0 8.0 0.3% 2,945.0
High 3,052.0 3,054.0 2.0 0.1% 3,025.0
Low 3,020.0 3,026.0 6.0 0.2% 2,919.0
Close 3,038.0 3,031.0 -7.0 -0.2% 3,000.0
Range 32.0 28.0 -4.0 -12.5% 106.0
ATR 46.1 44.8 -1.3 -2.8% 0.0
Volume 1,030,853 1,026,173 -4,680 -0.5% 5,731,178
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 3,121.0 3,104.0 3,046.4
R3 3,093.0 3,076.0 3,038.7
R2 3,065.0 3,065.0 3,036.1
R1 3,048.0 3,048.0 3,033.6 3,042.5
PP 3,037.0 3,037.0 3,037.0 3,034.3
S1 3,020.0 3,020.0 3,028.4 3,014.5
S2 3,009.0 3,009.0 3,025.9
S3 2,981.0 2,992.0 3,023.3
S4 2,953.0 2,964.0 3,015.6
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 3,299.3 3,255.7 3,058.3
R3 3,193.3 3,149.7 3,029.2
R2 3,087.3 3,087.3 3,019.4
R1 3,043.7 3,043.7 3,009.7 3,065.5
PP 2,981.3 2,981.3 2,981.3 2,992.3
S1 2,937.7 2,937.7 2,990.3 2,959.5
S2 2,875.3 2,875.3 2,980.6
S3 2,769.3 2,831.7 2,970.9
S4 2,663.3 2,725.7 2,941.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,054.0 2,976.0 78.0 2.6% 33.6 1.1% 71% True False 1,065,207
10 3,054.0 2,919.0 135.0 4.5% 43.6 1.4% 83% True False 1,159,599
20 3,054.0 2,792.0 262.0 8.6% 46.2 1.5% 91% True False 1,048,296
40 3,054.0 2,751.0 303.0 10.0% 42.7 1.4% 92% True False 919,324
60 3,054.0 2,631.0 423.0 14.0% 46.3 1.5% 95% True False 632,897
80 3,054.0 2,631.0 423.0 14.0% 45.9 1.5% 95% True False 480,756
100 3,054.0 2,631.0 423.0 14.0% 46.5 1.5% 95% True False 385,664
120 3,054.0 2,535.0 519.0 17.1% 45.5 1.5% 96% True False 322,192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,173.0
2.618 3,127.3
1.618 3,099.3
1.000 3,082.0
0.618 3,071.3
HIGH 3,054.0
0.618 3,043.3
0.500 3,040.0
0.382 3,036.7
LOW 3,026.0
0.618 3,008.7
1.000 2,998.0
1.618 2,980.7
2.618 2,952.7
4.250 2,907.0
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 3,040.0 3,030.2
PP 3,037.0 3,029.3
S1 3,034.0 3,028.5

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

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