Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 3,034.0 2,951.0 -83.0 -2.7% 3,003.0
High 3,043.0 2,976.0 -67.0 -2.2% 3,006.0
Low 2,957.0 2,940.0 -17.0 -0.6% 2,923.0
Close 2,983.0 2,961.0 -22.0 -0.7% 2,983.0
Range 86.0 36.0 -50.0 -58.1% 83.0
ATR 51.5 50.9 -0.6 -1.2% 0.0
Volume 1,646,565 1,465,809 -180,756 -11.0% 6,073,663
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 3,067.0 3,050.0 2,980.8
R3 3,031.0 3,014.0 2,970.9
R2 2,995.0 2,995.0 2,967.6
R1 2,978.0 2,978.0 2,964.3 2,986.5
PP 2,959.0 2,959.0 2,959.0 2,963.3
S1 2,942.0 2,942.0 2,957.7 2,950.5
S2 2,923.0 2,923.0 2,954.4
S3 2,887.0 2,906.0 2,951.1
S4 2,851.0 2,870.0 2,941.2
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 3,219.7 3,184.3 3,028.7
R3 3,136.7 3,101.3 3,005.8
R2 3,053.7 3,053.7 2,998.2
R1 3,018.3 3,018.3 2,990.6 2,994.5
PP 2,970.7 2,970.7 2,970.7 2,958.8
S1 2,935.3 2,935.3 2,975.4 2,911.5
S2 2,887.7 2,887.7 2,967.8
S3 2,804.7 2,852.3 2,960.2
S4 2,721.7 2,769.3 2,937.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,043.0 2,923.0 120.0 4.1% 53.6 1.8% 32% False False 1,399,157
10 3,080.0 2,923.0 157.0 5.3% 48.2 1.6% 24% False False 1,282,701
20 3,080.0 2,923.0 157.0 5.3% 42.6 1.4% 24% False False 1,183,178
40 3,080.0 2,751.0 329.0 11.1% 46.7 1.6% 64% False False 1,129,376
60 3,080.0 2,751.0 329.0 11.1% 43.3 1.5% 64% False False 913,596
80 3,080.0 2,631.0 449.0 15.2% 46.3 1.6% 73% False False 694,812
100 3,080.0 2,631.0 449.0 15.2% 45.3 1.5% 73% False False 558,084
120 3,080.0 2,631.0 449.0 15.2% 45.8 1.5% 73% False False 465,902
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 10.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3,129.0
2.618 3,070.2
1.618 3,034.2
1.000 3,012.0
0.618 2,998.2
HIGH 2,976.0
0.618 2,962.2
0.500 2,958.0
0.382 2,953.8
LOW 2,940.0
0.618 2,917.8
1.000 2,904.0
1.618 2,881.8
2.618 2,845.8
4.250 2,787.0
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 2,960.0 2,991.5
PP 2,959.0 2,981.3
S1 2,958.0 2,971.2

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

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