Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 2,920.0 2,881.0 -39.0 -1.3% 2,930.0
High 2,924.0 2,902.0 -22.0 -0.8% 2,977.0
Low 2,888.0 2,872.0 -16.0 -0.6% 2,872.0
Close 2,908.0 2,885.0 -23.0 -0.8% 2,885.0
Range 36.0 30.0 -6.0 -16.7% 105.0
ATR 51.6 50.5 -1.1 -2.2% 0.0
Volume 1,649,001 1,759,594 110,593 6.7% 7,802,775
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,976.3 2,960.7 2,901.5
R3 2,946.3 2,930.7 2,893.3
R2 2,916.3 2,916.3 2,890.5
R1 2,900.7 2,900.7 2,887.8 2,908.5
PP 2,886.3 2,886.3 2,886.3 2,890.3
S1 2,870.7 2,870.7 2,882.3 2,878.5
S2 2,856.3 2,856.3 2,879.5
S3 2,826.3 2,840.7 2,876.8
S4 2,796.3 2,810.7 2,868.5
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 3,226.3 3,160.7 2,942.8
R3 3,121.3 3,055.7 2,913.9
R2 3,016.3 3,016.3 2,904.3
R1 2,950.7 2,950.7 2,894.6 2,931.0
PP 2,911.3 2,911.3 2,911.3 2,901.5
S1 2,845.7 2,845.7 2,875.4 2,826.0
S2 2,806.3 2,806.3 2,865.8
S3 2,701.3 2,740.7 2,856.1
S4 2,596.3 2,635.7 2,827.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,977.0 2,872.0 105.0 3.6% 42.8 1.5% 12% False True 1,560,555
10 3,043.0 2,872.0 171.0 5.9% 53.3 1.8% 8% False True 1,376,677
20 3,080.0 2,872.0 208.0 7.2% 47.8 1.7% 6% False True 1,267,173
40 3,080.0 2,872.0 208.0 7.2% 45.9 1.6% 6% False True 1,156,607
60 3,080.0 2,751.0 329.0 11.4% 44.7 1.5% 41% False False 1,046,227
80 3,080.0 2,631.0 449.0 15.6% 46.6 1.6% 57% False False 807,843
100 3,080.0 2,631.0 449.0 15.6% 46.3 1.6% 57% False False 651,433
120 3,080.0 2,631.0 449.0 15.6% 46.7 1.6% 57% False False 543,749
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 12.7
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 3,029.5
2.618 2,980.5
1.618 2,950.5
1.000 2,932.0
0.618 2,920.5
HIGH 2,902.0
0.618 2,890.5
0.500 2,887.0
0.382 2,883.5
LOW 2,872.0
0.618 2,853.5
1.000 2,842.0
1.618 2,823.5
2.618 2,793.5
4.250 2,744.5
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 2,887.0 2,918.0
PP 2,886.3 2,907.0
S1 2,885.7 2,896.0

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

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