Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 2,773.0 2,724.0 -49.0 -1.8% 2,930.0
High 2,811.0 2,801.0 -10.0 -0.4% 2,977.0
Low 2,669.0 2,724.0 55.0 2.1% 2,872.0
Close 2,729.0 2,785.0 56.0 2.1% 2,885.0
Range 142.0 77.0 -65.0 -45.8% 105.0
ATR 62.4 63.4 1.0 1.7% 0.0
Volume 4,215,075 2,781,855 -1,433,220 -34.0% 7,802,775
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 3,001.0 2,970.0 2,827.4
R3 2,924.0 2,893.0 2,806.2
R2 2,847.0 2,847.0 2,799.1
R1 2,816.0 2,816.0 2,792.1 2,831.5
PP 2,770.0 2,770.0 2,770.0 2,777.8
S1 2,739.0 2,739.0 2,777.9 2,754.5
S2 2,693.0 2,693.0 2,770.9
S3 2,616.0 2,662.0 2,763.8
S4 2,539.0 2,585.0 2,742.7
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 2,902.0 2,669.0 233.0 8.4% 77.0 2.8% 50% False False 3,056,667
10 3,000.0 2,669.0 331.0 11.9% 64.7 2.3% 35% False False 2,294,801
20 3,080.0 2,669.0 411.0 14.8% 57.1 2.1% 28% False False 1,725,551
40 3,080.0 2,669.0 411.0 14.8% 50.4 1.8% 28% False False 1,371,202
60 3,080.0 2,669.0 411.0 14.8% 48.5 1.7% 28% False False 1,201,314
80 3,080.0 2,631.0 449.0 16.1% 48.7 1.7% 34% False False 976,743
100 3,080.0 2,631.0 449.0 16.1% 48.3 1.7% 34% False False 786,645
120 3,080.0 2,631.0 449.0 16.1% 47.6 1.7% 34% False False 656,359
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,128.3
2.618 3,002.6
1.618 2,925.6
1.000 2,878.0
0.618 2,848.6
HIGH 2,801.0
0.618 2,771.6
0.500 2,762.5
0.382 2,753.4
LOW 2,724.0
0.618 2,676.4
1.000 2,647.0
1.618 2,599.4
2.618 2,522.4
4.250 2,396.8
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 2,777.5 2,770.0
PP 2,770.0 2,755.0
S1 2,762.5 2,740.0

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

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