Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 2,727.0 2,737.0 10.0 0.4% 2,786.0
High 2,758.0 2,791.0 33.0 1.2% 2,819.0
Low 2,701.0 2,735.0 34.0 1.3% 2,590.0
Close 2,717.0 2,780.0 63.0 2.3% 2,717.0
Range 57.0 56.0 -1.0 -1.8% 229.0
ATR 60.7 61.6 1.0 1.6% 0.0
Volume 1,873,308 1,190,866 -682,442 -36.4% 7,266,593
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,936.7 2,914.3 2,810.8
R3 2,880.7 2,858.3 2,795.4
R2 2,824.7 2,824.7 2,790.3
R1 2,802.3 2,802.3 2,785.1 2,813.5
PP 2,768.7 2,768.7 2,768.7 2,774.3
S1 2,746.3 2,746.3 2,774.9 2,757.5
S2 2,712.7 2,712.7 2,769.7
S3 2,656.7 2,690.3 2,764.6
S4 2,600.7 2,634.3 2,749.2
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 3,395.7 3,285.3 2,843.0
R3 3,166.7 3,056.3 2,780.0
R2 2,937.7 2,937.7 2,759.0
R1 2,827.3 2,827.3 2,738.0 2,768.0
PP 2,708.7 2,708.7 2,708.7 2,679.0
S1 2,598.3 2,598.3 2,696.0 2,539.0
S2 2,479.7 2,479.7 2,675.0
S3 2,250.7 2,369.3 2,654.0
S4 2,021.7 2,140.3 2,591.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,791.0 2,590.0 201.0 7.2% 83.0 3.0% 95% True False 1,576,276
10 2,885.0 2,590.0 295.0 10.6% 61.0 2.2% 64% False False 902,196
20 2,961.0 2,590.0 371.0 13.3% 57.8 2.1% 51% False False 458,580
40 2,998.0 2,590.0 408.0 14.7% 48.6 1.7% 47% False False 230,471
60 2,998.0 2,590.0 408.0 14.7% 46.4 1.7% 47% False False 154,041
80 2,998.0 2,561.0 437.0 15.7% 45.1 1.6% 50% False False 117,106
100 2,998.0 2,561.0 437.0 15.7% 43.0 1.5% 50% False False 93,820
120 2,998.0 2,561.0 437.0 15.7% 40.1 1.4% 50% False False 78,249
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,029.0
2.618 2,937.6
1.618 2,881.6
1.000 2,847.0
0.618 2,825.6
HIGH 2,791.0
0.618 2,769.6
0.500 2,763.0
0.382 2,756.4
LOW 2,735.0
0.618 2,700.4
1.000 2,679.0
1.618 2,644.4
2.618 2,588.4
4.250 2,497.0
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 2,774.3 2,759.3
PP 2,768.7 2,738.7
S1 2,763.0 2,718.0

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

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