Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 2,737.0 2,789.0 52.0 1.9% 2,786.0
High 2,791.0 2,807.0 16.0 0.6% 2,819.0
Low 2,735.0 2,766.0 31.0 1.1% 2,590.0
Close 2,780.0 2,779.0 -1.0 0.0% 2,717.0
Range 56.0 41.0 -15.0 -26.8% 229.0
ATR 61.6 60.2 -1.5 -2.4% 0.0
Volume 1,190,866 1,191,861 995 0.1% 7,266,593
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,907.0 2,884.0 2,801.6
R3 2,866.0 2,843.0 2,790.3
R2 2,825.0 2,825.0 2,786.5
R1 2,802.0 2,802.0 2,782.8 2,793.0
PP 2,784.0 2,784.0 2,784.0 2,779.5
S1 2,761.0 2,761.0 2,775.2 2,752.0
S2 2,743.0 2,743.0 2,771.5
S3 2,702.0 2,720.0 2,767.7
S4 2,661.0 2,679.0 2,756.5
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 2,807.0 2,590.0 217.0 7.8% 74.8 2.7% 87% True False 1,546,821
10 2,885.0 2,590.0 295.0 10.6% 60.8 2.2% 64% False False 1,013,637
20 2,961.0 2,590.0 371.0 13.4% 57.4 2.1% 51% False False 518,004
40 2,998.0 2,590.0 408.0 14.7% 48.4 1.7% 46% False False 260,261
60 2,998.0 2,590.0 408.0 14.7% 46.3 1.7% 46% False False 173,904
80 2,998.0 2,561.0 437.0 15.7% 45.1 1.6% 50% False False 131,988
100 2,998.0 2,561.0 437.0 15.7% 43.0 1.5% 50% False False 105,727
120 2,998.0 2,561.0 437.0 15.7% 40.2 1.4% 50% False False 88,179
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 12.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,981.3
2.618 2,914.3
1.618 2,873.3
1.000 2,848.0
0.618 2,832.3
HIGH 2,807.0
0.618 2,791.3
0.500 2,786.5
0.382 2,781.7
LOW 2,766.0
0.618 2,740.7
1.000 2,725.0
1.618 2,699.7
2.618 2,658.7
4.250 2,591.8
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 2,786.5 2,770.7
PP 2,784.0 2,762.3
S1 2,781.5 2,754.0

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

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