Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 2,789.0 2,771.0 -18.0 -0.6% 2,786.0
High 2,807.0 2,796.0 -11.0 -0.4% 2,819.0
Low 2,766.0 2,757.0 -9.0 -0.3% 2,590.0
Close 2,779.0 2,787.0 8.0 0.3% 2,717.0
Range 41.0 39.0 -2.0 -4.9% 229.0
ATR 60.2 58.6 -1.5 -2.5% 0.0
Volume 1,191,861 1,349,739 157,878 13.2% 7,266,593
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,897.0 2,881.0 2,808.5
R3 2,858.0 2,842.0 2,797.7
R2 2,819.0 2,819.0 2,794.2
R1 2,803.0 2,803.0 2,790.6 2,811.0
PP 2,780.0 2,780.0 2,780.0 2,784.0
S1 2,764.0 2,764.0 2,783.4 2,772.0
S2 2,741.0 2,741.0 2,779.9
S3 2,702.0 2,725.0 2,776.3
S4 2,663.0 2,686.0 2,765.6
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 2,645.0 162.0 5.8% 54.0 1.9% 88% False False 1,434,281
10 2,846.0 2,590.0 256.0 9.2% 61.2 2.2% 77% False False 1,139,761
20 2,961.0 2,590.0 371.0 13.3% 56.5 2.0% 53% False False 584,963
40 2,998.0 2,590.0 408.0 14.6% 48.8 1.8% 48% False False 294,000
60 2,998.0 2,590.0 408.0 14.6% 46.8 1.7% 48% False False 196,398
80 2,998.0 2,561.0 437.0 15.7% 44.1 1.6% 52% False False 148,843
100 2,998.0 2,561.0 437.0 15.7% 43.3 1.6% 52% False False 119,218
120 2,998.0 2,561.0 437.0 15.7% 40.3 1.4% 52% False False 99,427
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,961.8
2.618 2,898.1
1.618 2,859.1
1.000 2,835.0
0.618 2,820.1
HIGH 2,796.0
0.618 2,781.1
0.500 2,776.5
0.382 2,771.9
LOW 2,757.0
0.618 2,732.9
1.000 2,718.0
1.618 2,693.9
2.618 2,654.9
4.250 2,591.3
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 2,783.5 2,781.7
PP 2,780.0 2,776.3
S1 2,776.5 2,771.0

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

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