Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 2,771.0 2,785.0 14.0 0.5% 2,786.0
High 2,796.0 2,844.0 48.0 1.7% 2,819.0
Low 2,757.0 2,769.0 12.0 0.4% 2,590.0
Close 2,787.0 2,835.0 48.0 1.7% 2,717.0
Range 39.0 75.0 36.0 92.3% 229.0
ATR 58.6 59.8 1.2 2.0% 0.0
Volume 1,349,739 1,463,208 113,469 8.4% 7,266,593
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 3,041.0 3,013.0 2,876.3
R3 2,966.0 2,938.0 2,855.6
R2 2,891.0 2,891.0 2,848.8
R1 2,863.0 2,863.0 2,841.9 2,877.0
PP 2,816.0 2,816.0 2,816.0 2,823.0
S1 2,788.0 2,788.0 2,828.1 2,802.0
S2 2,741.0 2,741.0 2,821.3
S3 2,666.0 2,713.0 2,814.4
S4 2,591.0 2,638.0 2,793.8
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 2,844.0 2,701.0 143.0 5.0% 53.6 1.9% 94% True False 1,413,796
10 2,844.0 2,590.0 254.0 9.0% 65.2 2.3% 96% True False 1,275,275
20 2,961.0 2,590.0 371.0 13.1% 58.4 2.1% 66% False False 658,082
40 2,998.0 2,590.0 408.0 14.4% 49.4 1.7% 60% False False 330,566
60 2,998.0 2,590.0 408.0 14.4% 47.7 1.7% 60% False False 220,783
80 2,998.0 2,590.0 408.0 14.4% 44.5 1.6% 60% False False 167,080
100 2,998.0 2,561.0 437.0 15.4% 43.7 1.5% 63% False False 133,850
120 2,998.0 2,561.0 437.0 15.4% 40.3 1.4% 63% False False 111,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,162.8
2.618 3,040.4
1.618 2,965.4
1.000 2,919.0
0.618 2,890.4
HIGH 2,844.0
0.618 2,815.4
0.500 2,806.5
0.382 2,797.7
LOW 2,769.0
0.618 2,722.7
1.000 2,694.0
1.618 2,647.7
2.618 2,572.7
4.250 2,450.3
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 2,825.5 2,823.5
PP 2,816.0 2,812.0
S1 2,806.5 2,800.5

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

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