Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 2,847.0 2,834.0 -13.0 -0.5% 2,737.0
High 2,851.0 2,849.0 -2.0 -0.1% 2,851.0
Low 2,825.0 2,822.0 -3.0 -0.1% 2,735.0
Close 2,838.0 2,837.0 -1.0 0.0% 2,838.0
Range 26.0 27.0 1.0 3.8% 116.0
ATR 57.4 55.2 -2.2 -3.8% 0.0
Volume 807,704 730,848 -76,856 -9.5% 6,003,378
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,917.0 2,904.0 2,851.9
R3 2,890.0 2,877.0 2,844.4
R2 2,863.0 2,863.0 2,842.0
R1 2,850.0 2,850.0 2,839.5 2,856.5
PP 2,836.0 2,836.0 2,836.0 2,839.3
S1 2,823.0 2,823.0 2,834.5 2,829.5
S2 2,809.0 2,809.0 2,832.1
S3 2,782.0 2,796.0 2,829.6
S4 2,755.0 2,769.0 2,822.2
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 3,156.0 3,113.0 2,901.8
R3 3,040.0 2,997.0 2,869.9
R2 2,924.0 2,924.0 2,859.3
R1 2,881.0 2,881.0 2,848.6 2,902.5
PP 2,808.0 2,808.0 2,808.0 2,818.8
S1 2,765.0 2,765.0 2,827.4 2,786.5
S2 2,692.0 2,692.0 2,816.7
S3 2,576.0 2,649.0 2,806.1
S4 2,460.0 2,533.0 2,774.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,851.0 2,757.0 94.0 3.3% 41.6 1.5% 85% False False 1,108,672
10 2,851.0 2,590.0 261.0 9.2% 62.3 2.2% 95% False False 1,342,474
20 2,961.0 2,590.0 371.0 13.1% 56.1 2.0% 67% False False 734,066
40 2,998.0 2,590.0 408.0 14.4% 47.6 1.7% 61% False False 368,980
60 2,998.0 2,590.0 408.0 14.4% 47.0 1.7% 61% False False 246,407
80 2,998.0 2,590.0 408.0 14.4% 43.2 1.5% 61% False False 186,248
100 2,998.0 2,561.0 437.0 15.4% 43.5 1.5% 63% False False 149,223
120 2,998.0 2,561.0 437.0 15.4% 40.2 1.4% 63% False False 124,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,963.8
2.618 2,919.7
1.618 2,892.7
1.000 2,876.0
0.618 2,865.7
HIGH 2,849.0
0.618 2,838.7
0.500 2,835.5
0.382 2,832.3
LOW 2,822.0
0.618 2,805.3
1.000 2,795.0
1.618 2,778.3
2.618 2,751.3
4.250 2,707.3
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 2,836.5 2,828.0
PP 2,836.0 2,819.0
S1 2,835.5 2,810.0

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

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