Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 2,846.0 2,883.0 37.0 1.3% 2,834.0
High 2,889.0 2,894.0 5.0 0.2% 2,889.0
Low 2,845.0 2,873.0 28.0 1.0% 2,806.0
Close 2,885.0 2,884.0 -1.0 0.0% 2,885.0
Range 44.0 21.0 -23.0 -52.3% 83.0
ATR 51.3 49.1 -2.2 -4.2% 0.0
Volume 1,108,509 707,322 -401,187 -36.2% 4,862,853
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 2,946.7 2,936.3 2,895.6
R3 2,925.7 2,915.3 2,889.8
R2 2,904.7 2,904.7 2,887.9
R1 2,894.3 2,894.3 2,885.9 2,899.5
PP 2,883.7 2,883.7 2,883.7 2,886.3
S1 2,873.3 2,873.3 2,882.1 2,878.5
S2 2,862.7 2,862.7 2,880.2
S3 2,841.7 2,852.3 2,878.2
S4 2,820.7 2,831.3 2,872.5
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 3,109.0 3,080.0 2,930.7
R3 3,026.0 2,997.0 2,907.8
R2 2,943.0 2,943.0 2,900.2
R1 2,914.0 2,914.0 2,892.6 2,928.5
PP 2,860.0 2,860.0 2,860.0 2,867.3
S1 2,831.0 2,831.0 2,877.4 2,845.5
S2 2,777.0 2,777.0 2,869.8
S3 2,694.0 2,748.0 2,862.2
S4 2,611.0 2,665.0 2,839.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,894.0 2,806.0 88.0 3.1% 33.4 1.2% 89% True False 967,865
10 2,894.0 2,757.0 137.0 4.8% 37.5 1.3% 93% True False 1,038,268
20 2,894.0 2,590.0 304.0 10.5% 49.3 1.7% 97% True False 970,232
40 2,998.0 2,590.0 408.0 14.1% 47.5 1.6% 72% False False 489,690
60 2,998.0 2,590.0 408.0 14.1% 45.9 1.6% 72% False False 326,969
80 2,998.0 2,590.0 408.0 14.1% 42.8 1.5% 72% False False 246,426
100 2,998.0 2,561.0 437.0 15.2% 43.4 1.5% 74% False False 197,576
120 2,998.0 2,561.0 437.0 15.2% 40.7 1.4% 74% False False 164,746
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.3
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 2,983.3
2.618 2,949.0
1.618 2,928.0
1.000 2,915.0
0.618 2,907.0
HIGH 2,894.0
0.618 2,886.0
0.500 2,883.5
0.382 2,881.0
LOW 2,873.0
0.618 2,860.0
1.000 2,852.0
1.618 2,839.0
2.618 2,818.0
4.250 2,783.8
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 2,883.8 2,876.5
PP 2,883.7 2,869.0
S1 2,883.5 2,861.5

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

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