Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 2,902.0 2,877.0 -25.0 -0.9% 2,883.0
High 2,909.0 2,890.0 -19.0 -0.7% 2,918.0
Low 2,887.0 2,849.0 -38.0 -1.3% 2,857.0
Close 2,902.0 2,856.0 -46.0 -1.6% 2,904.0
Range 22.0 41.0 19.0 86.4% 61.0
ATR 44.1 44.8 0.6 1.4% 0.0
Volume 777,903 1,371,309 593,406 76.3% 5,104,981
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 2,988.0 2,963.0 2,878.6
R3 2,947.0 2,922.0 2,867.3
R2 2,906.0 2,906.0 2,863.5
R1 2,881.0 2,881.0 2,859.8 2,873.0
PP 2,865.0 2,865.0 2,865.0 2,861.0
S1 2,840.0 2,840.0 2,852.2 2,832.0
S2 2,824.0 2,824.0 2,848.5
S3 2,783.0 2,799.0 2,844.7
S4 2,742.0 2,758.0 2,833.5
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 3,076.0 3,051.0 2,937.6
R3 3,015.0 2,990.0 2,920.8
R2 2,954.0 2,954.0 2,915.2
R1 2,929.0 2,929.0 2,909.6 2,941.5
PP 2,893.0 2,893.0 2,893.0 2,899.3
S1 2,868.0 2,868.0 2,898.4 2,880.5
S2 2,832.0 2,832.0 2,892.8
S3 2,771.0 2,807.0 2,887.2
S4 2,710.0 2,746.0 2,870.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,918.0 2,849.0 69.0 2.4% 35.4 1.2% 10% False True 1,119,770
10 2,918.0 2,829.0 89.0 3.1% 33.7 1.2% 30% False False 1,043,787
20 2,918.0 2,590.0 328.0 11.5% 45.9 1.6% 81% False False 1,173,590
40 2,998.0 2,590.0 408.0 14.3% 47.5 1.7% 65% False False 652,654
60 2,998.0 2,590.0 408.0 14.3% 45.1 1.6% 65% False False 436,017
80 2,998.0 2,590.0 408.0 14.3% 43.4 1.5% 65% False False 327,302
100 2,998.0 2,561.0 437.0 15.3% 43.4 1.5% 68% False False 262,998
120 2,998.0 2,561.0 437.0 15.3% 41.4 1.5% 68% False False 219,292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,064.3
2.618 2,997.3
1.618 2,956.3
1.000 2,931.0
0.618 2,915.3
HIGH 2,890.0
0.618 2,874.3
0.500 2,869.5
0.382 2,864.7
LOW 2,849.0
0.618 2,823.7
1.000 2,808.0
1.618 2,782.7
2.618 2,741.7
4.250 2,674.8
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 2,869.5 2,883.0
PP 2,865.0 2,874.0
S1 2,860.5 2,865.0

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

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