Dow Jones EURO STOXX 50 Index Future June 2011

Trading Metrics calculated at close of trading on 02-May-2011

Day Change Summary
	Previous	Current
	29-Apr-2011	02-May-2011	Change	Change %	Previous Week
Open	2,944.0	2,972.0	28.0	1.0%	2,860.0
High	2,956.0	2,980.0	24.0	0.8%	2,956.0
Low	2,933.0	2,940.0	7.0	0.2%	2,857.0
Close	2,947.0	2,954.0	7.0	0.2%	2,947.0
Range	23.0	40.0	17.0	73.9%	99.0
ATR	44.3	44.0	-0.3	-0.7%	0.0
Volume	505,356	589,131	83,775	16.6%	3,013,614

Daily Pivots for day following 02-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,078.0	3,056.0	2,976.0
R3	3,038.0	3,016.0	2,965.0
R2	2,998.0	2,998.0	2,961.3
R1	2,976.0	2,976.0	2,957.7	2,967.0
PP	2,958.0	2,958.0	2,958.0	2,953.5
S1	2,936.0	2,936.0	2,950.3	2,927.0
S2	2,918.0	2,918.0	2,946.7
S3	2,878.0	2,896.0	2,943.0
S4	2,838.0	2,856.0	2,932.0

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,217.0	3,181.0	3,001.5
R3	3,118.0	3,082.0	2,974.2
R2	3,019.0	3,019.0	2,965.2
R1	2,983.0	2,983.0	2,956.1	3,001.0
PP	2,920.0	2,920.0	2,920.0	2,929.0
S1	2,884.0	2,884.0	2,937.9	2,902.0
S2	2,821.0	2,821.0	2,928.9
S3	2,722.0	2,785.0	2,919.8
S4	2,623.0	2,686.0	2,892.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,980.0	2,857.0	123.0	4.2%	37.2	1.3%	79%	True	False	720,549
10	2,980.0	2,759.0	221.0	7.5%	39.7	1.3%	88%	True	False	676,156
20	2,980.0	2,759.0	221.0	7.5%	37.4	1.3%	88%	True	False	879,182
40	2,980.0	2,590.0	390.0	13.2%	45.2	1.5%	93%	True	False	881,414
60	2,998.0	2,590.0	408.0	13.8%	44.0	1.5%	89%	False	False	589,275
80	2,998.0	2,590.0	408.0	13.8%	44.1	1.5%	89%	False	False	442,327
100	2,998.0	2,590.0	408.0	13.8%	41.8	1.4%	89%	False	False	354,990
120	2,998.0	2,561.0	437.0	14.8%	42.5	1.4%	90%	False	False	296,069

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,150.0
2.618	3,084.7
1.618	3,044.7
1.000	3,020.0
0.618	3,004.7
HIGH	2,980.0
0.618	2,964.7
0.500	2,960.0
0.382	2,955.3
LOW	2,940.0
0.618	2,915.3
1.000	2,900.0
1.618	2,875.3
2.618	2,835.3
4.250	2,770.0

Fisher Pivots for day following 02-May-2011
Pivot	1 day	3 day
R1	2,960.0	2,952.8
PP	2,958.0	2,951.7
S1	2,956.0	2,950.5

Download as Excel Spreadsheet

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

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