Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 2,972.0 2,942.0 -30.0 -1.0% 2,860.0
High 2,980.0 2,952.0 -28.0 -0.9% 2,956.0
Low 2,940.0 2,925.0 -15.0 -0.5% 2,857.0
Close 2,954.0 2,942.0 -12.0 -0.4% 2,947.0
Range 40.0 27.0 -13.0 -32.5% 99.0
ATR 44.0 42.9 -1.1 -2.4% 0.0
Volume 589,131 1,062,298 473,167 80.3% 3,013,614
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 3,020.7 3,008.3 2,956.9
R3 2,993.7 2,981.3 2,949.4
R2 2,966.7 2,966.7 2,947.0
R1 2,954.3 2,954.3 2,944.5 2,955.5
PP 2,939.7 2,939.7 2,939.7 2,940.3
S1 2,927.3 2,927.3 2,939.5 2,928.5
S2 2,912.7 2,912.7 2,937.1
S3 2,885.7 2,900.3 2,934.6
S4 2,858.7 2,873.3 2,927.2
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 2,883.0 97.0 3.3% 34.8 1.2% 61% False False 811,968
10 2,980.0 2,759.0 221.0 7.5% 39.7 1.3% 83% False False 782,385
20 2,980.0 2,759.0 221.0 7.5% 36.5 1.2% 83% False False 876,872
40 2,980.0 2,590.0 390.0 13.3% 44.0 1.5% 90% False False 906,506
60 2,998.0 2,590.0 408.0 13.9% 44.0 1.5% 86% False False 606,964
80 2,998.0 2,590.0 408.0 13.9% 43.8 1.5% 86% False False 455,605
100 2,998.0 2,590.0 408.0 13.9% 41.6 1.4% 86% False False 365,516
120 2,998.0 2,561.0 437.0 14.9% 42.4 1.4% 87% False False 304,921
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 6.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,066.8
2.618 3,022.7
1.618 2,995.7
1.000 2,979.0
0.618 2,968.7
HIGH 2,952.0
0.618 2,941.7
0.500 2,938.5
0.382 2,935.3
LOW 2,925.0
0.618 2,908.3
1.000 2,898.0
1.618 2,881.3
2.618 2,854.3
4.250 2,810.3
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 2,940.8 2,952.5
PP 2,939.7 2,949.0
S1 2,938.5 2,945.5

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

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