Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 2,942.0 2,928.0 -14.0 -0.5% 2,860.0
High 2,952.0 2,958.0 6.0 0.2% 2,956.0
Low 2,925.0 2,891.0 -34.0 -1.2% 2,857.0
Close 2,942.0 2,899.0 -43.0 -1.5% 2,947.0
Range 27.0 67.0 40.0 148.1% 99.0
ATR 42.9 44.6 1.7 4.0% 0.0
Volume 1,062,298 1,537,645 475,347 44.7% 3,013,614
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 3,117.0 3,075.0 2,935.9
R3 3,050.0 3,008.0 2,917.4
R2 2,983.0 2,983.0 2,911.3
R1 2,941.0 2,941.0 2,905.1 2,928.5
PP 2,916.0 2,916.0 2,916.0 2,909.8
S1 2,874.0 2,874.0 2,892.9 2,861.5
S2 2,849.0 2,849.0 2,886.7
S3 2,782.0 2,807.0 2,880.6
S4 2,715.0 2,740.0 2,862.2
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 2,891.0 89.0 3.1% 37.2 1.3% 9% False True 936,153
10 2,980.0 2,777.0 203.0 7.0% 37.5 1.3% 60% False False 936,150
20 2,980.0 2,759.0 221.0 7.6% 38.8 1.3% 63% False False 918,388
40 2,980.0 2,590.0 390.0 13.5% 44.0 1.5% 79% False False 944,310
60 2,998.0 2,590.0 408.0 14.1% 44.6 1.5% 76% False False 632,589
80 2,998.0 2,590.0 408.0 14.1% 44.1 1.5% 76% False False 474,824
100 2,998.0 2,590.0 408.0 14.1% 42.0 1.4% 76% False False 380,819
120 2,998.0 2,561.0 437.0 15.1% 42.7 1.5% 77% False False 317,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,242.8
2.618 3,133.4
1.618 3,066.4
1.000 3,025.0
0.618 2,999.4
HIGH 2,958.0
0.618 2,932.4
0.500 2,924.5
0.382 2,916.6
LOW 2,891.0
0.618 2,849.6
1.000 2,824.0
1.618 2,782.6
2.618 2,715.6
4.250 2,606.3
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 2,924.5 2,935.5
PP 2,916.0 2,923.3
S1 2,907.5 2,911.2

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

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