Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 2,928.0 2,909.0 -19.0 -0.6% 2,860.0
High 2,958.0 2,912.0 -46.0 -1.6% 2,956.0
Low 2,891.0 2,859.0 -32.0 -1.1% 2,857.0
Close 2,899.0 2,879.0 -20.0 -0.7% 2,947.0
Range 67.0 53.0 -14.0 -20.9% 99.0
ATR 44.6 45.2 0.6 1.3% 0.0
Volume 1,537,645 1,520,911 -16,734 -1.1% 3,013,614
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 3,042.3 3,013.7 2,908.2
R3 2,989.3 2,960.7 2,893.6
R2 2,936.3 2,936.3 2,888.7
R1 2,907.7 2,907.7 2,883.9 2,895.5
PP 2,883.3 2,883.3 2,883.3 2,877.3
S1 2,854.7 2,854.7 2,874.1 2,842.5
S2 2,830.3 2,830.3 2,869.3
S3 2,777.3 2,801.7 2,864.4
S4 2,724.3 2,748.7 2,849.9
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 2,859.0 121.0 4.2% 42.0 1.5% 17% False True 1,043,068
10 2,980.0 2,811.0 169.0 5.9% 40.3 1.4% 40% False False 996,230
20 2,980.0 2,759.0 221.0 7.7% 39.9 1.4% 54% False False 947,032
40 2,980.0 2,590.0 390.0 13.5% 44.3 1.5% 74% False False 980,396
60 2,998.0 2,590.0 408.0 14.2% 45.0 1.6% 71% False False 657,934
80 2,998.0 2,590.0 408.0 14.2% 44.4 1.5% 71% False False 493,811
100 2,998.0 2,590.0 408.0 14.2% 42.3 1.5% 71% False False 395,991
120 2,998.0 2,561.0 437.0 15.2% 42.6 1.5% 73% False False 330,354
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 9.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,137.3
2.618 3,050.8
1.618 2,997.8
1.000 2,965.0
0.618 2,944.8
HIGH 2,912.0
0.618 2,891.8
0.500 2,885.5
0.382 2,879.2
LOW 2,859.0
0.618 2,826.2
1.000 2,806.0
1.618 2,773.2
2.618 2,720.2
4.250 2,633.8
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 2,885.5 2,908.5
PP 2,883.3 2,898.7
S1 2,881.2 2,888.8

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

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