Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 2,909.0 2,883.0 -26.0 -0.9% 2,972.0
High 2,912.0 2,923.0 11.0 0.4% 2,980.0
Low 2,859.0 2,865.0 6.0 0.2% 2,859.0
Close 2,879.0 2,917.0 38.0 1.3% 2,917.0
Range 53.0 58.0 5.0 9.4% 121.0
ATR 45.2 46.1 0.9 2.0% 0.0
Volume 1,520,911 1,401,498 -119,413 -7.9% 6,111,483
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 3,075.7 3,054.3 2,948.9
R3 3,017.7 2,996.3 2,933.0
R2 2,959.7 2,959.7 2,927.6
R1 2,938.3 2,938.3 2,922.3 2,949.0
PP 2,901.7 2,901.7 2,901.7 2,907.0
S1 2,880.3 2,880.3 2,911.7 2,891.0
S2 2,843.7 2,843.7 2,906.4
S3 2,785.7 2,822.3 2,901.1
S4 2,727.7 2,764.3 2,885.1
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 3,281.7 3,220.3 2,983.6
R3 3,160.7 3,099.3 2,950.3
R2 3,039.7 3,039.7 2,939.2
R1 2,978.3 2,978.3 2,928.1 2,948.5
PP 2,918.7 2,918.7 2,918.7 2,903.8
S1 2,857.3 2,857.3 2,905.9 2,827.5
S2 2,797.7 2,797.7 2,894.8
S3 2,676.7 2,736.3 2,883.7
S4 2,555.7 2,615.3 2,850.5
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 4.1% 49.0 1.7% 48% False False 1,222,296
10 2,980.0 2,857.0 123.0 4.2% 41.5 1.4% 49% False False 995,535
20 2,980.0 2,759.0 221.0 7.6% 40.3 1.4% 71% False False 955,605
40 2,980.0 2,590.0 390.0 13.4% 44.9 1.5% 84% False False 1,013,221
60 2,998.0 2,590.0 408.0 14.0% 45.5 1.6% 80% False False 680,994
80 2,998.0 2,590.0 408.0 14.0% 44.0 1.5% 80% False False 511,322
100 2,998.0 2,590.0 408.0 14.0% 42.7 1.5% 80% False False 409,949
120 2,998.0 2,561.0 437.0 15.0% 42.6 1.5% 81% False False 342,027
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 11.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,169.5
2.618 3,074.8
1.618 3,016.8
1.000 2,981.0
0.618 2,958.8
HIGH 2,923.0
0.618 2,900.8
0.500 2,894.0
0.382 2,887.2
LOW 2,865.0
0.618 2,829.2
1.000 2,807.0
1.618 2,771.2
2.618 2,713.2
4.250 2,618.5
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 2,909.3 2,914.2
PP 2,901.7 2,911.3
S1 2,894.0 2,908.5

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

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