Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 2,892.0 2,863.0 -29.0 -1.0% 2,972.0
High 2,911.0 2,920.0 9.0 0.3% 2,980.0
Low 2,860.0 2,862.0 2.0 0.1% 2,859.0
Close 2,871.0 2,906.0 35.0 1.2% 2,917.0
Range 51.0 58.0 7.0 13.7% 121.0
ATR 46.9 47.7 0.8 1.7% 0.0
Volume 1,359,455 1,228,194 -131,261 -9.7% 6,111,483
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 3,070.0 3,046.0 2,937.9
R3 3,012.0 2,988.0 2,922.0
R2 2,954.0 2,954.0 2,916.6
R1 2,930.0 2,930.0 2,911.3 2,942.0
PP 2,896.0 2,896.0 2,896.0 2,902.0
S1 2,872.0 2,872.0 2,900.7 2,884.0
S2 2,838.0 2,838.0 2,895.4
S3 2,780.0 2,814.0 2,890.1
S4 2,722.0 2,756.0 2,874.1
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 2,958.0 2,859.0 99.0 3.4% 57.4 2.0% 47% False False 1,409,540
10 2,980.0 2,859.0 121.0 4.2% 46.1 1.6% 39% False False 1,110,754
20 2,980.0 2,759.0 221.0 7.6% 42.5 1.5% 67% False False 974,008
40 2,980.0 2,590.0 390.0 13.4% 46.0 1.6% 81% False False 1,067,949
60 2,998.0 2,590.0 408.0 14.0% 45.8 1.6% 77% False False 723,999
80 2,998.0 2,590.0 408.0 14.0% 44.3 1.5% 77% False False 543,656
100 2,998.0 2,590.0 408.0 14.0% 43.3 1.5% 77% False False 435,513
120 2,998.0 2,561.0 437.0 15.0% 43.1 1.5% 79% False False 363,590
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 11.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,166.5
2.618 3,071.8
1.618 3,013.8
1.000 2,978.0
0.618 2,955.8
HIGH 2,920.0
0.618 2,897.8
0.500 2,891.0
0.382 2,884.2
LOW 2,862.0
0.618 2,826.2
1.000 2,804.0
1.618 2,768.2
2.618 2,710.2
4.250 2,615.5
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 2,901.0 2,901.2
PP 2,896.0 2,896.3
S1 2,891.0 2,891.5

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

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