Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 2,887.0 2,900.0 13.0 0.5% 2,892.0
High 2,904.0 2,915.0 11.0 0.4% 2,934.0
Low 2,858.0 2,843.0 -15.0 -0.5% 2,843.0
Close 2,884.0 2,868.0 -16.0 -0.6% 2,868.0
Range 46.0 72.0 26.0 56.5% 91.0
ATR 48.5 50.2 1.7 3.5% 0.0
Volume 1,499,550 1,362,828 -136,722 -9.1% 6,559,769
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 3,091.3 3,051.7 2,907.6
R3 3,019.3 2,979.7 2,887.8
R2 2,947.3 2,947.3 2,881.2
R1 2,907.7 2,907.7 2,874.6 2,891.5
PP 2,875.3 2,875.3 2,875.3 2,867.3
S1 2,835.7 2,835.7 2,861.4 2,819.5
S2 2,803.3 2,803.3 2,854.8
S3 2,731.3 2,763.7 2,848.2
S4 2,659.3 2,691.7 2,828.4
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 3,154.7 3,102.3 2,918.1
R3 3,063.7 3,011.3 2,893.0
R2 2,972.7 2,972.7 2,884.7
R1 2,920.3 2,920.3 2,876.3 2,901.0
PP 2,881.7 2,881.7 2,881.7 2,872.0
S1 2,829.3 2,829.3 2,859.7 2,810.0
S2 2,790.7 2,790.7 2,851.3
S3 2,699.7 2,738.3 2,843.0
S4 2,608.7 2,647.3 2,818.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,934.0 2,843.0 91.0 3.2% 55.8 1.9% 27% False True 1,311,953
10 2,980.0 2,843.0 137.0 4.8% 52.4 1.8% 18% False True 1,267,125
20 2,980.0 2,759.0 221.0 7.7% 46.1 1.6% 49% False False 1,008,104
40 2,980.0 2,645.0 335.0 11.7% 43.3 1.5% 67% False False 1,071,560
60 2,998.0 2,590.0 408.0 14.2% 47.0 1.6% 68% False False 790,148
80 2,998.0 2,590.0 408.0 14.2% 45.3 1.6% 68% False False 593,224
100 2,998.0 2,590.0 408.0 14.2% 43.9 1.5% 68% False False 474,831
120 2,998.0 2,561.0 437.0 15.2% 43.6 1.5% 70% False False 396,689
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 13.6
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 3,221.0
2.618 3,103.5
1.618 3,031.5
1.000 2,987.0
0.618 2,959.5
HIGH 2,915.0
0.618 2,887.5
0.500 2,879.0
0.382 2,870.5
LOW 2,843.0
0.618 2,798.5
1.000 2,771.0
1.618 2,726.5
2.618 2,654.5
4.250 2,537.0
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 2,879.0 2,888.5
PP 2,875.3 2,881.7
S1 2,871.7 2,874.8

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

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