Dow Jones EURO STOXX 50 Index Future June 2011

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	2,810.0	2,789.0	-21.0	-0.7%	2,843.0
High	2,810.0	2,809.0	-1.0	0.0%	2,894.0
Low	2,778.0	2,779.0	1.0	0.0%	2,823.0
Close	2,792.0	2,793.0	1.0	0.0%	2,836.0
Range	32.0	30.0	-2.0	-6.3%	71.0
ATR	49.9	48.5	-1.4	-2.9%	0.0
Volume	1,517,599	1,159,980	-357,619	-23.6%	5,316,537

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,883.7	2,868.3	2,809.5
R3	2,853.7	2,838.3	2,801.3
R2	2,823.7	2,823.7	2,798.5
R1	2,808.3	2,808.3	2,795.8	2,816.0
PP	2,793.7	2,793.7	2,793.7	2,797.5
S1	2,778.3	2,778.3	2,790.3	2,786.0
S2	2,763.7	2,763.7	2,787.5
S3	2,733.7	2,748.3	2,784.8
S4	2,703.7	2,718.3	2,776.5

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,064.0	3,021.0	2,875.1
R3	2,993.0	2,950.0	2,855.5
R2	2,922.0	2,922.0	2,849.0
R1	2,879.0	2,879.0	2,842.5	2,865.0
PP	2,851.0	2,851.0	2,851.0	2,844.0
S1	2,808.0	2,808.0	2,829.5	2,794.0
S2	2,780.0	2,780.0	2,823.0
S3	2,709.0	2,737.0	2,816.5
S4	2,638.0	2,666.0	2,797.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,894.0	2,778.0	116.0	4.2%	42.0	1.5%	13%	False	False	1,344,438
10	2,934.0	2,778.0	156.0	5.6%	46.4	1.7%	10%	False	False	1,196,623
20	2,980.0	2,778.0	202.0	7.2%	46.3	1.7%	7%	False	False	1,153,689
40	2,980.0	2,759.0	221.0	7.9%	41.4	1.5%	15%	False	False	1,035,355
60	2,980.0	2,590.0	390.0	14.0%	46.9	1.7%	52%	False	False	922,769
80	2,998.0	2,590.0	408.0	14.6%	44.8	1.6%	50%	False	False	693,043
100	2,998.0	2,590.0	408.0	14.6%	44.8	1.6%	50%	False	False	554,679
120	2,998.0	2,590.0	408.0	14.6%	43.1	1.5%	50%	False	False	463,220

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.5
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2,936.5
2.618	2,887.5
1.618	2,857.5
1.000	2,839.0
0.618	2,827.5
HIGH	2,809.0
0.618	2,797.5
0.500	2,794.0
0.382	2,790.5
LOW	2,779.0
0.618	2,760.5
1.000	2,749.0
1.618	2,730.5
2.618	2,700.5
4.250	2,651.5

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	2,794.0	2,836.0
PP	2,793.7	2,821.7
S1	2,793.3	2,807.3

Download as Excel Spreadsheet

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

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