Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 2,790.0 2,778.0 -12.0 -0.4% 2,834.0
High 2,799.0 2,782.0 -17.0 -0.6% 2,875.0
Low 2,746.0 2,741.0 -5.0 -0.2% 2,746.0
Close 2,784.0 2,741.0 -43.0 -1.5% 2,784.0
Range 53.0 41.0 -12.0 -22.6% 129.0
ATR 51.9 51.2 -0.6 -1.2% 0.0
Volume 1,360,205 45,320 -1,314,885 -96.7% 5,157,385
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,877.7 2,850.3 2,763.6
R3 2,836.7 2,809.3 2,752.3
R2 2,795.7 2,795.7 2,748.5
R1 2,768.3 2,768.3 2,744.8 2,761.5
PP 2,754.7 2,754.7 2,754.7 2,751.3
S1 2,727.3 2,727.3 2,737.2 2,720.5
S2 2,713.7 2,713.7 2,733.5
S3 2,672.7 2,686.3 2,729.7
S4 2,631.7 2,645.3 2,718.5
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 3,188.7 3,115.3 2,855.0
R3 3,059.7 2,986.3 2,819.5
R2 2,930.7 2,930.7 2,807.7
R1 2,857.3 2,857.3 2,795.8 2,829.5
PP 2,801.7 2,801.7 2,801.7 2,787.8
S1 2,728.3 2,728.3 2,772.2 2,700.5
S2 2,672.7 2,672.7 2,760.4
S3 2,543.7 2,599.3 2,748.5
S4 2,414.7 2,470.3 2,713.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,875.0 2,741.0 134.0 4.9% 50.2 1.8% 0% False True 1,040,541
10 2,875.0 2,741.0 134.0 4.9% 45.7 1.7% 0% False True 1,186,705
20 2,934.0 2,741.0 193.0 7.0% 48.4 1.8% 0% False True 1,187,167
40 2,980.0 2,741.0 239.0 8.7% 44.3 1.6% 0% False True 1,071,386
60 2,980.0 2,590.0 390.0 14.2% 46.0 1.7% 39% False False 1,071,203
80 2,998.0 2,590.0 408.0 14.9% 46.2 1.7% 37% False False 807,537
100 2,998.0 2,590.0 408.0 14.9% 44.9 1.6% 37% False False 646,491
120 2,998.0 2,590.0 408.0 14.9% 43.6 1.6% 37% False False 539,486
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 6.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,956.3
2.618 2,889.3
1.618 2,848.3
1.000 2,823.0
0.618 2,807.3
HIGH 2,782.0
0.618 2,766.3
0.500 2,761.5
0.382 2,756.7
LOW 2,741.0
0.618 2,715.7
1.000 2,700.0
1.618 2,674.7
2.618 2,633.7
4.250 2,566.8
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 2,761.5 2,775.5
PP 2,754.7 2,764.0
S1 2,747.8 2,752.5

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

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