Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 2,745.0 2,777.0 32.0 1.2% 2,778.0
High 2,792.0 2,778.0 -14.0 -0.5% 2,790.0
Low 2,745.0 2,705.0 -40.0 -1.5% 2,719.0
Close 2,784.0 2,714.0 -70.0 -2.5% 2,730.0
Range 47.0 73.0 26.0 55.3% 71.0
ATR 51.4 53.3 2.0 3.8% 0.0
Volume 1,041,030 1,224,334 183,304 17.6% 4,447,192
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,951.3 2,905.7 2,754.2
R3 2,878.3 2,832.7 2,734.1
R2 2,805.3 2,805.3 2,727.4
R1 2,759.7 2,759.7 2,720.7 2,746.0
PP 2,732.3 2,732.3 2,732.3 2,725.5
S1 2,686.7 2,686.7 2,707.3 2,673.0
S2 2,659.3 2,659.3 2,700.6
S3 2,586.3 2,613.7 2,693.9
S4 2,513.3 2,540.7 2,673.9
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,959.3 2,915.7 2,769.1
R3 2,888.3 2,844.7 2,749.5
R2 2,817.3 2,817.3 2,743.0
R1 2,773.7 2,773.7 2,736.5 2,760.0
PP 2,746.3 2,746.3 2,746.3 2,739.5
S1 2,702.7 2,702.7 2,723.5 2,689.0
S2 2,675.3 2,675.3 2,717.0
S3 2,604.3 2,631.7 2,710.5
S4 2,533.3 2,560.7 2,691.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,792.0 2,705.0 87.0 3.2% 54.4 2.0% 10% False True 1,054,795
10 2,810.0 2,705.0 105.0 3.9% 47.1 1.7% 9% False True 985,322
20 2,894.0 2,705.0 189.0 7.0% 47.3 1.7% 5% False True 1,164,608
40 2,980.0 2,705.0 275.0 10.1% 47.1 1.7% 3% False True 1,085,194
60 2,980.0 2,705.0 275.0 10.1% 43.8 1.6% 3% False True 1,066,459
80 2,990.0 2,590.0 400.0 14.7% 47.4 1.7% 31% False False 899,644
100 2,998.0 2,590.0 408.0 15.0% 45.5 1.7% 30% False False 720,188
120 2,998.0 2,590.0 408.0 15.0% 44.8 1.7% 30% False False 600,327
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,088.3
2.618 2,969.1
1.618 2,896.1
1.000 2,851.0
0.618 2,823.1
HIGH 2,778.0
0.618 2,750.1
0.500 2,741.5
0.382 2,732.9
LOW 2,705.0
0.618 2,659.9
1.000 2,632.0
1.618 2,586.9
2.618 2,513.9
4.250 2,394.8
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 2,741.5 2,748.5
PP 2,732.3 2,737.0
S1 2,723.2 2,725.5

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

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