Dow Jones EURO STOXX 50 Index Future June 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 2,777.0 2,706.0 -71.0 -2.6% 2,778.0
High 2,778.0 2,735.0 -43.0 -1.5% 2,790.0
Low 2,705.0 2,692.0 -13.0 -0.5% 2,719.0
Close 2,714.0 2,719.0 5.0 0.2% 2,730.0
Range 73.0 43.0 -30.0 -41.1% 71.0
ATR 53.3 52.6 -0.7 -1.4% 0.0
Volume 1,224,334 1,433,758 209,424 17.1% 4,447,192
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,844.3 2,824.7 2,742.7
R3 2,801.3 2,781.7 2,730.8
R2 2,758.3 2,758.3 2,726.9
R1 2,738.7 2,738.7 2,722.9 2,748.5
PP 2,715.3 2,715.3 2,715.3 2,720.3
S1 2,695.7 2,695.7 2,715.1 2,705.5
S2 2,672.3 2,672.3 2,711.1
S3 2,629.3 2,652.7 2,707.2
S4 2,586.3 2,609.7 2,695.4
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 2,692.0 100.0 3.7% 52.4 1.9% 27% False True 1,127,237
10 2,799.0 2,692.0 107.0 3.9% 47.8 1.8% 25% False True 1,021,978
20 2,894.0 2,692.0 202.0 7.4% 47.8 1.8% 13% False True 1,182,357
40 2,980.0 2,692.0 288.0 10.6% 46.0 1.7% 9% False True 1,121,038
60 2,980.0 2,692.0 288.0 10.6% 43.6 1.6% 9% False True 1,070,507
80 2,980.0 2,590.0 390.0 14.3% 47.1 1.7% 33% False False 917,526
100 2,998.0 2,590.0 408.0 15.0% 45.6 1.7% 32% False False 734,493
120 2,998.0 2,590.0 408.0 15.0% 45.0 1.7% 32% False False 612,274
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 7.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,917.8
2.618 2,847.6
1.618 2,804.6
1.000 2,778.0
0.618 2,761.6
HIGH 2,735.0
0.618 2,718.6
0.500 2,713.5
0.382 2,708.4
LOW 2,692.0
0.618 2,665.4
1.000 2,649.0
1.618 2,622.4
2.618 2,579.4
4.250 2,509.3
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 2,717.2 2,742.0
PP 2,715.3 2,734.3
S1 2,713.5 2,726.7

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

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