Dow Jones EURO STOXX 50 Index Future September 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 2,762.0 2,817.0 55.0 2.0% 2,849.0
High 2,820.0 2,825.0 5.0 0.2% 2,893.0
Low 2,760.0 2,783.0 23.0 0.8% 2,825.0
Close 2,809.0 2,793.0 -16.0 -0.6% 2,836.0
Range 60.0 42.0 -18.0 -30.0% 68.0
ATR 46.3 46.0 -0.3 -0.7% 0.0
Volume 5,351 2,699 -2,652 -49.6% 82,394
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 2,926.3 2,901.7 2,816.1
R3 2,884.3 2,859.7 2,804.6
R2 2,842.3 2,842.3 2,800.7
R1 2,817.7 2,817.7 2,796.9 2,809.0
PP 2,800.3 2,800.3 2,800.3 2,796.0
S1 2,775.7 2,775.7 2,789.2 2,767.0
S2 2,758.3 2,758.3 2,785.3
S3 2,716.3 2,733.7 2,781.5
S4 2,674.3 2,691.7 2,769.9
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 3,055.3 3,013.7 2,873.4
R3 2,987.3 2,945.7 2,854.7
R2 2,919.3 2,919.3 2,848.5
R1 2,877.7 2,877.7 2,842.2 2,864.5
PP 2,851.3 2,851.3 2,851.3 2,844.8
S1 2,809.7 2,809.7 2,829.8 2,796.5
S2 2,783.3 2,783.3 2,823.5
S3 2,715.3 2,741.7 2,817.3
S4 2,647.3 2,673.7 2,798.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,893.0 2,760.0 133.0 4.8% 45.2 1.6% 25% False False 3,480
10 2,910.0 2,760.0 150.0 5.4% 43.7 1.6% 22% False False 9,970
20 2,975.0 2,760.0 215.0 7.7% 43.7 1.6% 15% False False 21,109
40 2,975.0 2,758.0 217.0 7.8% 39.0 1.4% 16% False False 21,412
60 2,975.0 2,591.0 384.0 13.7% 42.9 1.5% 53% False False 19,308
80 2,999.0 2,591.0 408.0 14.6% 40.2 1.4% 50% False False 14,568
100 2,999.0 2,591.0 408.0 14.6% 39.1 1.4% 50% False False 11,700
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 10.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,003.5
2.618 2,935.0
1.618 2,893.0
1.000 2,867.0
0.618 2,851.0
HIGH 2,825.0
0.618 2,809.0
0.500 2,804.0
0.382 2,799.0
LOW 2,783.0
0.618 2,757.0
1.000 2,741.0
1.618 2,715.0
2.618 2,673.0
4.250 2,604.5
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 2,804.0 2,792.8
PP 2,800.3 2,792.7
S1 2,796.7 2,792.5

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

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