Dow Jones EURO STOXX 50 Index Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 2,777.0 2,749.0 -28.0 -1.0% 2,826.0
High 2,781.0 2,785.0 4.0 0.1% 2,874.0
Low 2,741.0 2,749.0 8.0 0.3% 2,748.0
Close 2,741.0 2,773.0 32.0 1.2% 2,789.0
Range 40.0 36.0 -4.0 -10.0% 126.0
ATR 49.1 48.7 -0.4 -0.7% 0.0
Volume 907 9,111 8,204 904.5% 37,933
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,877.0 2,861.0 2,792.8
R3 2,841.0 2,825.0 2,782.9
R2 2,805.0 2,805.0 2,779.6
R1 2,789.0 2,789.0 2,776.3 2,797.0
PP 2,769.0 2,769.0 2,769.0 2,773.0
S1 2,753.0 2,753.0 2,769.7 2,761.0
S2 2,733.0 2,733.0 2,766.4
S3 2,697.0 2,717.0 2,763.1
S4 2,661.0 2,681.0 2,753.2
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 3,181.7 3,111.3 2,858.3
R3 3,055.7 2,985.3 2,823.7
R2 2,929.7 2,929.7 2,812.1
R1 2,859.3 2,859.3 2,800.6 2,831.5
PP 2,803.7 2,803.7 2,803.7 2,789.8
S1 2,733.3 2,733.3 2,777.5 2,705.5
S2 2,677.7 2,677.7 2,765.9
S3 2,551.7 2,607.3 2,754.4
S4 2,425.7 2,481.3 2,719.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,874.0 2,741.0 133.0 4.8% 47.8 1.7% 24% False False 7,079
10 2,874.0 2,741.0 133.0 4.8% 44.2 1.6% 24% False False 6,716
20 2,933.0 2,741.0 192.0 6.9% 45.0 1.6% 17% False False 8,299
40 2,975.0 2,741.0 234.0 8.4% 41.5 1.5% 14% False False 22,647
60 2,975.0 2,591.0 384.0 13.8% 43.0 1.6% 47% False False 19,571
80 2,999.0 2,591.0 408.0 14.7% 42.2 1.5% 45% False False 15,179
100 2,999.0 2,591.0 408.0 14.7% 40.1 1.4% 45% False False 12,188
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 4.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,938.0
2.618 2,879.2
1.618 2,843.2
1.000 2,821.0
0.618 2,807.2
HIGH 2,785.0
0.618 2,771.2
0.500 2,767.0
0.382 2,762.8
LOW 2,749.0
0.618 2,726.8
1.000 2,713.0
1.618 2,690.8
2.618 2,654.8
4.250 2,596.0
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 2,771.0 2,771.7
PP 2,769.0 2,770.3
S1 2,767.0 2,769.0

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

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