Dow Jones EURO STOXX 50 Index Future September 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 2,743.0 2,777.0 34.0 1.2% 2,777.0
High 2,792.0 2,779.0 -13.0 -0.5% 2,789.0
Low 2,738.0 2,705.0 -33.0 -1.2% 2,719.0
Close 2,788.0 2,713.0 -75.0 -2.7% 2,730.0
Range 54.0 74.0 20.0 37.0% 70.0
ATR 49.9 52.3 2.4 4.7% 0.0
Volume 1,382,582 1,546,060 163,478 11.8% 100,783
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,954.3 2,907.7 2,753.7
R3 2,880.3 2,833.7 2,733.4
R2 2,806.3 2,806.3 2,726.6
R1 2,759.7 2,759.7 2,719.8 2,746.0
PP 2,732.3 2,732.3 2,732.3 2,725.5
S1 2,685.7 2,685.7 2,706.2 2,672.0
S2 2,658.3 2,658.3 2,699.4
S3 2,584.3 2,611.7 2,692.7
S4 2,510.3 2,537.7 2,672.3
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 2,956.0 2,913.0 2,768.5
R3 2,886.0 2,843.0 2,749.3
R2 2,816.0 2,816.0 2,742.8
R1 2,773.0 2,773.0 2,736.4 2,759.5
PP 2,746.0 2,746.0 2,746.0 2,739.3
S1 2,703.0 2,703.0 2,723.6 2,689.5
S2 2,676.0 2,676.0 2,717.2
S3 2,606.0 2,633.0 2,710.8
S4 2,536.0 2,563.0 2,691.5
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% 55.0 2.0% 9% False True 801,212
10 2,808.0 2,705.0 103.0 3.8% 46.9 1.7% 8% False True 403,390
20 2,893.0 2,705.0 188.0 6.9% 46.2 1.7% 4% False True 204,404
40 2,975.0 2,705.0 270.0 10.0% 44.8 1.7% 3% False True 123,048
60 2,975.0 2,705.0 270.0 10.0% 41.0 1.5% 3% False True 82,142
80 2,984.0 2,591.0 393.0 14.5% 43.9 1.6% 31% False False 65,409
100 2,999.0 2,591.0 408.0 15.0% 41.4 1.5% 30% False False 52,362
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 6.6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,093.5
2.618 2,972.7
1.618 2,898.7
1.000 2,853.0
0.618 2,824.7
HIGH 2,779.0
0.618 2,750.7
0.500 2,742.0
0.382 2,733.3
LOW 2,705.0
0.618 2,659.3
1.000 2,631.0
1.618 2,585.3
2.618 2,511.3
4.250 2,390.5
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 2,742.0 2,748.5
PP 2,732.3 2,736.7
S1 2,722.7 2,724.8

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

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