Dow Jones EURO STOXX 50 Index Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 2,778.0 2,675.0 -103.0 -3.7% 2,871.0
High 2,778.0 2,706.0 -72.0 -2.6% 2,882.0
Low 2,694.0 2,608.0 -86.0 -3.2% 2,786.0
Close 2,701.0 2,680.0 -21.0 -0.8% 2,797.0
Range 84.0 98.0 14.0 16.7% 96.0
ATR 58.5 61.4 2.8 4.8% 0.0
Volume 1,768,327 2,428,546 660,219 37.3% 4,678,977
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,958.7 2,917.3 2,733.9
R3 2,860.7 2,819.3 2,707.0
R2 2,762.7 2,762.7 2,698.0
R1 2,721.3 2,721.3 2,689.0 2,742.0
PP 2,664.7 2,664.7 2,664.7 2,675.0
S1 2,623.3 2,623.3 2,671.0 2,644.0
S2 2,566.7 2,566.7 2,662.0
S3 2,468.7 2,525.3 2,653.1
S4 2,370.7 2,427.3 2,626.1
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 3,109.7 3,049.3 2,849.8
R3 3,013.7 2,953.3 2,823.4
R2 2,917.7 2,917.7 2,814.6
R1 2,857.3 2,857.3 2,805.8 2,839.5
PP 2,821.7 2,821.7 2,821.7 2,812.8
S1 2,761.3 2,761.3 2,788.2 2,743.5
S2 2,725.7 2,725.7 2,779.4
S3 2,629.7 2,665.3 2,770.6
S4 2,533.7 2,569.3 2,744.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,882.0 2,608.0 274.0 10.2% 72.8 2.7% 26% False True 1,607,429
10 2,893.0 2,608.0 285.0 10.6% 61.0 2.3% 25% False True 1,419,305
20 2,893.0 2,608.0 285.0 10.6% 58.6 2.2% 25% False True 1,433,903
40 2,893.0 2,608.0 285.0 10.6% 51.0 1.9% 25% False True 747,970
60 2,975.0 2,608.0 367.0 13.7% 48.3 1.8% 20% False True 511,199
80 2,975.0 2,608.0 367.0 13.7% 45.4 1.7% 20% False True 384,378
100 2,995.0 2,591.0 404.0 15.1% 46.1 1.7% 22% False False 309,826
120 2,999.0 2,591.0 408.0 15.2% 43.8 1.6% 22% False False 258,220
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 11.5
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 3,122.5
2.618 2,962.6
1.618 2,864.6
1.000 2,804.0
0.618 2,766.6
HIGH 2,706.0
0.618 2,668.6
0.500 2,657.0
0.382 2,645.4
LOW 2,608.0
0.618 2,547.4
1.000 2,510.0
1.618 2,449.4
2.618 2,351.4
4.250 2,191.5
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 2,672.3 2,737.0
PP 2,664.7 2,718.0
S1 2,657.0 2,699.0

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

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