Dow Jones EURO STOXX 50 Index Future September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 2,662.0 2,635.0 -27.0 -1.0% 2,778.0
High 2,666.0 2,676.0 10.0 0.4% 2,778.0
Low 2,613.0 2,628.0 15.0 0.6% 2,608.0
Close 2,630.0 2,658.0 28.0 1.1% 2,679.0
Range 53.0 48.0 -5.0 -9.4% 170.0
ATR 58.4 57.6 -0.7 -1.3% 0.0
Volume 1,268,353 1,290,670 22,317 1.8% 8,208,755
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 2,798.0 2,776.0 2,684.4
R3 2,750.0 2,728.0 2,671.2
R2 2,702.0 2,702.0 2,666.8
R1 2,680.0 2,680.0 2,662.4 2,691.0
PP 2,654.0 2,654.0 2,654.0 2,659.5
S1 2,632.0 2,632.0 2,653.6 2,643.0
S2 2,606.0 2,606.0 2,649.2
S3 2,558.0 2,584.0 2,644.8
S4 2,510.0 2,536.0 2,631.6
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 3,198.3 3,108.7 2,772.5
R3 3,028.3 2,938.7 2,725.8
R2 2,858.3 2,858.3 2,710.2
R1 2,768.7 2,768.7 2,694.6 2,728.5
PP 2,688.3 2,688.3 2,688.3 2,668.3
S1 2,598.7 2,598.7 2,663.4 2,558.5
S2 2,518.3 2,518.3 2,647.8
S3 2,348.3 2,428.7 2,632.3
S4 2,178.3 2,258.7 2,585.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,726.0 2,613.0 113.0 4.3% 46.6 1.8% 40% False False 1,314,181
10 2,882.0 2,608.0 274.0 10.3% 59.7 2.2% 18% False False 1,460,805
20 2,893.0 2,608.0 285.0 10.7% 55.4 2.1% 18% False False 1,351,188
40 2,893.0 2,608.0 285.0 10.7% 51.5 1.9% 18% False False 910,183
60 2,975.0 2,608.0 367.0 13.8% 48.5 1.8% 14% False False 613,646
80 2,975.0 2,608.0 367.0 13.8% 45.1 1.7% 14% False False 465,596
100 2,975.0 2,591.0 384.0 14.4% 46.6 1.8% 17% False False 375,516
120 2,999.0 2,591.0 408.0 15.3% 44.5 1.7% 16% False False 312,967
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 11.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,880.0
2.618 2,801.7
1.618 2,753.7
1.000 2,724.0
0.618 2,705.7
HIGH 2,676.0
0.618 2,657.7
0.500 2,652.0
0.382 2,646.3
LOW 2,628.0
0.618 2,598.3
1.000 2,580.0
1.618 2,550.3
2.618 2,502.3
4.250 2,424.0
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 2,656.0 2,656.8
PP 2,654.0 2,655.7
S1 2,652.0 2,654.5

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

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