Dow Jones EURO STOXX 50 Index Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 2,675.0 2,716.0 41.0 1.5% 2,778.0
High 2,711.0 2,783.0 72.0 2.7% 2,778.0
Low 2,667.0 2,676.0 9.0 0.3% 2,608.0
Close 2,709.0 2,778.0 69.0 2.5% 2,679.0
Range 44.0 107.0 63.0 143.2% 170.0
ATR 57.3 60.9 3.5 6.2% 0.0
Volume 1,271,540 2,007,671 736,131 57.9% 8,208,755
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 3,066.7 3,029.3 2,836.9
R3 2,959.7 2,922.3 2,807.4
R2 2,852.7 2,852.7 2,797.6
R1 2,815.3 2,815.3 2,787.8 2,834.0
PP 2,745.7 2,745.7 2,745.7 2,755.0
S1 2,708.3 2,708.3 2,768.2 2,727.0
S2 2,638.7 2,638.7 2,758.4
S3 2,531.7 2,601.3 2,748.6
S4 2,424.7 2,494.3 2,719.2
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 2,783.0 2,613.0 170.0 6.1% 57.0 2.1% 97% True False 1,413,653
10 2,866.0 2,608.0 258.0 9.3% 64.6 2.3% 66% False False 1,551,237
20 2,893.0 2,608.0 285.0 10.3% 58.8 2.1% 60% False False 1,407,643
40 2,893.0 2,608.0 285.0 10.3% 53.8 1.9% 60% False False 991,937
60 2,975.0 2,608.0 367.0 13.2% 50.1 1.8% 46% False False 668,274
80 2,975.0 2,608.0 367.0 13.2% 45.9 1.7% 46% False False 506,578
100 2,975.0 2,591.0 384.0 13.8% 47.5 1.7% 49% False False 408,306
120 2,999.0 2,591.0 408.0 14.7% 44.7 1.6% 46% False False 340,293
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 13.7
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 3,237.8
2.618 3,063.1
1.618 2,956.1
1.000 2,890.0
0.618 2,849.1
HIGH 2,783.0
0.618 2,742.1
0.500 2,729.5
0.382 2,716.9
LOW 2,676.0
0.618 2,609.9
1.000 2,569.0
1.618 2,502.9
2.618 2,395.9
4.250 2,221.3
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 2,761.8 2,753.8
PP 2,745.7 2,729.7
S1 2,729.5 2,705.5

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

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