Dow Jones EURO STOXX 50 Index Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 2,330.0 2,225.0 -105.0 -4.5% 2,700.0
High 2,431.0 2,344.0 -87.0 -3.6% 2,712.0
Low 2,210.0 2,163.0 -47.0 -2.1% 2,321.0
Close 2,299.0 2,324.0 25.0 1.1% 2,380.0
Range 221.0 181.0 -40.0 -18.1% 391.0
ATR 89.2 95.7 6.6 7.4% 0.0
Volume 3,472,012 4,302,381 830,369 23.9% 14,367,176
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,820.0 2,753.0 2,423.6
R3 2,639.0 2,572.0 2,373.8
R2 2,458.0 2,458.0 2,357.2
R1 2,391.0 2,391.0 2,340.6 2,424.5
PP 2,277.0 2,277.0 2,277.0 2,293.8
S1 2,210.0 2,210.0 2,307.4 2,243.5
S2 2,096.0 2,096.0 2,290.8
S3 1,915.0 2,029.0 2,274.2
S4 1,734.0 1,848.0 2,224.5
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 3,644.0 3,403.0 2,595.1
R3 3,253.0 3,012.0 2,487.5
R2 2,862.0 2,862.0 2,451.7
R1 2,621.0 2,621.0 2,415.8 2,546.0
PP 2,471.0 2,471.0 2,471.0 2,433.5
S1 2,230.0 2,230.0 2,344.2 2,155.0
S2 2,080.0 2,080.0 2,308.3
S3 1,689.0 1,839.0 2,272.5
S4 1,298.0 1,448.0 2,165.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,553.0 2,163.0 390.0 16.8% 160.8 6.9% 41% False True 3,619,696
10 2,737.0 2,163.0 574.0 24.7% 121.2 5.2% 28% False True 2,607,970
20 2,799.0 2,163.0 636.0 27.4% 85.5 3.7% 25% False True 1,948,175
40 2,893.0 2,163.0 730.0 31.4% 72.0 3.1% 22% False True 1,691,039
60 2,893.0 2,163.0 730.0 31.4% 62.5 2.7% 22% False True 1,148,038
80 2,975.0 2,163.0 812.0 34.9% 57.6 2.5% 20% False True 870,443
100 2,975.0 2,163.0 812.0 34.9% 53.4 2.3% 20% False True 697,138
120 2,995.0 2,163.0 832.0 35.8% 52.7 2.3% 19% False True 582,884
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 29.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,113.3
2.618 2,817.9
1.618 2,636.9
1.000 2,525.0
0.618 2,455.9
HIGH 2,344.0
0.618 2,274.9
0.500 2,253.5
0.382 2,232.1
LOW 2,163.0
0.618 2,051.1
1.000 1,982.0
1.618 1,870.1
2.618 1,689.1
4.250 1,393.8
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 2,300.5 2,319.3
PP 2,277.0 2,314.7
S1 2,253.5 2,310.0

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

View Archives - Comment on this page... - Back to Index of Symbols