Dow Jones EURO STOXX 50 Index Future September 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 2,179.0 2,135.0 -44.0 -2.0% 2,338.0
High 2,201.0 2,227.0 26.0 1.2% 2,355.0
Low 2,113.0 2,119.0 6.0 0.3% 2,113.0
Close 2,138.0 2,171.0 33.0 1.5% 2,138.0
Range 88.0 108.0 20.0 22.7% 242.0
ATR 105.8 106.0 0.2 0.1% 0.0
Volume 2,237,595 1,317,103 -920,492 -41.1% 7,863,336
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,496.3 2,441.7 2,230.4
R3 2,388.3 2,333.7 2,200.7
R2 2,280.3 2,280.3 2,190.8
R1 2,225.7 2,225.7 2,180.9 2,253.0
PP 2,172.3 2,172.3 2,172.3 2,186.0
S1 2,117.7 2,117.7 2,161.1 2,145.0
S2 2,064.3 2,064.3 2,151.2
S3 1,956.3 2,009.7 2,141.3
S4 1,848.3 1,901.7 2,111.6
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,928.0 2,775.0 2,271.1
R3 2,686.0 2,533.0 2,204.6
R2 2,444.0 2,444.0 2,182.4
R1 2,291.0 2,291.0 2,160.2 2,246.5
PP 2,202.0 2,202.0 2,202.0 2,179.8
S1 2,049.0 2,049.0 2,115.8 2,004.5
S2 1,960.0 1,960.0 2,093.6
S3 1,718.0 1,807.0 2,071.5
S4 1,476.0 1,565.0 2,004.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,355.0 2,113.0 242.0 11.1% 97.8 4.5% 24% False False 1,614,133
10 2,355.0 2,070.0 285.0 13.1% 127.6 5.9% 35% False False 2,315,906
20 2,763.0 2,070.0 693.0 31.9% 117.4 5.4% 15% False False 2,297,083
40 2,893.0 2,070.0 823.0 37.9% 86.5 4.0% 12% False False 1,826,329
60 2,893.0 2,070.0 823.0 37.9% 74.5 3.4% 12% False False 1,460,658
80 2,975.0 2,070.0 905.0 41.7% 66.8 3.1% 11% False False 1,100,771
100 2,975.0 2,070.0 905.0 41.7% 60.3 2.8% 11% False False 884,960
120 2,975.0 2,070.0 905.0 41.7% 58.7 2.7% 11% False False 739,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 32.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,686.0
2.618 2,509.7
1.618 2,401.7
1.000 2,335.0
0.618 2,293.7
HIGH 2,227.0
0.618 2,185.7
0.500 2,173.0
0.382 2,160.3
LOW 2,119.0
0.618 2,052.3
1.000 2,011.0
1.618 1,944.3
2.618 1,836.3
4.250 1,660.0
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 2,173.0 2,209.5
PP 2,172.3 2,196.7
S1 2,171.7 2,183.8

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

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