Dow Jones EURO STOXX 50 Index Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 2,507.0 2,514.0 7.0 0.3% 2,741.0
High 2,543.0 2,533.0 -10.0 -0.4% 2,760.0
Low 2,472.0 2,350.0 -122.0 -4.9% 2,625.0
Close 2,490.0 2,401.0 -89.0 -3.6% 2,668.0
Range 71.0 183.0 112.0 157.7% 135.0
ATR 62.4 71.0 8.6 13.8% 0.0
Volume 7,781 21,931 14,150 181.9% 2,032
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 2,977.0 2,872.0 2,501.7
R3 2,794.0 2,689.0 2,451.3
R2 2,611.0 2,611.0 2,434.6
R1 2,506.0 2,506.0 2,417.8 2,467.0
PP 2,428.0 2,428.0 2,428.0 2,408.5
S1 2,323.0 2,323.0 2,384.2 2,284.0
S2 2,245.0 2,245.0 2,367.5
S3 2,062.0 2,140.0 2,350.7
S4 1,879.0 1,957.0 2,300.4
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 3,089.3 3,013.7 2,742.3
R3 2,954.3 2,878.7 2,705.1
R2 2,819.3 2,819.3 2,692.8
R1 2,743.7 2,743.7 2,680.4 2,714.0
PP 2,684.3 2,684.3 2,684.3 2,669.5
S1 2,608.7 2,608.7 2,655.6 2,579.0
S2 2,549.3 2,549.3 2,643.3
S3 2,414.3 2,473.7 2,630.9
S4 2,279.3 2,338.7 2,593.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,705.0 2,350.0 355.0 14.8% 102.8 4.3% 14% False True 7,334
10 2,790.0 2,350.0 440.0 18.3% 71.3 3.0% 12% False True 3,872
20 2,852.0 2,350.0 502.0 20.9% 63.6 2.6% 10% False True 3,205
40 2,887.0 2,350.0 537.0 22.4% 55.0 2.3% 9% False True 7,283
60 2,902.0 2,350.0 552.0 23.0% 49.9 2.1% 9% False True 5,802
80 2,969.0 2,350.0 619.0 25.8% 45.9 1.9% 8% False True 4,435
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 12.3
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 3,310.8
2.618 3,012.1
1.618 2,829.1
1.000 2,716.0
0.618 2,646.1
HIGH 2,533.0
0.618 2,463.1
0.500 2,441.5
0.382 2,419.9
LOW 2,350.0
0.618 2,236.9
1.000 2,167.0
1.618 2,053.9
2.618 1,870.9
4.250 1,572.3
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 2,441.5 2,467.0
PP 2,428.0 2,445.0
S1 2,414.5 2,423.0

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

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