Dow Jones EURO STOXX 50 Index Future March 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 3,037.0 3,013.0 -24.0 -0.8% 3,013.0
High 3,037.0 3,043.0 6.0 0.2% 3,054.0
Low 2,991.0 2,987.0 -4.0 -0.1% 2,987.0
Close 3,026.0 3,032.0 6.0 0.2% 3,032.0
Range 46.0 56.0 10.0 21.7% 67.0
ATR 44.9 45.7 0.8 1.8% 0.0
Volume 1,340,089 1,147,581 -192,508 -14.4% 5,639,091
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 3,188.7 3,166.3 3,062.8
R3 3,132.7 3,110.3 3,047.4
R2 3,076.7 3,076.7 3,042.3
R1 3,054.3 3,054.3 3,037.1 3,065.5
PP 3,020.7 3,020.7 3,020.7 3,026.3
S1 2,998.3 2,998.3 3,026.9 3,009.5
S2 2,964.7 2,964.7 3,021.7
S3 2,908.7 2,942.3 3,016.6
S4 2,852.7 2,886.3 3,001.2
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 3,225.3 3,195.7 3,068.9
R3 3,158.3 3,128.7 3,050.4
R2 3,091.3 3,091.3 3,044.3
R1 3,061.7 3,061.7 3,038.1 3,076.5
PP 3,024.3 3,024.3 3,024.3 3,031.8
S1 2,994.7 2,994.7 3,025.9 3,009.5
S2 2,957.3 2,957.3 3,019.7
S3 2,890.3 2,927.7 3,013.6
S4 2,823.3 2,860.7 2,995.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,054.0 2,987.0 67.0 2.2% 40.6 1.3% 67% False True 1,127,818
10 3,054.0 2,919.0 135.0 4.5% 41.0 1.4% 84% False False 1,137,026
20 3,054.0 2,886.0 168.0 5.5% 45.0 1.5% 87% False False 1,028,370
40 3,054.0 2,751.0 303.0 10.0% 43.9 1.4% 93% False False 939,711
60 3,054.0 2,631.0 423.0 14.0% 46.2 1.5% 95% False False 673,853
80 3,054.0 2,631.0 423.0 14.0% 46.0 1.5% 95% False False 511,822
100 3,054.0 2,631.0 423.0 14.0% 46.6 1.5% 95% False False 410,528
120 3,054.0 2,535.0 519.0 17.1% 45.8 1.5% 96% False False 342,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3,281.0
2.618 3,189.6
1.618 3,133.6
1.000 3,099.0
0.618 3,077.6
HIGH 3,043.0
0.618 3,021.6
0.500 3,015.0
0.382 3,008.4
LOW 2,987.0
0.618 2,952.4
1.000 2,931.0
1.618 2,896.4
2.618 2,840.4
4.250 2,749.0
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 3,026.3 3,028.2
PP 3,020.7 3,024.3
S1 3,015.0 3,020.5

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

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