Dow Jones EURO STOXX 50 Index Future September 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 2,873.0 2,860.0 -13.0 -0.5% 2,707.0
High 2,873.0 2,870.0 -3.0 -0.1% 2,861.0
Low 2,840.0 2,859.0 19.0 0.7% 2,680.0
Close 2,846.0 2,850.0 4.0 0.1% 2,846.0
Range 33.0 11.0 -22.0 -66.7% 181.0
ATR
Volume 105 67 -38 -36.2% 2,212
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 2,892.7 2,882.3 2,856.1
R3 2,881.7 2,871.3 2,853.0
R2 2,870.7 2,870.7 2,852.0
R1 2,860.3 2,860.3 2,851.0 2,860.0
PP 2,859.7 2,859.7 2,859.7 2,859.5
S1 2,849.3 2,849.3 2,849.0 2,849.0
S2 2,848.7 2,848.7 2,848.0
S3 2,837.7 2,838.3 2,847.0
S4 2,826.7 2,827.3 2,844.0
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 3,338.7 3,273.3 2,945.6
R3 3,157.7 3,092.3 2,895.8
R2 2,976.7 2,976.7 2,879.2
R1 2,911.3 2,911.3 2,862.6 2,944.0
PP 2,795.7 2,795.7 2,795.7 2,812.0
S1 2,730.3 2,730.3 2,829.4 2,763.0
S2 2,614.7 2,614.7 2,812.8
S3 2,433.7 2,549.3 2,796.2
S4 2,252.7 2,368.3 2,746.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,874.0 2,815.0 59.0 2.1% 24.4 0.9% 59% False False 222
10 2,874.0 2,680.0 194.0 6.8% 29.0 1.0% 88% False False 300
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,916.8
2.618 2,898.8
1.618 2,887.8
1.000 2,881.0
0.618 2,876.8
HIGH 2,870.0
0.618 2,865.8
0.500 2,864.5
0.382 2,863.2
LOW 2,859.0
0.618 2,852.2
1.000 2,848.0
1.618 2,841.2
2.618 2,830.2
4.250 2,812.3
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 2,864.5 2,857.0
PP 2,859.7 2,854.7
S1 2,854.8 2,852.3

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

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