Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 1,980.0 1,975.0 -5.0 -0.3% 2,033.0
High 2,039.0 2,002.0 -37.0 -1.8% 2,066.0
Low 1,969.0 1,936.0 -33.0 -1.7% 1,933.0
Close 2,016.0 1,975.0 -41.0 -2.0% 1,975.0
Range 70.0 66.0 -4.0 -5.7% 133.0
ATR 89.5 88.8 -0.7 -0.8% 0.0
Volume 1,624,857 1,611,468 -13,389 -0.8% 7,982,398
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 2,169.0 2,138.0 2,011.3
R3 2,103.0 2,072.0 1,993.2
R2 2,037.0 2,037.0 1,987.1
R1 2,006.0 2,006.0 1,981.1 2,008.0
PP 1,971.0 1,971.0 1,971.0 1,972.0
S1 1,940.0 1,940.0 1,969.0 1,942.0
S2 1,905.0 1,905.0 1,962.9
S3 1,839.0 1,874.0 1,956.9
S4 1,773.0 1,808.0 1,938.7
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 2,390.3 2,315.7 2,048.2
R3 2,257.3 2,182.7 2,011.6
R2 2,124.3 2,124.3 1,999.4
R1 2,049.7 2,049.7 1,987.2 2,020.5
PP 1,991.3 1,991.3 1,991.3 1,976.8
S1 1,916.7 1,916.7 1,962.8 1,887.5
S2 1,858.3 1,858.3 1,950.6
S3 1,725.3 1,783.7 1,938.4
S4 1,592.3 1,650.7 1,901.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,066.0 1,933.0 133.0 6.7% 86.2 4.4% 32% False False 1,596,479
10 2,270.0 1,933.0 337.0 17.1% 78.5 4.0% 12% False False 1,560,421
20 2,368.0 1,933.0 435.0 22.0% 78.0 3.9% 10% False False 1,438,692
40 2,619.0 1,933.0 686.0 34.7% 83.0 4.2% 6% False False 1,287,978
60 2,619.0 1,933.0 686.0 34.7% 87.3 4.4% 6% False False 985,364
80 2,781.0 1,933.0 848.0 42.9% 100.9 5.1% 5% False False 741,057
100 3,179.0 1,933.0 1,246.0 63.1% 117.9 6.0% 3% False False 593,505
120 3,428.0 1,933.0 1,495.0 75.7% 117.6 6.0% 3% False False 498,511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,282.5
2.618 2,174.8
1.618 2,108.8
1.000 2,068.0
0.618 2,042.8
HIGH 2,002.0
0.618 1,976.8
0.500 1,969.0
0.382 1,961.2
LOW 1,936.0
0.618 1,895.2
1.000 1,870.0
1.618 1,829.2
2.618 1,763.2
4.250 1,655.5
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 1,973.0 1,986.0
PP 1,971.0 1,982.3
S1 1,969.0 1,978.7

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

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