Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 1,937.0 1,892.0 -45.0 -2.3% 2,033.0
High 1,942.0 1,907.0 -35.0 -1.8% 2,066.0
Low 1,853.0 1,848.0 -5.0 -0.3% 1,933.0
Close 1,880.0 1,873.0 -7.0 -0.4% 1,975.0
Range 89.0 59.0 -30.0 -33.7% 133.0
ATR 91.2 88.9 -2.3 -2.5% 0.0
Volume 1,659,130 1,635,418 -23,712 -1.4% 7,982,398
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,053.0 2,022.0 1,905.5
R3 1,994.0 1,963.0 1,889.2
R2 1,935.0 1,935.0 1,883.8
R1 1,904.0 1,904.0 1,878.4 1,890.0
PP 1,876.0 1,876.0 1,876.0 1,869.0
S1 1,845.0 1,845.0 1,867.6 1,831.0
S2 1,817.0 1,817.0 1,862.2
S3 1,758.0 1,786.0 1,856.8
S4 1,699.0 1,727.0 1,840.6
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 2,039.0 1,848.0 191.0 10.2% 75.2 4.0% 13% False True 1,625,258
10 2,148.0 1,848.0 300.0 16.0% 80.0 4.3% 8% False True 1,623,517
20 2,368.0 1,848.0 520.0 27.8% 78.9 4.2% 5% False True 1,473,817
40 2,619.0 1,848.0 771.0 41.2% 82.5 4.4% 3% False True 1,351,274
60 2,619.0 1,848.0 771.0 41.2% 88.3 4.7% 3% False True 1,040,160
80 2,781.0 1,848.0 933.0 49.8% 99.5 5.3% 3% False True 781,815
100 3,011.0 1,848.0 1,163.0 62.1% 116.7 6.2% 2% False True 626,397
120 3,379.0 1,848.0 1,531.0 81.7% 117.0 6.2% 2% False True 525,872
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 19.9
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,157.8
2.618 2,061.5
1.618 2,002.5
1.000 1,966.0
0.618 1,943.5
HIGH 1,907.0
0.618 1,884.5
0.500 1,877.5
0.382 1,870.5
LOW 1,848.0
0.618 1,811.5
1.000 1,789.0
1.618 1,752.5
2.618 1,693.5
4.250 1,597.3
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 1,877.5 1,925.0
PP 1,876.0 1,907.7
S1 1,874.5 1,890.3

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

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