Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 1,832.0 1,925.0 93.0 5.1% 1,750.0
High 1,927.0 1,946.0 19.0 1.0% 1,946.0
Low 1,805.0 1,888.0 83.0 4.6% 1,693.0
Close 1,888.0 1,898.0 10.0 0.5% 1,898.0
Range 122.0 58.0 -64.0 -52.5% 253.0
ATR 90.5 88.2 -2.3 -2.6% 0.0
Volume 174,299 256,820 82,521 47.3% 714,330
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,084.7 2,049.3 1,929.9
R3 2,026.7 1,991.3 1,914.0
R2 1,968.7 1,968.7 1,908.6
R1 1,933.3 1,933.3 1,903.3 1,922.0
PP 1,910.7 1,910.7 1,910.7 1,905.0
S1 1,875.3 1,875.3 1,892.7 1,864.0
S2 1,852.7 1,852.7 1,887.4
S3 1,794.7 1,817.3 1,882.1
S4 1,736.7 1,759.3 1,866.1
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,604.7 2,504.3 2,037.2
R3 2,351.7 2,251.3 1,967.6
R2 2,098.7 2,098.7 1,944.4
R1 1,998.3 1,998.3 1,921.2 2,048.5
PP 1,845.7 1,845.7 1,845.7 1,870.8
S1 1,745.3 1,745.3 1,874.8 1,795.5
S2 1,592.7 1,592.7 1,851.6
S3 1,339.7 1,492.3 1,828.4
S4 1,086.7 1,239.3 1,758.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,946.0 1,693.0 253.0 13.3% 93.2 4.9% 81% True False 142,866
10 1,946.0 1,693.0 253.0 13.3% 88.4 4.7% 81% True False 83,452
20 2,208.0 1,693.0 515.0 27.1% 79.9 4.2% 40% False False 44,598
40 2,304.0 1,693.0 611.0 32.2% 81.5 4.3% 34% False False 24,404
60 2,562.0 1,693.0 869.0 45.8% 79.7 4.2% 24% False False 19,557
80 2,562.0 1,693.0 869.0 45.8% 85.3 4.5% 24% False False 15,380
100 2,725.0 1,693.0 1,032.0 54.4% 92.3 4.9% 20% False False 12,680
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 13.1
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,192.5
2.618 2,097.8
1.618 2,039.8
1.000 2,004.0
0.618 1,981.8
HIGH 1,946.0
0.618 1,923.8
0.500 1,917.0
0.382 1,910.2
LOW 1,888.0
0.618 1,852.2
1.000 1,830.0
1.618 1,794.2
2.618 1,736.2
4.250 1,641.5
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 1,917.0 1,890.5
PP 1,910.7 1,883.0
S1 1,904.3 1,875.5

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

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