Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 1,925.0 1,932.0 7.0 0.4% 1,750.0
High 1,946.0 1,978.0 32.0 1.6% 1,946.0
Low 1,888.0 1,930.0 42.0 2.2% 1,693.0
Close 1,898.0 1,957.0 59.0 3.1% 1,898.0
Range 58.0 48.0 -10.0 -17.2% 253.0
ATR 88.2 87.6 -0.6 -0.7% 0.0
Volume 256,820 696,220 439,400 171.1% 714,330
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,099.0 2,076.0 1,983.4
R3 2,051.0 2,028.0 1,970.2
R2 2,003.0 2,003.0 1,965.8
R1 1,980.0 1,980.0 1,961.4 1,991.5
PP 1,955.0 1,955.0 1,955.0 1,960.8
S1 1,932.0 1,932.0 1,952.6 1,943.5
S2 1,907.0 1,907.0 1,948.2
S3 1,859.0 1,884.0 1,943.8
S4 1,811.0 1,836.0 1,930.6
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 1,978.0 1,728.0 250.0 12.8% 89.6 4.6% 92% True False 263,745
10 1,978.0 1,693.0 285.0 14.6% 87.0 4.4% 93% True False 152,064
20 2,160.0 1,693.0 467.0 23.9% 79.5 4.1% 57% False False 79,372
40 2,304.0 1,693.0 611.0 31.2% 80.4 4.1% 43% False False 41,802
60 2,562.0 1,693.0 869.0 44.4% 78.3 4.0% 30% False False 30,701
80 2,562.0 1,693.0 869.0 44.4% 84.6 4.3% 30% False False 24,066
100 2,725.0 1,693.0 1,032.0 52.7% 91.0 4.7% 26% False False 19,615
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 11.4
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2,182.0
2.618 2,103.7
1.618 2,055.7
1.000 2,026.0
0.618 2,007.7
HIGH 1,978.0
0.618 1,959.7
0.500 1,954.0
0.382 1,948.3
LOW 1,930.0
0.618 1,900.3
1.000 1,882.0
1.618 1,852.3
2.618 1,804.3
4.250 1,726.0
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 1,956.0 1,935.2
PP 1,955.0 1,913.3
S1 1,954.0 1,891.5

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

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