Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 1,979.0 1,978.0 -1.0 -0.1% 1,750.0
High 1,997.0 2,016.0 19.0 1.0% 1,946.0
Low 1,917.0 1,950.0 33.0 1.7% 1,693.0
Close 1,943.0 1,965.0 22.0 1.1% 1,898.0
Range 80.0 66.0 -14.0 -17.5% 253.0
ATR 85.8 84.8 -0.9 -1.1% 0.0
Volume 1,267,487 1,209,588 -57,899 -4.6% 714,330
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,175.0 2,136.0 2,001.3
R3 2,109.0 2,070.0 1,983.2
R2 2,043.0 2,043.0 1,977.1
R1 2,004.0 2,004.0 1,971.1 1,990.5
PP 1,977.0 1,977.0 1,977.0 1,970.3
S1 1,938.0 1,938.0 1,959.0 1,924.5
S2 1,911.0 1,911.0 1,952.9
S3 1,845.0 1,872.0 1,946.9
S4 1,779.0 1,806.0 1,928.7
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 2,016.0 1,888.0 128.0 6.5% 64.0 3.3% 60% True False 947,194
10 2,016.0 1,693.0 323.0 16.4% 80.8 4.1% 84% True False 525,048
20 2,083.0 1,693.0 390.0 19.8% 82.4 4.2% 70% False False 267,414
40 2,304.0 1,693.0 611.0 31.1% 77.9 4.0% 45% False False 136,188
60 2,562.0 1,693.0 869.0 44.2% 76.9 3.9% 31% False False 92,214
80 2,562.0 1,693.0 869.0 44.2% 83.1 4.2% 31% False False 71,296
100 2,725.0 1,693.0 1,032.0 52.5% 89.3 4.5% 26% False False 57,414
120 3,201.0 1,693.0 1,508.0 76.7% 92.2 4.7% 18% False False 48,051
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 17.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,296.5
2.618 2,188.8
1.618 2,122.8
1.000 2,082.0
0.618 2,056.8
HIGH 2,016.0
0.618 1,990.8
0.500 1,983.0
0.382 1,975.2
LOW 1,950.0
0.618 1,909.2
1.000 1,884.0
1.618 1,843.2
2.618 1,777.2
4.250 1,669.5
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 1,983.0 1,964.7
PP 1,977.0 1,964.3
S1 1,971.0 1,964.0

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

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