Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 1,978.0 1,946.0 -32.0 -1.6% 1,932.0
High 2,016.0 1,982.0 -34.0 -1.7% 2,016.0
Low 1,950.0 1,931.0 -19.0 -1.0% 1,912.0
Close 1,965.0 1,974.0 9.0 0.5% 1,974.0
Range 66.0 51.0 -15.0 -22.7% 104.0
ATR 84.8 82.4 -2.4 -2.8% 0.0
Volume 1,209,588 1,466,507 256,919 21.2% 5,945,659
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,115.3 2,095.7 2,002.1
R3 2,064.3 2,044.7 1,988.0
R2 2,013.3 2,013.3 1,983.4
R1 1,993.7 1,993.7 1,978.7 2,003.5
PP 1,962.3 1,962.3 1,962.3 1,967.3
S1 1,942.7 1,942.7 1,969.3 1,952.5
S2 1,911.3 1,911.3 1,964.7
S3 1,860.3 1,891.7 1,960.0
S4 1,809.3 1,840.7 1,946.0
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,279.3 2,230.7 2,031.2
R3 2,175.3 2,126.7 2,002.6
R2 2,071.3 2,071.3 1,993.1
R1 2,022.7 2,022.7 1,983.5 2,047.0
PP 1,967.3 1,967.3 1,967.3 1,979.5
S1 1,918.7 1,918.7 1,964.5 1,943.0
S2 1,863.3 1,863.3 1,954.9
S3 1,759.3 1,814.7 1,945.4
S4 1,655.3 1,710.7 1,916.8
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 1,912.0 104.0 5.3% 62.6 3.2% 60% False False 1,189,131
10 2,016.0 1,693.0 323.0 16.4% 77.9 3.9% 87% False False 665,998
20 2,016.0 1,693.0 323.0 16.4% 81.7 4.1% 87% False False 340,105
40 2,304.0 1,693.0 611.0 31.0% 76.7 3.9% 46% False False 172,592
60 2,562.0 1,693.0 869.0 44.0% 76.5 3.9% 32% False False 115,868
80 2,562.0 1,693.0 869.0 44.0% 82.1 4.2% 32% False False 89,573
100 2,725.0 1,693.0 1,032.0 52.3% 88.9 4.5% 27% False False 72,019
120 3,140.0 1,693.0 1,447.0 73.3% 91.9 4.7% 19% False False 60,254
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 17.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,198.8
2.618 2,115.5
1.618 2,064.5
1.000 2,033.0
0.618 2,013.5
HIGH 1,982.0
0.618 1,962.5
0.500 1,956.5
0.382 1,950.5
LOW 1,931.0
0.618 1,899.5
1.000 1,880.0
1.618 1,848.5
2.618 1,797.5
4.250 1,714.3
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 1,968.2 1,971.5
PP 1,962.3 1,969.0
S1 1,956.5 1,966.5

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

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