Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 2,182.0 2,157.0 -25.0 -1.1% 2,149.0
High 2,210.0 2,166.0 -44.0 -2.0% 2,287.0
Low 2,182.0 2,157.0 -25.0 -1.1% 2,105.0
Close 2,208.0 2,156.0 -52.0 -2.4% 2,278.0
Range 28.0 9.0 -19.0 -67.9% 182.0
ATR 65.9 64.8 -1.1 -1.6% 0.0
Volume 706 287 -419 -59.3% 6,364
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 2,186.7 2,180.3 2,161.0
R3 2,177.7 2,171.3 2,158.5
R2 2,168.7 2,168.7 2,157.7
R1 2,162.3 2,162.3 2,156.8 2,161.0
PP 2,159.7 2,159.7 2,159.7 2,159.0
S1 2,153.3 2,153.3 2,155.2 2,152.0
S2 2,150.7 2,150.7 2,154.4
S3 2,141.7 2,144.3 2,153.5
S4 2,132.7 2,135.3 2,151.1
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 2,769.3 2,705.7 2,378.1
R3 2,587.3 2,523.7 2,328.1
R2 2,405.3 2,405.3 2,311.4
R1 2,341.7 2,341.7 2,294.7 2,373.5
PP 2,223.3 2,223.3 2,223.3 2,239.3
S1 2,159.7 2,159.7 2,261.3 2,191.5
S2 2,041.3 2,041.3 2,244.6
S3 1,859.3 1,977.7 2,228.0
S4 1,677.3 1,795.7 2,177.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,296.0 2,157.0 139.0 6.4% 47.8 2.2% -1% False True 668
10 2,296.0 2,105.0 191.0 8.9% 51.9 2.4% 27% False False 993
20 2,296.0 2,041.0 255.0 11.8% 59.0 2.7% 45% False False 804
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.8
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 2,204.3
2.618 2,189.6
1.618 2,180.6
1.000 2,175.0
0.618 2,171.6
HIGH 2,166.0
0.618 2,162.6
0.500 2,161.5
0.382 2,160.4
LOW 2,157.0
0.618 2,151.4
1.000 2,148.0
1.618 2,142.4
2.618 2,133.4
4.250 2,118.8
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 2,161.5 2,219.5
PP 2,159.7 2,198.3
S1 2,157.8 2,177.2

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

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