Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 2,083.0 2,003.0 -80.0 -3.8% 1,998.0
High 2,085.0 2,003.0 -82.0 -3.9% 2,103.0
Low 2,021.0 1,918.0 -103.0 -5.1% 1,995.0
Close 2,035.0 1,932.0 -103.0 -5.1% 2,035.0
Range 64.0 85.0 21.0 32.8% 108.0
ATR 72.1 75.3 3.2 4.4% 0.0
Volume 597 383 -214 -35.8% 13,064
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,206.0 2,154.0 1,978.8
R3 2,121.0 2,069.0 1,955.4
R2 2,036.0 2,036.0 1,947.6
R1 1,984.0 1,984.0 1,939.8 1,967.5
PP 1,951.0 1,951.0 1,951.0 1,942.8
S1 1,899.0 1,899.0 1,924.2 1,882.5
S2 1,866.0 1,866.0 1,916.4
S3 1,781.0 1,814.0 1,908.6
S4 1,696.0 1,729.0 1,885.3
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,368.3 2,309.7 2,094.4
R3 2,260.3 2,201.7 2,064.7
R2 2,152.3 2,152.3 2,054.8
R1 2,093.7 2,093.7 2,044.9 2,123.0
PP 2,044.3 2,044.3 2,044.3 2,059.0
S1 1,985.7 1,985.7 2,025.1 2,015.0
S2 1,936.3 1,936.3 2,015.2
S3 1,828.3 1,877.7 2,005.3
S4 1,720.3 1,769.7 1,975.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,103.0 1,918.0 185.0 9.6% 64.0 3.3% 8% False True 1,379
10 2,103.0 1,911.0 192.0 9.9% 66.7 3.5% 11% False False 19,596
20 2,103.0 1,693.0 410.0 21.2% 72.3 3.7% 58% False False 13,069
40 2,296.0 1,693.0 603.0 31.2% 60.6 3.1% 40% False False 6,879
60 2,561.0 1,693.0 868.0 44.9% 60.9 3.2% 28% False False 4,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,364.3
2.618 2,225.5
1.618 2,140.5
1.000 2,088.0
0.618 2,055.5
HIGH 2,003.0
0.618 1,970.5
0.500 1,960.5
0.382 1,950.5
LOW 1,918.0
0.618 1,865.5
1.000 1,833.0
1.618 1,780.5
2.618 1,695.5
4.250 1,556.8
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 1,960.5 2,010.5
PP 1,951.0 1,984.3
S1 1,941.5 1,958.2

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

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