Dow Jones EURO STOXX 50 Index Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 2,893.0 2,899.0 6.0 0.2% 2,747.0
High 2,902.0 2,947.0 45.0 1.6% 2,892.0
Low 2,855.0 2,899.0 44.0 1.5% 2,731.0
Close 2,868.0 2,933.0 65.0 2.3% 2,867.0
Range 47.0 48.0 1.0 2.1% 161.0
ATR 55.3 57.0 1.7 3.1% 0.0
Volume 1,110,594 1,262,082 151,488 13.6% 5,143,700
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,070.3 3,049.7 2,959.4
R3 3,022.3 3,001.7 2,946.2
R2 2,974.3 2,974.3 2,941.8
R1 2,953.7 2,953.7 2,937.4 2,964.0
PP 2,926.3 2,926.3 2,926.3 2,931.5
S1 2,905.7 2,905.7 2,928.6 2,916.0
S2 2,878.3 2,878.3 2,924.2
S3 2,830.3 2,857.7 2,919.8
S4 2,782.3 2,809.7 2,906.6
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,313.0 3,251.0 2,955.6
R3 3,152.0 3,090.0 2,911.3
R2 2,991.0 2,991.0 2,896.5
R1 2,929.0 2,929.0 2,881.8 2,960.0
PP 2,830.0 2,830.0 2,830.0 2,845.5
S1 2,768.0 2,768.0 2,852.2 2,799.0
S2 2,669.0 2,669.0 2,837.5
S3 2,508.0 2,607.0 2,822.7
S4 2,347.0 2,446.0 2,778.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,947.0 2,852.0 95.0 3.2% 43.0 1.5% 85% True False 1,017,048
10 2,947.0 2,728.0 219.0 7.5% 53.6 1.8% 94% True False 1,150,973
20 2,947.0 2,728.0 219.0 7.5% 52.5 1.8% 94% True False 1,150,924
40 2,947.0 2,570.0 377.0 12.9% 50.5 1.7% 96% True False 655,516
60 2,947.0 2,485.0 462.0 15.8% 51.7 1.8% 97% True False 437,603
80 2,947.0 2,241.0 706.0 24.1% 52.1 1.8% 98% True False 328,547
100 2,947.0 2,241.0 706.0 24.1% 51.6 1.8% 98% True False 265,382
120 2,947.0 2,176.0 771.0 26.3% 52.3 1.8% 98% True False 221,686
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 9.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,151.0
2.618 3,072.7
1.618 3,024.7
1.000 2,995.0
0.618 2,976.7
HIGH 2,947.0
0.618 2,928.7
0.500 2,923.0
0.382 2,917.3
LOW 2,899.0
0.618 2,869.3
1.000 2,851.0
1.618 2,821.3
2.618 2,773.3
4.250 2,695.0
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 2,929.7 2,922.3
PP 2,926.3 2,911.7
S1 2,923.0 2,901.0

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

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