Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 2,645.0 2,698.0 53.0 2.0% 2,646.0
High 2,671.0 2,716.0 45.0 1.7% 2,700.0
Low 2,645.0 2,669.0 24.0 0.9% 2,622.0
Close 2,670.0 2,688.0 18.0 0.7% 2,691.0
Range 26.0 47.0 21.0 80.8% 78.0
ATR 42.3 42.6 0.3 0.8% 0.0
Volume 635 474 -161 -25.4% 2,133
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 2,832.0 2,807.0 2,713.9
R3 2,785.0 2,760.0 2,700.9
R2 2,738.0 2,738.0 2,696.6
R1 2,713.0 2,713.0 2,692.3 2,702.0
PP 2,691.0 2,691.0 2,691.0 2,685.5
S1 2,666.0 2,666.0 2,683.7 2,655.0
S2 2,644.0 2,644.0 2,679.4
S3 2,597.0 2,619.0 2,675.1
S4 2,550.0 2,572.0 2,662.2
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 2,905.0 2,876.0 2,733.9
R3 2,827.0 2,798.0 2,712.5
R2 2,749.0 2,749.0 2,705.3
R1 2,720.0 2,720.0 2,698.2 2,734.5
PP 2,671.0 2,671.0 2,671.0 2,678.3
S1 2,642.0 2,642.0 2,683.9 2,656.5
S2 2,593.0 2,593.0 2,676.7
S3 2,515.0 2,564.0 2,669.6
S4 2,437.0 2,486.0 2,648.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,716.0 2,622.0 94.0 3.5% 43.8 1.6% 70% True False 345
10 2,716.0 2,609.0 107.0 4.0% 37.8 1.4% 74% True False 384
20 2,716.0 2,451.0 265.0 9.9% 31.4 1.2% 89% True False 241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,915.8
2.618 2,839.0
1.618 2,792.0
1.000 2,763.0
0.618 2,745.0
HIGH 2,716.0
0.618 2,698.0
0.500 2,692.5
0.382 2,687.0
LOW 2,669.0
0.618 2,640.0
1.000 2,622.0
1.618 2,593.0
2.618 2,546.0
4.250 2,469.3
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 2,692.5 2,684.2
PP 2,691.0 2,680.3
S1 2,689.5 2,676.5

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

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