Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 2,699.0 2,590.0 -109.0 -4.0% 2,672.0
High 2,706.0 2,590.0 -116.0 -4.3% 2,716.0
Low 2,653.0 2,580.0 -73.0 -2.8% 2,637.0
Close 2,648.0 2,585.0 -63.0 -2.4% 2,648.0
Range 53.0 10.0 -43.0 -81.1% 79.0
ATR 43.4 45.1 1.8 4.1% 0.0
Volume 46 96 50 108.7% 1,237
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 2,615.0 2,610.0 2,590.5
R3 2,605.0 2,600.0 2,587.8
R2 2,595.0 2,595.0 2,586.8
R1 2,590.0 2,590.0 2,585.9 2,587.5
PP 2,585.0 2,585.0 2,585.0 2,583.8
S1 2,580.0 2,580.0 2,584.1 2,577.5
S2 2,575.0 2,575.0 2,583.2
S3 2,565.0 2,570.0 2,582.3
S4 2,555.0 2,560.0 2,579.5
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 2,904.0 2,855.0 2,691.5
R3 2,825.0 2,776.0 2,669.7
R2 2,746.0 2,746.0 2,662.5
R1 2,697.0 2,697.0 2,655.2 2,682.0
PP 2,667.0 2,667.0 2,667.0 2,659.5
S1 2,618.0 2,618.0 2,640.8 2,603.0
S2 2,588.0 2,588.0 2,633.5
S3 2,509.0 2,539.0 2,626.3
S4 2,430.0 2,460.0 2,604.6
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 2,580.0 136.0 5.3% 38.8 1.5% 4% False True 255
10 2,716.0 2,580.0 136.0 5.3% 39.7 1.5% 4% False True 240
20 2,716.0 2,489.0 227.0 8.8% 33.8 1.3% 42% False False 247
40 2,716.0 2,250.0 466.0 18.0% 35.2 1.4% 72% False False 226
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 7.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,632.5
2.618 2,616.2
1.618 2,606.2
1.000 2,600.0
0.618 2,596.2
HIGH 2,590.0
0.618 2,586.2
0.500 2,585.0
0.382 2,583.8
LOW 2,580.0
0.618 2,573.8
1.000 2,570.0
1.618 2,563.8
2.618 2,553.8
4.250 2,537.5
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 2,585.0 2,648.0
PP 2,585.0 2,627.0
S1 2,585.0 2,606.0

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

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