Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 2,779.0 2,784.0 5.0 0.2% 2,590.0
High 2,793.0 2,784.0 -9.0 -0.3% 2,733.0
Low 2,767.0 2,749.0 -18.0 -0.7% 2,570.0
Close 2,772.0 2,759.0 -13.0 -0.5% 2,720.0
Range 26.0 35.0 9.0 34.6% 163.0
ATR 48.3 47.4 -1.0 -2.0% 0.0
Volume 140 126 -14 -10.0% 873
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 2,869.0 2,849.0 2,778.3
R3 2,834.0 2,814.0 2,768.6
R2 2,799.0 2,799.0 2,765.4
R1 2,779.0 2,779.0 2,762.2 2,771.5
PP 2,764.0 2,764.0 2,764.0 2,760.3
S1 2,744.0 2,744.0 2,755.8 2,736.5
S2 2,729.0 2,729.0 2,752.6
S3 2,694.0 2,709.0 2,749.4
S4 2,659.0 2,674.0 2,739.8
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,163.3 3,104.7 2,809.7
R3 3,000.3 2,941.7 2,764.8
R2 2,837.3 2,837.3 2,749.9
R1 2,778.7 2,778.7 2,734.9 2,808.0
PP 2,674.3 2,674.3 2,674.3 2,689.0
S1 2,615.7 2,615.7 2,705.1 2,645.0
S2 2,511.3 2,511.3 2,690.1
S3 2,348.3 2,452.7 2,675.2
S4 2,185.3 2,289.7 2,630.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,793.0 2,634.0 159.0 5.8% 49.6 1.8% 79% False False 158
10 2,793.0 2,570.0 223.0 8.1% 42.7 1.5% 85% False False 147
20 2,793.0 2,570.0 223.0 8.1% 40.3 1.5% 85% False False 266
40 2,793.0 2,250.0 543.0 19.7% 35.1 1.3% 94% False False 184
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 7.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,932.8
2.618 2,875.6
1.618 2,840.6
1.000 2,819.0
0.618 2,805.6
HIGH 2,784.0
0.618 2,770.6
0.500 2,766.5
0.382 2,762.4
LOW 2,749.0
0.618 2,727.4
1.000 2,714.0
1.618 2,692.4
2.618 2,657.4
4.250 2,600.3
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 2,766.5 2,760.0
PP 2,764.0 2,759.7
S1 2,761.5 2,759.3

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

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