Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 2,970.0 3,000.0 30.0 1.0% 2,877.0
High 2,982.0 3,000.0 18.0 0.6% 2,982.0
Low 2,944.0 2,975.0 31.0 1.1% 2,871.0
Close 2,951.0 2,986.0 35.0 1.2% 2,951.0
Range 38.0 25.0 -13.0 -34.2% 111.0
ATR 54.0 53.7 -0.4 -0.7% 0.0
Volume 440,885 230,829 -210,056 -47.6% 1,776,803
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,062.0 3,049.0 2,999.8
R3 3,037.0 3,024.0 2,992.9
R2 3,012.0 3,012.0 2,990.6
R1 2,999.0 2,999.0 2,988.3 2,993.0
PP 2,987.0 2,987.0 2,987.0 2,984.0
S1 2,974.0 2,974.0 2,983.7 2,968.0
S2 2,962.0 2,962.0 2,981.4
S3 2,937.0 2,949.0 2,979.1
S4 2,912.0 2,924.0 2,972.3
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,267.7 3,220.3 3,012.1
R3 3,156.7 3,109.3 2,981.5
R2 3,045.7 3,045.7 2,971.4
R1 2,998.3 2,998.3 2,961.2 3,022.0
PP 2,934.7 2,934.7 2,934.7 2,946.5
S1 2,887.3 2,887.3 2,940.8 2,911.0
S2 2,823.7 2,823.7 2,930.7
S3 2,712.7 2,776.3 2,920.5
S4 2,601.7 2,665.3 2,890.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,000.0 2,858.0 142.0 4.8% 43.8 1.5% 90% True False 658,477
10 3,000.0 2,846.0 154.0 5.2% 43.2 1.4% 91% True False 710,784
20 3,000.0 2,729.0 271.0 9.1% 51.8 1.7% 95% True False 376,238
40 3,000.0 2,679.0 321.0 10.8% 50.4 1.7% 96% True False 190,817
60 3,000.0 2,679.0 321.0 10.8% 51.0 1.7% 96% True False 127,372
80 3,000.0 2,679.0 321.0 10.8% 49.8 1.7% 96% True False 97,253
100 3,000.0 2,570.0 430.0 14.4% 48.0 1.6% 97% True False 77,840
120 3,000.0 2,250.0 750.0 25.1% 45.1 1.5% 98% True False 64,898
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7.5
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 3,106.3
2.618 3,065.5
1.618 3,040.5
1.000 3,025.0
0.618 3,015.5
HIGH 3,000.0
0.618 2,990.5
0.500 2,987.5
0.382 2,984.6
LOW 2,975.0
0.618 2,959.6
1.000 2,950.0
1.618 2,934.6
2.618 2,909.6
4.250 2,868.8
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 2,987.5 2,978.7
PP 2,987.0 2,971.3
S1 2,986.5 2,964.0

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

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