Dow Jones EURO STOXX 50 Index Future June 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 2,824.0 2,822.0 -2.0 -0.1% 2,823.0
High 2,824.0 2,844.0 20.0 0.7% 2,850.0
Low 2,795.0 2,812.0 17.0 0.6% 2,786.0
Close 2,801.0 2,835.0 34.0 1.2% 2,826.0
Range 29.0 32.0 3.0 10.3% 64.0
ATR 46.9 46.6 -0.3 -0.6% 0.0
Volume 609,966 1,004,321 394,355 64.7% 671,604
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,926.3 2,912.7 2,852.6
R3 2,894.3 2,880.7 2,843.8
R2 2,862.3 2,862.3 2,840.9
R1 2,848.7 2,848.7 2,837.9 2,855.5
PP 2,830.3 2,830.3 2,830.3 2,833.8
S1 2,816.7 2,816.7 2,832.1 2,823.5
S2 2,798.3 2,798.3 2,829.1
S3 2,766.3 2,784.7 2,826.2
S4 2,734.3 2,752.7 2,817.4
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,012.7 2,983.3 2,861.2
R3 2,948.7 2,919.3 2,843.6
R2 2,884.7 2,884.7 2,837.7
R1 2,855.3 2,855.3 2,831.9 2,870.0
PP 2,820.7 2,820.7 2,820.7 2,828.0
S1 2,791.3 2,791.3 2,820.1 2,806.0
S2 2,756.7 2,756.7 2,814.3
S3 2,692.7 2,727.3 2,808.4
S4 2,628.7 2,663.3 2,790.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,850.0 2,795.0 55.0 1.9% 31.8 1.1% 73% False False 436,395
10 2,850.0 2,707.0 143.0 5.0% 38.4 1.4% 90% False False 232,639
20 2,850.0 2,604.0 246.0 8.7% 41.5 1.5% 94% False False 119,340
40 2,915.0 2,528.0 387.0 13.7% 55.3 2.0% 79% False False 60,920
60 2,975.0 2,528.0 447.0 15.8% 49.1 1.7% 69% False False 41,852
80 2,975.0 2,528.0 447.0 15.8% 47.8 1.7% 69% False False 32,358
100 2,975.0 2,528.0 447.0 15.8% 48.2 1.7% 69% False False 26,002
120 2,975.0 2,528.0 447.0 15.8% 47.6 1.7% 69% False False 21,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,980.0
2.618 2,927.8
1.618 2,895.8
1.000 2,876.0
0.618 2,863.8
HIGH 2,844.0
0.618 2,831.8
0.500 2,828.0
0.382 2,824.2
LOW 2,812.0
0.618 2,792.2
1.000 2,780.0
1.618 2,760.2
2.618 2,728.2
4.250 2,676.0
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 2,832.7 2,830.8
PP 2,830.3 2,826.7
S1 2,828.0 2,822.5

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

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