Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 2,559.0 2,602.0 43.0 1.7% 2,555.0
High 2,643.0 2,690.0 47.0 1.8% 2,878.0
Low 2,448.0 2,589.0 141.0 5.8% 2,399.0
Close 2,540.0 2,626.0 86.0 3.4% 2,540.0
Range 195.0 101.0 -94.0 -48.2% 479.0
ATR 198.3 194.9 -3.5 -1.7% 0.0
Volume 10,140 2,089 -8,051 -79.4% 21,489
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 2,938.0 2,883.0 2,681.6
R3 2,837.0 2,782.0 2,653.8
R2 2,736.0 2,736.0 2,644.5
R1 2,681.0 2,681.0 2,635.3 2,708.5
PP 2,635.0 2,635.0 2,635.0 2,648.8
S1 2,580.0 2,580.0 2,616.7 2,607.5
S2 2,534.0 2,534.0 2,607.5
S3 2,433.0 2,479.0 2,598.2
S4 2,332.0 2,378.0 2,570.5
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,042.7 3,770.3 2,803.5
R3 3,563.7 3,291.3 2,671.7
R2 3,084.7 3,084.7 2,627.8
R1 2,812.3 2,812.3 2,583.9 2,709.0
PP 2,605.7 2,605.7 2,605.7 2,554.0
S1 2,333.3 2,333.3 2,496.1 2,230.0
S2 2,126.7 2,126.7 2,452.2
S3 1,647.7 1,854.3 2,408.3
S4 1,168.7 1,375.3 2,276.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,878.0 2,399.0 479.0 18.2% 182.0 6.9% 47% False False 4,010
10 2,988.0 2,330.0 658.0 25.1% 213.9 8.1% 45% False False 3,297
20 3,268.0 2,330.0 938.0 35.7% 171.8 6.5% 32% False False 2,897
40 3,476.0 2,330.0 1,146.0 43.6% 131.9 5.0% 26% False False 13,066
60 3,515.0 2,330.0 1,185.0 45.1% 100.5 3.8% 25% False False 8,985
80 3,515.0 2,330.0 1,185.0 45.1% 90.8 3.5% 25% False False 6,969
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 47.1
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3,119.3
2.618 2,954.4
1.618 2,853.4
1.000 2,791.0
0.618 2,752.4
HIGH 2,690.0
0.618 2,651.4
0.500 2,639.5
0.382 2,627.6
LOW 2,589.0
0.618 2,526.6
1.000 2,488.0
1.618 2,425.6
2.618 2,324.6
4.250 2,159.8
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 2,639.5 2,598.8
PP 2,635.0 2,571.7
S1 2,630.5 2,544.5

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

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