Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 2,433.0 2,493.0 60.0 2.5% 2,399.0
High 2,534.0 2,498.0 -36.0 -1.4% 2,528.0
Low 2,405.0 2,418.0 13.0 0.5% 2,345.0
Close 2,459.0 2,447.0 -12.0 -0.5% 2,426.0
Range 129.0 80.0 -49.0 -38.0% 183.0
ATR 134.4 130.5 -3.9 -2.9% 0.0
Volume 1,145,992 1,066,438 -79,554 -6.9% 917,214
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 2,694.3 2,650.7 2,491.0
R3 2,614.3 2,570.7 2,469.0
R2 2,534.3 2,534.3 2,461.7
R1 2,490.7 2,490.7 2,454.3 2,472.5
PP 2,454.3 2,454.3 2,454.3 2,445.3
S1 2,410.7 2,410.7 2,439.7 2,392.5
S2 2,374.3 2,374.3 2,432.3
S3 2,294.3 2,330.7 2,425.0
S4 2,214.3 2,250.7 2,403.0
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 2,982.0 2,887.0 2,526.7
R3 2,799.0 2,704.0 2,476.3
R2 2,616.0 2,616.0 2,459.6
R1 2,521.0 2,521.0 2,442.8 2,568.5
PP 2,433.0 2,433.0 2,433.0 2,456.8
S1 2,338.0 2,338.0 2,409.2 2,385.5
S2 2,250.0 2,250.0 2,392.5
S3 2,067.0 2,155.0 2,375.7
S4 1,884.0 1,972.0 2,325.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,534.0 2,345.0 189.0 7.7% 103.2 4.2% 54% False False 764,265
10 2,534.0 2,235.0 299.0 12.2% 104.6 4.3% 71% False False 416,320
20 2,534.0 2,115.0 419.0 17.1% 116.7 4.8% 79% False False 212,079
40 2,781.0 2,115.0 666.0 27.2% 130.2 5.3% 50% False False 109,816
60 3,268.0 2,115.0 1,153.0 47.1% 147.5 6.0% 29% False False 74,149
80 3,476.0 2,115.0 1,361.0 55.6% 133.8 5.5% 24% False False 61,432
100 3,515.0 2,115.0 1,400.0 57.2% 114.7 4.7% 24% False False 49,353
120 3,515.0 2,115.0 1,400.0 57.2% 105.4 4.3% 24% False False 41,284
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 27.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,838.0
2.618 2,707.4
1.618 2,627.4
1.000 2,578.0
0.618 2,547.4
HIGH 2,498.0
0.618 2,467.4
0.500 2,458.0
0.382 2,448.6
LOW 2,418.0
0.618 2,368.6
1.000 2,338.0
1.618 2,288.6
2.618 2,208.6
4.250 2,078.0
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 2,458.0 2,462.0
PP 2,454.3 2,457.0
S1 2,450.7 2,452.0

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

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