Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 2,399.0 2,393.0 -6.0 -0.3% 2,444.0
High 2,434.0 2,419.0 -15.0 -0.6% 2,444.0
Low 2,367.0 2,378.0 11.0 0.5% 2,365.0
Close 2,394.0 2,391.0 -3.0 -0.1% 2,394.0
Range 67.0 41.0 -26.0 -38.8% 79.0
ATR 116.9 111.5 -5.4 -4.6% 0.0
Volume 399,761 281,904 -117,857 -29.5% 917,158
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 2,519.0 2,496.0 2,413.6
R3 2,478.0 2,455.0 2,402.3
R2 2,437.0 2,437.0 2,398.5
R1 2,414.0 2,414.0 2,394.8 2,405.0
PP 2,396.0 2,396.0 2,396.0 2,391.5
S1 2,373.0 2,373.0 2,387.2 2,364.0
S2 2,355.0 2,355.0 2,383.5
S3 2,314.0 2,332.0 2,379.7
S4 2,273.0 2,291.0 2,368.5
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 2,638.0 2,595.0 2,437.5
R3 2,559.0 2,516.0 2,415.7
R2 2,480.0 2,480.0 2,408.5
R1 2,437.0 2,437.0 2,401.2 2,419.0
PP 2,401.0 2,401.0 2,401.0 2,392.0
S1 2,358.0 2,358.0 2,386.8 2,340.0
S2 2,322.0 2,322.0 2,379.5
S3 2,243.0 2,279.0 2,372.3
S4 2,164.0 2,200.0 2,350.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,482.0 2,365.0 117.0 4.9% 69.0 2.9% 22% False False 678,921
10 2,534.0 2,345.0 189.0 7.9% 86.1 3.6% 24% False False 721,593
20 2,534.0 2,235.0 299.0 12.5% 95.8 4.0% 52% False False 380,135
40 2,781.0 2,115.0 666.0 27.9% 118.9 5.0% 41% False False 194,137
60 3,179.0 2,115.0 1,064.0 44.5% 141.2 5.9% 26% False False 130,523
80 3,428.0 2,115.0 1,313.0 54.9% 134.9 5.6% 21% False False 103,778
100 3,515.0 2,115.0 1,400.0 58.6% 116.0 4.8% 20% False False 83,279
120 3,515.0 2,115.0 1,400.0 58.6% 105.8 4.4% 20% False False 69,567
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 19.5
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2,593.3
2.618 2,526.3
1.618 2,485.3
1.000 2,460.0
0.618 2,444.3
HIGH 2,419.0
0.618 2,403.3
0.500 2,398.5
0.382 2,393.7
LOW 2,378.0
0.618 2,352.7
1.000 2,337.0
1.618 2,311.7
2.618 2,270.7
4.250 2,203.8
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 2,398.5 2,404.5
PP 2,396.0 2,400.0
S1 2,393.5 2,395.5

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

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