Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 2,441.0 2,435.0 -6.0 -0.2% 2,557.0
High 2,449.0 2,437.0 -12.0 -0.5% 2,619.0
Low 2,388.0 2,274.0 -114.0 -4.8% 2,468.0
Close 2,411.0 2,303.0 -108.0 -4.5% 2,497.0
Range 61.0 163.0 102.0 167.2% 151.0
ATR 92.4 97.4 5.0 5.5% 0.0
Volume 1,212,396 1,711,023 498,627 41.1% 4,915,569
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 2,827.0 2,728.0 2,392.7
R3 2,664.0 2,565.0 2,347.8
R2 2,501.0 2,501.0 2,332.9
R1 2,402.0 2,402.0 2,317.9 2,370.0
PP 2,338.0 2,338.0 2,338.0 2,322.0
S1 2,239.0 2,239.0 2,288.1 2,207.0
S2 2,175.0 2,175.0 2,273.1
S3 2,012.0 2,076.0 2,258.2
S4 1,849.0 1,913.0 2,213.4
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 2,981.0 2,890.0 2,580.1
R3 2,830.0 2,739.0 2,538.5
R2 2,679.0 2,679.0 2,524.7
R1 2,588.0 2,588.0 2,510.8 2,558.0
PP 2,528.0 2,528.0 2,528.0 2,513.0
S1 2,437.0 2,437.0 2,483.2 2,407.0
S2 2,377.0 2,377.0 2,469.3
S3 2,226.0 2,286.0 2,455.5
S4 2,075.0 2,135.0 2,414.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,551.0 2,274.0 277.0 12.0% 87.6 3.8% 10% False True 1,216,849
10 2,619.0 2,274.0 345.0 15.0% 78.3 3.4% 8% False True 950,804
20 2,619.0 2,274.0 345.0 15.0% 82.2 3.6% 8% False True 836,198
40 2,619.0 2,115.0 504.0 21.9% 103.7 4.5% 37% False False 429,007
60 2,781.0 2,115.0 666.0 28.9% 119.3 5.2% 28% False False 288,609
80 3,349.0 2,115.0 1,234.0 53.6% 132.7 5.8% 15% False False 218,469
100 3,476.0 2,115.0 1,361.0 59.1% 120.6 5.2% 14% False False 178,269
120 3,515.0 2,115.0 1,400.0 60.8% 107.2 4.7% 13% False False 148,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.5
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 3,129.8
2.618 2,863.7
1.618 2,700.7
1.000 2,600.0
0.618 2,537.7
HIGH 2,437.0
0.618 2,374.7
0.500 2,355.5
0.382 2,336.3
LOW 2,274.0
0.618 2,173.3
1.000 2,111.0
1.618 2,010.3
2.618 1,847.3
4.250 1,581.3
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 2,355.5 2,385.5
PP 2,338.0 2,358.0
S1 2,320.5 2,330.5

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

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