Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 2,435.0 2,280.0 -155.0 -6.4% 2,557.0
High 2,437.0 2,317.0 -120.0 -4.9% 2,619.0
Low 2,274.0 2,235.0 -39.0 -1.7% 2,468.0
Close 2,303.0 2,256.0 -47.0 -2.0% 2,497.0
Range 163.0 82.0 -81.0 -49.7% 151.0
ATR 97.4 96.3 -1.1 -1.1% 0.0
Volume 1,711,023 1,756,209 45,186 2.6% 4,915,569
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 2,515.3 2,467.7 2,301.1
R3 2,433.3 2,385.7 2,278.6
R2 2,351.3 2,351.3 2,271.0
R1 2,303.7 2,303.7 2,263.5 2,286.5
PP 2,269.3 2,269.3 2,269.3 2,260.8
S1 2,221.7 2,221.7 2,248.5 2,204.5
S2 2,187.3 2,187.3 2,241.0
S3 2,105.3 2,139.7 2,233.5
S4 2,023.3 2,057.7 2,210.9
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 2,235.0 316.0 14.0% 92.4 4.1% 7% False True 1,349,225
10 2,619.0 2,235.0 384.0 17.0% 81.6 3.6% 5% False True 1,094,964
20 2,619.0 2,235.0 384.0 17.0% 82.6 3.7% 5% False True 913,603
40 2,619.0 2,115.0 504.0 22.3% 100.2 4.4% 28% False False 472,826
60 2,781.0 2,115.0 666.0 29.5% 117.5 5.2% 21% False False 317,805
80 3,349.0 2,115.0 1,234.0 54.7% 131.5 5.8% 11% False False 239,236
100 3,476.0 2,115.0 1,361.0 60.3% 121.2 5.4% 10% False False 195,805
120 3,515.0 2,115.0 1,400.0 62.1% 107.4 4.8% 10% False False 163,306
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 18.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,665.5
2.618 2,531.7
1.618 2,449.7
1.000 2,399.0
0.618 2,367.7
HIGH 2,317.0
0.618 2,285.7
0.500 2,276.0
0.382 2,266.3
LOW 2,235.0
0.618 2,184.3
1.000 2,153.0
1.618 2,102.3
2.618 2,020.3
4.250 1,886.5
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 2,276.0 2,342.0
PP 2,269.3 2,313.3
S1 2,262.7 2,284.7

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

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