Dow Jones EURO STOXX 50 Index Future March 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	2,320.0	2,195.0	-125.0	-5.4%	2,476.0
High	2,331.0	2,253.0	-78.0	-3.3%	2,497.0
Low	2,224.0	2,141.0	-83.0	-3.7%	2,235.0
Close	2,254.0	2,185.0	-69.0	-3.1%	2,291.0
Range	107.0	112.0	5.0	4.7%	262.0
ATR	97.5	98.6	1.1	1.1%	0.0
Volume	0	1,596,199	1,596,199		7,131,078

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,529.0	2,469.0	2,246.6
R3	2,417.0	2,357.0	2,215.8
R2	2,305.0	2,305.0	2,205.5
R1	2,245.0	2,245.0	2,195.3	2,219.0
PP	2,193.0	2,193.0	2,193.0	2,180.0
S1	2,133.0	2,133.0	2,174.7	2,107.0
S2	2,081.0	2,081.0	2,164.5
S3	1,969.0	2,021.0	2,154.2
S4	1,857.0	1,909.0	2,123.4

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,127.0	2,971.0	2,435.1
R3	2,865.0	2,709.0	2,363.1
R2	2,603.0	2,603.0	2,339.0
R1	2,447.0	2,447.0	2,315.0	2,394.0
PP	2,341.0	2,341.0	2,341.0	2,314.5
S1	2,185.0	2,185.0	2,267.0	2,132.0
S2	2,079.0	2,079.0	2,243.0
S3	1,817.0	1,923.0	2,219.0
S4	1,555.0	1,661.0	2,146.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,437.0	2,141.0	296.0	13.5%	113.4	5.2%	15%	False	True	1,321,711
10	2,578.0	2,141.0	437.0	20.0%	90.4	4.1%	10%	False	True	1,198,413
20	2,619.0	2,141.0	478.0	21.9%	80.6	3.7%	9%	False	True	943,330
40	2,619.0	2,115.0	504.0	23.1%	100.5	4.6%	14%	False	False	551,149
60	2,781.0	2,115.0	666.0	30.5%	115.8	5.3%	11%	False	False	369,911
80	3,268.0	2,115.0	1,153.0	52.8%	130.4	6.0%	6%	False	False	278,148
100	3,476.0	2,115.0	1,361.0	62.3%	122.9	5.6%	5%	False	False	227,169
120	3,515.0	2,115.0	1,400.0	64.1%	108.6	5.0%	5%	False	False	189,466

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	22.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,729.0
2.618	2,546.2
1.618	2,434.2
1.000	2,365.0
0.618	2,322.2
HIGH	2,253.0
0.618	2,210.2
0.500	2,197.0
0.382	2,183.8
LOW	2,141.0
0.618	2,071.8
1.000	2,029.0
1.618	1,959.8
2.618	1,847.8
4.250	1,665.0

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	2,197.0	2,244.5
PP	2,193.0	2,224.7
S1	2,189.0	2,204.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols