Dow Jones EURO STOXX 50 Index Future March 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	2,260.0	2,221.0	-39.0	-1.7%	2,129.0
High	2,283.0	2,222.0	-61.0	-2.7%	2,347.0
Low	2,216.0	2,158.0	-58.0	-2.6%	2,126.0
Close	2,229.0	2,197.0	-32.0	-1.4%	2,229.0
Range	67.0	64.0	-3.0	-4.5%	221.0
ATR	96.3	94.5	-1.8	-1.9%	0.0
Volume	1,493,188	1,098,856	-394,332	-26.4%	6,725,035

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,384.3	2,354.7	2,232.2
R3	2,320.3	2,290.7	2,214.6
R2	2,256.3	2,256.3	2,208.7
R1	2,226.7	2,226.7	2,202.9	2,209.5
PP	2,192.3	2,192.3	2,192.3	2,183.8
S1	2,162.7	2,162.7	2,191.1	2,145.5
S2	2,128.3	2,128.3	2,185.3
S3	2,064.3	2,098.7	2,179.4
S4	2,000.3	2,034.7	2,161.8

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,897.0	2,784.0	2,350.6
R3	2,676.0	2,563.0	2,289.8
R2	2,455.0	2,455.0	2,269.5
R1	2,342.0	2,342.0	2,249.3	2,398.5
PP	2,234.0	2,234.0	2,234.0	2,262.3
S1	2,121.0	2,121.0	2,208.7	2,177.5
S2	2,013.0	2,013.0	2,188.5
S3	1,792.0	1,900.0	2,168.2
S4	1,571.0	1,679.0	2,107.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,347.0	2,158.0	189.0	8.6%	75.8	3.5%	21%	False	True	1,303,805
10	2,347.0	2,084.0	263.0	12.0%	92.2	4.2%	43%	False	False	1,252,796
20	2,619.0	2,084.0	535.0	24.4%	86.1	3.9%	21%	False	False	1,228,730
40	2,619.0	2,084.0	535.0	24.4%	93.0	4.2%	21%	False	False	823,331
60	2,781.0	2,084.0	697.0	31.7%	106.4	4.8%	16%	False	False	551,148
80	3,011.0	2,084.0	927.0	42.2%	126.2	5.7%	12%	False	False	414,542
100	3,379.0	2,084.0	1,295.0	58.9%	124.6	5.7%	9%	False	False	336,283
120	3,515.0	2,084.0	1,431.0	65.1%	111.9	5.1%	8%	False	False	280,512

Crabel Price Patterns
NR	True
NR4	True
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	13.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,494.0
2.618	2,389.6
1.618	2,325.6
1.000	2,286.0
0.618	2,261.6
HIGH	2,222.0
0.618	2,197.6
0.500	2,190.0
0.382	2,182.4
LOW	2,158.0
0.618	2,118.4
1.000	2,094.0
1.618	2,054.4
2.618	1,990.4
4.250	1,886.0

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	2,194.7	2,244.5
PP	2,192.3	2,228.7
S1	2,190.0	2,212.8

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