Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 2,199.0 2,257.0 58.0 2.6% 2,129.0
High 2,275.0 2,329.0 54.0 2.4% 2,347.0
Low 2,181.0 2,246.0 65.0 3.0% 2,126.0
Close 2,244.0 2,298.0 54.0 2.4% 2,229.0
Range 94.0 83.0 -11.0 -11.7% 221.0
ATR 94.4 93.7 -0.7 -0.7% 0.0
Volume 1,230,700 1,247,571 16,871 1.4% 6,725,035
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 2,540.0 2,502.0 2,343.7
R3 2,457.0 2,419.0 2,320.8
R2 2,374.0 2,374.0 2,313.2
R1 2,336.0 2,336.0 2,305.6 2,355.0
PP 2,291.0 2,291.0 2,291.0 2,300.5
S1 2,253.0 2,253.0 2,290.4 2,272.0
S2 2,208.0 2,208.0 2,282.8
S3 2,125.0 2,170.0 2,275.2
S4 2,042.0 2,087.0 2,252.4
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 2,331.0 2,158.0 173.0 7.5% 80.4 3.5% 81% False False 1,272,332
10 2,347.0 2,084.0 263.0 11.4% 88.0 3.8% 81% False False 1,341,004
20 2,578.0 2,084.0 494.0 21.5% 89.2 3.9% 43% False False 1,269,708
40 2,619.0 2,084.0 535.0 23.3% 89.2 3.9% 40% False False 884,735
60 2,767.0 2,084.0 683.0 29.7% 105.5 4.6% 31% False False 591,830
80 2,908.0 2,084.0 824.0 35.9% 123.6 5.4% 26% False False 445,486
100 3,349.0 2,084.0 1,265.0 55.0% 124.7 5.4% 17% False False 360,876
120 3,476.0 2,084.0 1,392.0 60.6% 113.1 4.9% 15% False False 301,159
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 10.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,681.8
2.618 2,546.3
1.618 2,463.3
1.000 2,412.0
0.618 2,380.3
HIGH 2,329.0
0.618 2,297.3
0.500 2,287.5
0.382 2,277.7
LOW 2,246.0
0.618 2,194.7
1.000 2,163.0
1.618 2,111.7
2.618 2,028.7
4.250 1,893.3
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 2,294.5 2,279.8
PP 2,291.0 2,261.7
S1 2,287.5 2,243.5

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

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