Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 2,033.0 1,978.0 -55.0 -2.7% 2,183.0
High 2,066.0 2,027.0 -39.0 -1.9% 2,183.0
Low 1,946.0 1,944.0 -2.0 -0.1% 1,987.0
Close 1,999.0 1,985.0 -14.0 -0.7% 2,025.0
Range 120.0 83.0 -37.0 -30.8% 196.0
ATR 91.3 90.7 -0.6 -0.6% 0.0
Volume 1,458,240 1,692,416 234,176 16.1% 6,577,190
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 2,234.3 2,192.7 2,030.7
R3 2,151.3 2,109.7 2,007.8
R2 2,068.3 2,068.3 2,000.2
R1 2,026.7 2,026.7 1,992.6 2,047.5
PP 1,985.3 1,985.3 1,985.3 1,995.8
S1 1,943.7 1,943.7 1,977.4 1,964.5
S2 1,902.3 1,902.3 1,969.8
S3 1,819.3 1,860.7 1,962.2
S4 1,736.3 1,777.7 1,939.4
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 2,653.0 2,535.0 2,132.8
R3 2,457.0 2,339.0 2,078.9
R2 2,261.0 2,261.0 2,060.9
R1 2,143.0 2,143.0 2,043.0 2,104.0
PP 2,065.0 2,065.0 2,065.0 2,045.5
S1 1,947.0 1,947.0 2,007.0 1,908.0
S2 1,869.0 1,869.0 1,989.1
S3 1,673.0 1,751.0 1,971.1
S4 1,477.0 1,555.0 1,917.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,148.0 1,944.0 204.0 10.3% 84.8 4.3% 20% False True 1,621,777
10 2,349.0 1,944.0 405.0 20.4% 79.8 4.0% 10% False True 1,513,165
20 2,368.0 1,944.0 424.0 21.4% 79.0 4.0% 10% False True 1,393,454
40 2,619.0 1,944.0 675.0 34.0% 82.0 4.1% 6% False True 1,197,161
60 2,619.0 1,944.0 675.0 34.0% 90.6 4.6% 6% False True 905,142
80 2,781.0 1,944.0 837.0 42.2% 103.9 5.2% 5% False True 680,795
100 3,179.0 1,944.0 1,235.0 62.2% 121.3 6.1% 3% False True 545,239
120 3,476.0 1,944.0 1,532.0 77.2% 116.9 5.9% 3% False True 458,284
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 17.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,379.8
2.618 2,244.3
1.618 2,161.3
1.000 2,110.0
0.618 2,078.3
HIGH 2,027.0
0.618 1,995.3
0.500 1,985.5
0.382 1,975.7
LOW 1,944.0
0.618 1,892.7
1.000 1,861.0
1.618 1,809.7
2.618 1,726.7
4.250 1,591.3
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 1,985.5 2,011.5
PP 1,985.3 2,002.7
S1 1,985.2 1,993.8

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

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