Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 1,996.0 2,005.0 9.0 0.5% 1,816.0
High 2,018.0 2,049.0 31.0 1.5% 2,018.0
Low 1,960.0 2,000.0 40.0 2.0% 1,761.0
Close 1,970.0 2,029.0 59.0 3.0% 1,970.0
Range 58.0 49.0 -9.0 -15.5% 257.0
ATR 91.0 90.1 -0.9 -0.9% 0.0
Volume 1,649,884 1,894,077 244,193 14.8% 9,158,496
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,173.0 2,150.0 2,056.0
R3 2,124.0 2,101.0 2,042.5
R2 2,075.0 2,075.0 2,038.0
R1 2,052.0 2,052.0 2,033.5 2,063.5
PP 2,026.0 2,026.0 2,026.0 2,031.8
S1 2,003.0 2,003.0 2,024.5 2,014.5
S2 1,977.0 1,977.0 2,020.0
S3 1,928.0 1,954.0 2,015.5
S4 1,879.0 1,905.0 2,002.1
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,687.3 2,585.7 2,111.4
R3 2,430.3 2,328.7 2,040.7
R2 2,173.3 2,173.3 2,017.1
R1 2,071.7 2,071.7 1,993.6 2,122.5
PP 1,916.3 1,916.3 1,916.3 1,941.8
S1 1,814.7 1,814.7 1,946.4 1,865.5
S2 1,659.3 1,659.3 1,922.9
S3 1,402.3 1,557.7 1,899.3
S4 1,145.3 1,300.7 1,828.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,049.0 1,796.0 253.0 12.5% 91.0 4.5% 92% True False 1,860,640
10 2,049.0 1,761.0 288.0 14.2% 85.7 4.2% 93% True False 1,810,826
20 2,270.0 1,761.0 509.0 25.1% 82.1 4.0% 53% False False 1,685,623
40 2,368.0 1,761.0 607.0 29.9% 84.8 4.2% 44% False False 1,502,984
60 2,619.0 1,761.0 858.0 42.3% 84.0 4.1% 31% False False 1,280,722
80 2,619.0 1,761.0 858.0 42.3% 94.3 4.6% 31% False False 965,995
100 2,781.0 1,761.0 1,020.0 50.3% 105.5 5.2% 26% False False 774,359
120 3,349.0 1,761.0 1,588.0 78.3% 116.7 5.8% 17% False False 646,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15.0
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,257.3
2.618 2,177.3
1.618 2,128.3
1.000 2,098.0
0.618 2,079.3
HIGH 2,049.0
0.618 2,030.3
0.500 2,024.5
0.382 2,018.7
LOW 2,000.0
0.618 1,969.7
1.000 1,951.0
1.618 1,920.7
2.618 1,871.7
4.250 1,791.8
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 2,027.5 2,007.0
PP 2,026.0 1,985.0
S1 2,024.5 1,963.0

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

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