Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 2,031.0 2,048.0 17.0 0.8% 1,816.0
High 2,053.0 2,068.0 15.0 0.7% 2,018.0
Low 1,983.0 1,988.0 5.0 0.3% 1,761.0
Close 2,010.0 2,015.0 5.0 0.2% 1,970.0
Range 70.0 80.0 10.0 14.3% 257.0
ATR 88.7 88.1 -0.6 -0.7% 0.0
Volume 2,439,554 2,367,369 -72,185 -3.0% 9,158,496
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,263.7 2,219.3 2,059.0
R3 2,183.7 2,139.3 2,037.0
R2 2,103.7 2,103.7 2,029.7
R1 2,059.3 2,059.3 2,022.3 2,041.5
PP 2,023.7 2,023.7 2,023.7 2,014.8
S1 1,979.3 1,979.3 2,007.7 1,961.5
S2 1,943.7 1,943.7 2,000.3
S3 1,863.7 1,899.3 1,993.0
S4 1,783.7 1,819.3 1,971.0
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 2,068.0 1,877.0 191.0 9.5% 75.6 3.8% 72% True False 2,032,484
10 2,068.0 1,761.0 307.0 15.2% 85.9 4.3% 83% True False 1,962,064
20 2,148.0 1,761.0 387.0 19.2% 83.0 4.1% 66% False False 1,792,790
40 2,368.0 1,761.0 607.0 30.1% 84.0 4.2% 42% False False 1,540,624
60 2,619.0 1,761.0 858.0 42.6% 83.0 4.1% 30% False False 1,350,945
80 2,619.0 1,761.0 858.0 42.6% 92.1 4.6% 30% False False 1,026,016
100 2,781.0 1,761.0 1,020.0 50.6% 103.1 5.1% 25% False False 822,282
120 3,326.0 1,761.0 1,565.0 77.7% 115.1 5.7% 16% False False 685,713
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,408.0
2.618 2,277.4
1.618 2,197.4
1.000 2,148.0
0.618 2,117.4
HIGH 2,068.0
0.618 2,037.4
0.500 2,028.0
0.382 2,018.6
LOW 1,988.0
0.618 1,938.6
1.000 1,908.0
1.618 1,858.6
2.618 1,778.6
4.250 1,648.0
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 2,028.0 2,025.5
PP 2,023.7 2,022.0
S1 2,019.3 2,018.5

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

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