Dow Jones EURO STOXX 50 Index Future March 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 2,040.0 2,014.0 -26.0 -1.3% 2,005.0
High 2,088.0 2,030.0 -58.0 -2.8% 2,088.0
Low 2,023.0 2,006.0 -17.0 -0.8% 1,983.0
Close 2,039.0 2,027.8 -11.2 -0.5% 2,027.8
Range 65.0 24.0 -41.0 -63.1% 105.0
ATR 87.0 83.1 -3.9 -4.4% 0.0
Volume 2,087,289 254,477 -1,832,812 -87.8% 9,042,766
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,093.3 2,084.5 2,041.0
R3 2,069.3 2,060.5 2,034.4
R2 2,045.3 2,045.3 2,032.2
R1 2,036.5 2,036.5 2,030.0 2,040.9
PP 2,021.3 2,021.3 2,021.3 2,023.5
S1 2,012.5 2,012.5 2,025.6 2,016.9
S2 1,997.3 1,997.3 2,023.4
S3 1,973.3 1,988.5 2,021.2
S4 1,949.3 1,964.5 2,014.6
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,347.9 2,292.9 2,085.6
R3 2,242.9 2,187.9 2,056.7
R2 2,137.9 2,137.9 2,047.1
R1 2,082.9 2,082.9 2,037.4 2,110.4
PP 2,032.9 2,032.9 2,032.9 2,046.7
S1 1,977.9 1,977.9 2,018.2 2,005.4
S2 1,927.9 1,927.9 2,008.6
S3 1,822.9 1,872.9 1,998.9
S4 1,717.9 1,767.9 1,970.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,088.0 1,983.0 105.0 5.2% 57.6 2.8% 43% False False 1,808,553
10 2,088.0 1,761.0 327.0 16.1% 76.2 3.8% 82% False False 1,820,126
20 2,088.0 1,761.0 327.0 16.1% 81.0 4.0% 82% False False 1,761,180
40 2,368.0 1,761.0 607.0 29.9% 80.7 4.0% 44% False False 1,559,263
60 2,619.0 1,761.0 858.0 42.3% 80.7 4.0% 31% False False 1,353,952
80 2,619.0 1,761.0 858.0 42.3% 90.6 4.5% 31% False False 1,055,206
100 2,781.0 1,761.0 1,020.0 50.3% 101.8 5.0% 26% False False 845,652
120 3,268.0 1,761.0 1,507.0 74.3% 113.8 5.6% 18% False False 705,186
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.6
Narrowest range in 137 trading days
Fibonacci Retracements and Extensions
4.250 2,132.0
2.618 2,092.8
1.618 2,068.8
1.000 2,054.0
0.618 2,044.8
HIGH 2,030.0
0.618 2,020.8
0.500 2,018.0
0.382 2,015.2
LOW 2,006.0
0.618 1,991.2
1.000 1,982.0
1.618 1,967.2
2.618 1,943.2
4.250 1,904.0
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 2,024.5 2,038.0
PP 2,021.3 2,034.6
S1 2,018.0 2,031.2

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

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