Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 1,734.0 1,848.0 114.0 6.6% 1,885.0
High 1,855.0 1,913.0 58.0 3.1% 1,895.0
Low 1,728.0 1,820.0 92.0 5.3% 1,716.0
Close 1,848.0 1,860.0 12.0 0.6% 1,738.0
Range 127.0 93.0 -34.0 -26.8% 179.0
ATR 87.7 88.1 0.4 0.4% 0.0
Volume 75,888 115,501 39,613 52.2% 110,093
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,143.3 2,094.7 1,911.2
R3 2,050.3 2,001.7 1,885.6
R2 1,957.3 1,957.3 1,877.1
R1 1,908.7 1,908.7 1,868.5 1,933.0
PP 1,864.3 1,864.3 1,864.3 1,876.5
S1 1,815.7 1,815.7 1,851.5 1,840.0
S2 1,771.3 1,771.3 1,843.0
S3 1,678.3 1,722.7 1,834.4
S4 1,585.3 1,629.7 1,808.9
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,320.0 2,208.0 1,836.5
R3 2,141.0 2,029.0 1,787.2
R2 1,962.0 1,962.0 1,770.8
R1 1,850.0 1,850.0 1,754.4 1,816.5
PP 1,783.0 1,783.0 1,783.0 1,766.3
S1 1,671.0 1,671.0 1,721.6 1,637.5
S2 1,604.0 1,604.0 1,705.2
S3 1,425.0 1,492.0 1,688.8
S4 1,246.0 1,313.0 1,639.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,913.0 1,693.0 220.0 11.8% 92.6 5.0% 76% True False 70,416
10 1,969.0 1,693.0 276.0 14.8% 85.6 4.6% 61% False False 41,308
20 2,213.0 1,693.0 520.0 28.0% 76.1 4.1% 32% False False 23,191
40 2,376.0 1,693.0 683.0 36.7% 82.7 4.4% 24% False False 13,797
60 2,562.0 1,693.0 869.0 46.7% 78.8 4.2% 19% False False 12,744
80 2,562.0 1,693.0 869.0 46.7% 86.9 4.7% 19% False False 10,045
100 2,725.0 1,693.0 1,032.0 55.5% 92.0 4.9% 16% False False 8,402
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 11.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,308.3
2.618 2,156.5
1.618 2,063.5
1.000 2,006.0
0.618 1,970.5
HIGH 1,913.0
0.618 1,877.5
0.500 1,866.5
0.382 1,855.5
LOW 1,820.0
0.618 1,762.5
1.000 1,727.0
1.618 1,669.5
2.618 1,576.5
4.250 1,424.8
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 1,866.5 1,841.0
PP 1,864.3 1,822.0
S1 1,862.2 1,803.0

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

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