Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 1,946.0 2,004.0 58.0 3.0% 1,932.0
High 1,982.0 2,092.0 110.0 5.5% 2,016.0
Low 1,931.0 1,997.0 66.0 3.4% 1,912.0
Close 1,974.0 2,055.0 81.0 4.1% 1,974.0
Range 51.0 95.0 44.0 86.3% 104.0
ATR 82.4 85.0 2.5 3.1% 0.0
Volume 1,466,507 1,387,899 -78,608 -5.4% 5,945,659
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,333.0 2,289.0 2,107.3
R3 2,238.0 2,194.0 2,081.1
R2 2,143.0 2,143.0 2,072.4
R1 2,099.0 2,099.0 2,063.7 2,121.0
PP 2,048.0 2,048.0 2,048.0 2,059.0
S1 2,004.0 2,004.0 2,046.3 2,026.0
S2 1,953.0 1,953.0 2,037.6
S3 1,858.0 1,909.0 2,028.9
S4 1,763.0 1,814.0 2,002.8
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,279.3 2,230.7 2,031.2
R3 2,175.3 2,126.7 2,002.6
R2 2,071.3 2,071.3 1,993.1
R1 2,022.7 2,022.7 1,983.5 2,047.0
PP 1,967.3 1,967.3 1,967.3 1,979.5
S1 1,918.7 1,918.7 1,964.5 1,943.0
S2 1,863.3 1,863.3 1,954.9
S3 1,759.3 1,814.7 1,945.4
S4 1,655.3 1,710.7 1,916.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,092.0 1,912.0 180.0 8.8% 72.0 3.5% 79% True False 1,327,467
10 2,092.0 1,728.0 364.0 17.7% 80.8 3.9% 90% True False 795,606
20 2,092.0 1,693.0 399.0 19.4% 82.0 4.0% 91% True False 409,388
40 2,304.0 1,693.0 611.0 29.7% 76.7 3.7% 59% False False 207,111
60 2,562.0 1,693.0 869.0 42.3% 76.9 3.7% 42% False False 138,871
80 2,562.0 1,693.0 869.0 42.3% 81.8 4.0% 42% False False 106,907
100 2,725.0 1,693.0 1,032.0 50.2% 88.3 4.3% 35% False False 85,897
120 3,103.0 1,693.0 1,410.0 68.6% 92.4 4.5% 26% False False 71,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,495.8
2.618 2,340.7
1.618 2,245.7
1.000 2,187.0
0.618 2,150.7
HIGH 2,092.0
0.618 2,055.7
0.500 2,044.5
0.382 2,033.3
LOW 1,997.0
0.618 1,938.3
1.000 1,902.0
1.618 1,843.3
2.618 1,748.3
4.250 1,593.3
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 2,051.5 2,040.5
PP 2,048.0 2,026.0
S1 2,044.5 2,011.5

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

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