Dow Jones EURO STOXX 50 Index Future June 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	2,052.0	2,085.0	33.0	1.6%	1,932.0
High	2,097.0	2,108.0	11.0	0.5%	2,016.0
Low	2,022.0	2,058.0	36.0	1.8%	1,912.0
Close	2,075.0	2,083.0	8.0	0.4%	1,974.0
Range	75.0	50.0	-25.0	-33.3%	104.0
ATR	82.9	80.6	-2.4	-2.8%	0.0
Volume	1,573,316	1,196,986	-376,330	-23.9%	5,945,659

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,233.0	2,208.0	2,110.5
R3	2,183.0	2,158.0	2,096.8
R2	2,133.0	2,133.0	2,092.2
R1	2,108.0	2,108.0	2,087.6	2,095.5
PP	2,083.0	2,083.0	2,083.0	2,076.8
S1	2,058.0	2,058.0	2,078.4	2,045.5
S2	2,033.0	2,033.0	2,073.8
S3	1,983.0	2,008.0	2,069.3
S4	1,933.0	1,958.0	2,055.5

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	2,108.0	1,931.0	177.0	8.5%	67.2	3.2%	86%	True	False	1,417,526
10	2,108.0	1,888.0	220.0	10.6%	65.6	3.1%	89%	True	False	1,182,360
20	2,108.0	1,693.0	415.0	19.9%	77.4	3.7%	94%	True	False	620,402
40	2,304.0	1,693.0	611.0	29.3%	74.8	3.6%	64%	False	False	312,499
60	2,562.0	1,693.0	869.0	41.7%	77.4	3.7%	45%	False	False	209,405
80	2,562.0	1,693.0	869.0	41.7%	79.3	3.8%	45%	False	False	159,740
100	2,725.0	1,693.0	1,032.0	49.5%	87.3	4.2%	38%	False	False	128,189
120	3,077.0	1,693.0	1,384.0	66.4%	90.7	4.4%	28%	False	False	107,059

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	18.2
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,320.5
2.618	2,238.9
1.618	2,188.9
1.000	2,158.0
0.618	2,138.9
HIGH	2,108.0
0.618	2,088.9
0.500	2,083.0
0.382	2,077.1
LOW	2,058.0
0.618	2,027.1
1.000	2,008.0
1.618	1,977.1
2.618	1,927.1
4.250	1,845.5

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	2,083.0	2,077.0
PP	2,083.0	2,071.0
S1	2,083.0	2,065.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols