Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 2,235.0 2,223.0 -12.0 -0.5% 2,259.0
High 2,266.0 2,243.0 -23.0 -1.0% 2,270.0
Low 2,209.0 2,188.0 -21.0 -1.0% 2,111.0
Close 2,264.0 2,221.0 -43.0 -1.9% 2,260.0
Range 57.0 55.0 -2.0 -3.5% 159.0
ATR 78.0 77.8 -0.1 -0.2% 0.0
Volume 1,120,678 1,258,286 137,608 12.3% 6,526,966
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 2,382.3 2,356.7 2,251.3
R3 2,327.3 2,301.7 2,236.1
R2 2,272.3 2,272.3 2,231.1
R1 2,246.7 2,246.7 2,226.0 2,232.0
PP 2,217.3 2,217.3 2,217.3 2,210.0
S1 2,191.7 2,191.7 2,216.0 2,177.0
S2 2,162.3 2,162.3 2,210.9
S3 2,107.3 2,136.7 2,205.9
S4 2,052.3 2,081.7 2,190.8
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 2,690.7 2,634.3 2,347.5
R3 2,531.7 2,475.3 2,303.7
R2 2,372.7 2,372.7 2,289.2
R1 2,316.3 2,316.3 2,274.6 2,344.5
PP 2,213.7 2,213.7 2,213.7 2,227.8
S1 2,157.3 2,157.3 2,245.4 2,185.5
S2 2,054.7 2,054.7 2,230.9
S3 1,895.7 1,998.3 2,216.3
S4 1,736.7 1,839.3 2,172.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,270.0 2,144.0 126.0 5.7% 63.4 2.9% 61% False False 1,201,356
10 2,278.0 2,111.0 167.0 7.5% 70.3 3.2% 66% False False 1,292,906
20 2,278.0 1,921.0 357.0 16.1% 76.2 3.4% 84% False False 1,303,927
40 2,278.0 1,693.0 585.0 26.3% 76.9 3.5% 90% False False 990,736
60 2,304.0 1,693.0 611.0 27.5% 75.0 3.4% 86% False False 662,048
80 2,562.0 1,693.0 869.0 39.1% 77.5 3.5% 61% False False 497,395
100 2,562.0 1,693.0 869.0 39.1% 79.2 3.6% 61% False False 400,071
120 2,725.0 1,693.0 1,032.0 46.5% 85.5 3.8% 51% False False 333,718
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 17.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,476.8
2.618 2,387.0
1.618 2,332.0
1.000 2,298.0
0.618 2,277.0
HIGH 2,243.0
0.618 2,222.0
0.500 2,215.5
0.382 2,209.0
LOW 2,188.0
0.618 2,154.0
1.000 2,133.0
1.618 2,099.0
2.618 2,044.0
4.250 1,954.3
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 2,219.2 2,229.0
PP 2,217.3 2,226.3
S1 2,215.5 2,223.7

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

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