Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 2,419.0 2,324.0 -95.0 -3.9% 2,340.0
High 2,423.0 2,350.0 -73.0 -3.0% 2,462.0
Low 2,316.0 2,293.0 -23.0 -1.0% 2,331.0
Close 2,336.0 2,329.0 -7.0 -0.3% 2,431.0
Range 107.0 57.0 -50.0 -46.7% 131.0
ATR 77.4 76.0 -1.5 -1.9% 0.0
Volume 1,545,867 1,422,885 -122,982 -8.0% 5,928,065
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 2,495.0 2,469.0 2,360.4
R3 2,438.0 2,412.0 2,344.7
R2 2,381.0 2,381.0 2,339.5
R1 2,355.0 2,355.0 2,334.2 2,368.0
PP 2,324.0 2,324.0 2,324.0 2,330.5
S1 2,298.0 2,298.0 2,323.8 2,311.0
S2 2,267.0 2,267.0 2,318.6
S3 2,210.0 2,241.0 2,313.3
S4 2,153.0 2,184.0 2,297.7
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 2,801.0 2,747.0 2,503.1
R3 2,670.0 2,616.0 2,467.0
R2 2,539.0 2,539.0 2,455.0
R1 2,485.0 2,485.0 2,443.0 2,512.0
PP 2,408.0 2,408.0 2,408.0 2,421.5
S1 2,354.0 2,354.0 2,419.0 2,381.0
S2 2,277.0 2,277.0 2,407.0
S3 2,146.0 2,223.0 2,395.0
S4 2,015.0 2,092.0 2,359.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,462.0 2,293.0 169.0 7.3% 71.4 3.1% 21% False True 1,323,224
10 2,462.0 2,277.0 185.0 7.9% 71.6 3.1% 28% False False 1,284,306
20 2,462.0 2,111.0 351.0 15.1% 71.9 3.1% 62% False False 1,286,475
40 2,462.0 1,912.0 550.0 23.6% 73.3 3.1% 76% False False 1,302,485
60 2,462.0 1,693.0 769.0 33.0% 75.4 3.2% 83% False False 894,781
80 2,462.0 1,693.0 769.0 33.0% 76.9 3.3% 83% False False 672,143
100 2,562.0 1,693.0 869.0 37.3% 76.3 3.3% 73% False False 539,414
120 2,562.0 1,693.0 869.0 37.3% 80.8 3.5% 73% False False 450,205
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 12.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,592.3
2.618 2,499.2
1.618 2,442.2
1.000 2,407.0
0.618 2,385.2
HIGH 2,350.0
0.618 2,328.2
0.500 2,321.5
0.382 2,314.8
LOW 2,293.0
0.618 2,257.8
1.000 2,236.0
1.618 2,200.8
2.618 2,143.8
4.250 2,050.8
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 2,326.5 2,361.0
PP 2,324.0 2,350.3
S1 2,321.5 2,339.7

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

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