Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 2,474.0 2,485.0 11.0 0.4% 2,422.0
High 2,492.0 2,541.0 49.0 2.0% 2,492.0
Low 2,435.0 2,480.0 45.0 1.8% 2,382.0
Close 2,444.0 2,533.0 89.0 3.6% 2,444.0
Range 57.0 61.0 4.0 7.0% 110.0
ATR 72.1 73.8 1.8 2.5% 0.0
Volume 1,108,579 969,763 -138,816 -12.5% 4,610,219
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,701.0 2,678.0 2,566.6
R3 2,640.0 2,617.0 2,549.8
R2 2,579.0 2,579.0 2,544.2
R1 2,556.0 2,556.0 2,538.6 2,567.5
PP 2,518.0 2,518.0 2,518.0 2,523.8
S1 2,495.0 2,495.0 2,527.4 2,506.5
S2 2,457.0 2,457.0 2,521.8
S3 2,396.0 2,434.0 2,516.2
S4 2,335.0 2,373.0 2,499.5
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 2,769.3 2,716.7 2,504.5
R3 2,659.3 2,606.7 2,474.3
R2 2,549.3 2,549.3 2,464.2
R1 2,496.7 2,496.7 2,454.1 2,523.0
PP 2,439.3 2,439.3 2,439.3 2,452.5
S1 2,386.7 2,386.7 2,433.9 2,413.0
S2 2,329.3 2,329.3 2,423.8
S3 2,219.3 2,276.7 2,413.8
S4 2,109.3 2,166.7 2,383.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,541.0 2,382.0 159.0 6.3% 66.0 2.6% 95% True False 1,115,996
10 2,541.0 2,299.0 242.0 9.6% 66.5 2.6% 97% True False 1,125,732
20 2,541.0 2,293.0 248.0 9.8% 67.8 2.7% 97% True False 1,184,819
40 2,541.0 1,945.0 596.0 23.5% 71.2 2.8% 99% True False 1,244,216
60 2,541.0 1,693.0 848.0 33.5% 73.6 2.9% 99% True False 1,101,313
80 2,541.0 1,693.0 848.0 33.5% 73.5 2.9% 99% True False 827,208
100 2,562.0 1,693.0 869.0 34.3% 75.6 3.0% 97% False False 662,477
120 2,562.0 1,693.0 869.0 34.3% 76.9 3.0% 97% False False 553,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 14.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,800.3
2.618 2,700.7
1.618 2,639.7
1.000 2,602.0
0.618 2,578.7
HIGH 2,541.0
0.618 2,517.7
0.500 2,510.5
0.382 2,503.3
LOW 2,480.0
0.618 2,442.3
1.000 2,419.0
1.618 2,381.3
2.618 2,320.3
4.250 2,220.8
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 2,525.5 2,516.5
PP 2,518.0 2,500.0
S1 2,510.5 2,483.5

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

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