Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 2,487.0 2,481.0 -6.0 -0.2% 2,485.0
High 2,499.0 2,500.0 1.0 0.0% 2,551.0
Low 2,452.0 2,468.0 16.0 0.7% 2,456.0
Close 2,467.0 2,478.0 11.0 0.4% 2,505.0
Range 47.0 32.0 -15.0 -31.9% 95.0
ATR 68.3 65.7 -2.5 -3.7% 0.0
Volume 930,298 963,067 32,769 3.5% 5,381,387
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,578.0 2,560.0 2,495.6
R3 2,546.0 2,528.0 2,486.8
R2 2,514.0 2,514.0 2,483.9
R1 2,496.0 2,496.0 2,480.9 2,489.0
PP 2,482.0 2,482.0 2,482.0 2,478.5
S1 2,464.0 2,464.0 2,475.1 2,457.0
S2 2,450.0 2,450.0 2,472.1
S3 2,418.0 2,432.0 2,469.2
S4 2,386.0 2,400.0 2,460.4
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,789.0 2,742.0 2,557.3
R3 2,694.0 2,647.0 2,531.1
R2 2,599.0 2,599.0 2,522.4
R1 2,552.0 2,552.0 2,513.7 2,575.5
PP 2,504.0 2,504.0 2,504.0 2,515.8
S1 2,457.0 2,457.0 2,496.3 2,480.5
S2 2,409.0 2,409.0 2,487.6
S3 2,314.0 2,362.0 2,478.9
S4 2,219.0 2,267.0 2,452.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,546.0 2,452.0 94.0 3.8% 52.6 2.1% 28% False False 1,051,246
10 2,551.0 2,426.0 125.0 5.0% 53.6 2.2% 42% False False 1,066,637
20 2,551.0 2,293.0 258.0 10.4% 61.8 2.5% 72% False False 1,149,977
40 2,551.0 2,111.0 440.0 17.8% 65.9 2.7% 83% False False 1,201,308
60 2,551.0 1,805.0 746.0 30.1% 69.6 2.8% 90% False False 1,199,841
80 2,551.0 1,693.0 858.0 34.6% 71.2 2.9% 91% False False 905,679
100 2,551.0 1,693.0 858.0 34.6% 74.8 3.0% 91% False False 725,424
120 2,562.0 1,693.0 869.0 35.1% 74.2 3.0% 90% False False 606,293
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.2
Narrowest range in 128 trading days
Fibonacci Retracements and Extensions
4.250 2,636.0
2.618 2,583.8
1.618 2,551.8
1.000 2,532.0
0.618 2,519.8
HIGH 2,500.0
0.618 2,487.8
0.500 2,484.0
0.382 2,480.2
LOW 2,468.0
0.618 2,448.2
1.000 2,436.0
1.618 2,416.2
2.618 2,384.2
4.250 2,332.0
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 2,484.0 2,499.0
PP 2,482.0 2,492.0
S1 2,480.0 2,485.0

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

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