Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 2,430.0 2,410.0 -20.0 -0.8% 2,487.0
High 2,452.0 2,421.0 -31.0 -1.3% 2,538.0
Low 2,396.0 2,364.0 -32.0 -1.3% 2,452.0
Close 2,429.0 2,386.0 -43.0 -1.8% 2,507.0
Range 56.0 57.0 1.0 1.8% 86.0
ATR 62.6 62.8 0.2 0.3% 0.0
Volume 2,089,389 2,340,202 250,813 12.0% 4,793,638
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,561.3 2,530.7 2,417.4
R3 2,504.3 2,473.7 2,401.7
R2 2,447.3 2,447.3 2,396.5
R1 2,416.7 2,416.7 2,391.2 2,403.5
PP 2,390.3 2,390.3 2,390.3 2,383.8
S1 2,359.7 2,359.7 2,380.8 2,346.5
S2 2,333.3 2,333.3 2,375.6
S3 2,276.3 2,302.7 2,370.3
S4 2,219.3 2,245.7 2,354.7
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,757.0 2,718.0 2,554.3
R3 2,671.0 2,632.0 2,530.7
R2 2,585.0 2,585.0 2,522.8
R1 2,546.0 2,546.0 2,514.9 2,565.5
PP 2,499.0 2,499.0 2,499.0 2,508.8
S1 2,460.0 2,460.0 2,499.1 2,479.5
S2 2,413.0 2,413.0 2,491.2
S3 2,327.0 2,374.0 2,483.4
S4 2,241.0 2,288.0 2,459.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,537.0 2,364.0 173.0 7.3% 53.8 2.3% 13% False True 1,635,019
10 2,546.0 2,364.0 182.0 7.6% 50.3 2.1% 12% False True 1,346,096
20 2,551.0 2,364.0 187.0 7.8% 56.5 2.4% 12% False True 1,219,242
40 2,551.0 2,111.0 440.0 18.4% 63.5 2.7% 63% False False 1,241,951
60 2,551.0 1,921.0 630.0 26.4% 67.7 2.8% 74% False False 1,273,115
80 2,551.0 1,693.0 858.0 36.0% 71.4 3.0% 81% False False 1,021,690
100 2,551.0 1,693.0 858.0 36.0% 71.8 3.0% 81% False False 818,344
120 2,562.0 1,693.0 869.0 36.4% 72.3 3.0% 80% False False 682,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,663.3
2.618 2,570.2
1.618 2,513.2
1.000 2,478.0
0.618 2,456.2
HIGH 2,421.0
0.618 2,399.2
0.500 2,392.5
0.382 2,385.8
LOW 2,364.0
0.618 2,328.8
1.000 2,307.0
1.618 2,271.8
2.618 2,214.8
4.250 2,121.8
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 2,392.5 2,435.0
PP 2,390.3 2,418.7
S1 2,388.2 2,402.3

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

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