Dow Jones EURO STOXX 50 Index Future September 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	2,003.0	1,931.0	-72.0	-3.6%	2,147.0
High	2,003.0	1,931.0	-72.0	-3.6%	2,147.0
Low	1,960.0	1,931.0	-29.0	-1.5%	1,960.0
Close	1,959.0	1,933.0	-26.0	-1.3%	1,959.0
Range	43.0	0.0	-43.0	-100.0%	187.0
ATR	62.1	59.6	-2.4	-3.9%	0.0
Volume	257	7	-250	-97.3%	1,827

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,931.7	1,932.3	1,933.0
R3	1,931.7	1,932.3	1,933.0
R2	1,931.7	1,931.7	1,933.0
R1	1,932.3	1,932.3	1,933.0	1,932.0
PP	1,931.7	1,931.7	1,931.7	1,931.5
S1	1,932.3	1,932.3	1,933.0	1,932.0
S2	1,931.7	1,931.7	1,933.0
S3	1,931.7	1,932.3	1,933.0
S4	1,931.7	1,932.3	1,933.0

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,583.0	2,458.0	2,061.9
R3	2,396.0	2,271.0	2,010.4
R2	2,209.0	2,209.0	1,993.3
R1	2,084.0	2,084.0	1,976.1	2,053.0
PP	2,022.0	2,022.0	2,022.0	2,006.5
S1	1,897.0	1,897.0	1,941.9	1,866.0
S2	1,835.0	1,835.0	1,924.7
S3	1,648.0	1,710.0	1,907.6
S4	1,461.0	1,523.0	1,856.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,090.0	1,931.0	159.0	8.2%	32.8	1.7%	1%	False	True	363
10	2,282.0	1,931.0	351.0	18.2%	35.5	1.8%	1%	False	True	289
20	2,296.0	1,931.0	365.0	18.9%	44.1	2.3%	1%	False	True	788
40	2,561.0	1,931.0	630.0	32.6%	49.9	2.6%	0%	False	True	590

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.5
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	1,931.0
2.618	1,931.0
1.618	1,931.0
1.000	1,931.0
0.618	1,931.0
HIGH	1,931.0
0.618	1,931.0
0.500	1,931.0
0.382	1,931.0
LOW	1,931.0
0.618	1,931.0
1.000	1,931.0
1.618	1,931.0
2.618	1,931.0
4.250	1,931.0

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	1,932.3	1,998.0
PP	1,931.7	1,976.3
S1	1,931.0	1,954.7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols