Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 1,969.0 2,082.0 113.0 5.7% 1,998.0
High 2,041.0 2,153.0 112.0 5.5% 2,103.0
Low 1,944.0 2,065.0 121.0 6.2% 1,995.0
Close 2,016.0 2,141.0 125.0 6.2% 2,035.0
Range 97.0 88.0 -9.0 -9.3% 108.0
ATR 77.3 81.5 4.3 5.5% 0.0
Volume 382 1,560 1,178 308.4% 13,064
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 2,383.7 2,350.3 2,189.4
R3 2,295.7 2,262.3 2,165.2
R2 2,207.7 2,207.7 2,157.1
R1 2,174.3 2,174.3 2,149.1 2,191.0
PP 2,119.7 2,119.7 2,119.7 2,128.0
S1 2,086.3 2,086.3 2,132.9 2,103.0
S2 2,031.7 2,031.7 2,124.9
S3 1,943.7 1,998.3 2,116.8
S4 1,855.7 1,910.3 2,092.6
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 2,368.3 2,309.7 2,094.4
R3 2,260.3 2,201.7 2,064.7
R2 2,152.3 2,152.3 2,054.8
R1 2,093.7 2,093.7 2,044.9 2,123.0
PP 2,044.3 2,044.3 2,044.3 2,059.0
S1 1,985.7 1,985.7 2,025.1 2,015.0
S2 1,936.3 1,936.3 2,015.2
S3 1,828.3 1,877.7 2,005.3
S4 1,720.3 1,769.7 1,975.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,153.0 1,918.0 235.0 11.0% 81.4 3.8% 95% True False 1,197
10 2,153.0 1,918.0 235.0 11.0% 71.5 3.3% 95% True False 3,946
20 2,153.0 1,693.0 460.0 21.5% 74.5 3.5% 97% True False 13,104
40 2,296.0 1,693.0 603.0 28.2% 62.7 2.9% 74% False False 6,906
60 2,487.0 1,693.0 794.0 37.1% 63.2 3.0% 56% False False 4,868
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 9.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,527.0
2.618 2,383.4
1.618 2,295.4
1.000 2,241.0
0.618 2,207.4
HIGH 2,153.0
0.618 2,119.4
0.500 2,109.0
0.382 2,098.6
LOW 2,065.0
0.618 2,010.6
1.000 1,977.0
1.618 1,922.6
2.618 1,834.6
4.250 1,691.0
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 2,130.3 2,109.5
PP 2,119.7 2,078.0
S1 2,109.0 2,046.5

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

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