Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 2,379.0 2,414.0 35.0 1.5% 2,330.0
High 2,422.0 2,414.0 -8.0 -0.3% 2,455.0
Low 2,370.0 2,312.0 -58.0 -2.4% 2,330.0
Close 2,394.0 2,331.0 -63.0 -2.6% 2,426.0
Range 52.0 102.0 50.0 96.2% 125.0
ATR 70.6 72.8 2.2 3.2% 0.0
Volume 952 1,348 396 41.6% 5,499
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 2,658.3 2,596.7 2,387.1
R3 2,556.3 2,494.7 2,359.1
R2 2,454.3 2,454.3 2,349.7
R1 2,392.7 2,392.7 2,340.4 2,372.5
PP 2,352.3 2,352.3 2,352.3 2,342.3
S1 2,290.7 2,290.7 2,321.7 2,270.5
S2 2,250.3 2,250.3 2,312.3
S3 2,148.3 2,188.7 2,303.0
S4 2,046.3 2,086.7 2,274.9
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 2,778.7 2,727.3 2,494.8
R3 2,653.7 2,602.3 2,460.4
R2 2,528.7 2,528.7 2,448.9
R1 2,477.3 2,477.3 2,437.5 2,503.0
PP 2,403.7 2,403.7 2,403.7 2,416.5
S1 2,352.3 2,352.3 2,414.5 2,378.0
S2 2,278.7 2,278.7 2,403.1
S3 2,153.7 2,227.3 2,391.6
S4 2,028.7 2,102.3 2,357.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,455.0 2,312.0 143.0 6.1% 75.8 3.3% 13% False True 1,309
10 2,455.0 2,225.0 230.0 9.9% 68.7 2.9% 46% False False 2,177
20 2,455.0 2,110.0 345.0 14.8% 66.6 2.9% 64% False False 1,774
40 2,455.0 1,911.0 544.0 23.3% 67.9 2.9% 77% False False 7,122
60 2,455.0 1,693.0 762.0 32.7% 66.7 2.9% 84% False False 5,684
80 2,455.0 1,693.0 762.0 32.7% 63.8 2.7% 84% False False 4,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.8
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,847.5
2.618 2,681.0
1.618 2,579.0
1.000 2,516.0
0.618 2,477.0
HIGH 2,414.0
0.618 2,375.0
0.500 2,363.0
0.382 2,351.0
LOW 2,312.0
0.618 2,249.0
1.000 2,210.0
1.618 2,147.0
2.618 2,045.0
4.250 1,878.5
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 2,363.0 2,376.5
PP 2,352.3 2,361.3
S1 2,341.7 2,346.2

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

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