Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 2,492.0 2,500.0 8.0 0.3% 2,485.0
High 2,533.0 2,530.0 -3.0 -0.1% 2,544.0
Low 2,473.0 2,488.0 15.0 0.6% 2,449.0
Close 2,494.0 2,519.0 25.0 1.0% 2,499.0
Range 60.0 42.0 -18.0 -30.0% 95.0
ATR 62.4 60.9 -1.5 -2.3% 0.0
Volume 93,977 70,543 -23,434 -24.9% 81,430
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,638.3 2,620.7 2,542.1
R3 2,596.3 2,578.7 2,530.6
R2 2,554.3 2,554.3 2,526.7
R1 2,536.7 2,536.7 2,522.9 2,545.5
PP 2,512.3 2,512.3 2,512.3 2,516.8
S1 2,494.7 2,494.7 2,515.2 2,503.5
S2 2,470.3 2,470.3 2,511.3
S3 2,428.3 2,452.7 2,507.5
S4 2,386.3 2,410.7 2,495.9
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,782.3 2,735.7 2,551.3
R3 2,687.3 2,640.7 2,525.1
R2 2,592.3 2,592.3 2,516.4
R1 2,545.7 2,545.7 2,507.7 2,569.0
PP 2,497.3 2,497.3 2,497.3 2,509.0
S1 2,450.7 2,450.7 2,490.3 2,474.0
S2 2,402.3 2,402.3 2,481.6
S3 2,307.3 2,355.7 2,472.9
S4 2,212.3 2,260.7 2,446.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,540.0 2,448.0 92.0 3.7% 46.6 1.8% 77% False False 57,974
10 2,544.0 2,429.0 115.0 4.6% 51.3 2.0% 78% False False 34,002
20 2,544.0 2,295.0 249.0 9.9% 56.4 2.2% 90% False False 18,250
40 2,544.0 2,110.0 434.0 17.2% 61.5 2.4% 94% False False 10,076
60 2,544.0 1,911.0 633.0 25.1% 64.1 2.5% 96% False False 10,669
80 2,544.0 1,693.0 851.0 33.8% 64.4 2.6% 97% False False 8,901
100 2,544.0 1,693.0 851.0 33.8% 62.6 2.5% 97% False False 7,274
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,708.5
2.618 2,640.0
1.618 2,598.0
1.000 2,572.0
0.618 2,556.0
HIGH 2,530.0
0.618 2,514.0
0.500 2,509.0
0.382 2,504.0
LOW 2,488.0
0.618 2,462.0
1.000 2,446.0
1.618 2,420.0
2.618 2,378.0
4.250 2,309.5
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 2,515.7 2,512.3
PP 2,512.3 2,505.7
S1 2,509.0 2,499.0

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

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