Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 2,432.0 2,402.0 -30.0 -1.2% 2,427.0
High 2,443.0 2,457.0 14.0 0.6% 2,433.0
Low 2,385.0 2,392.0 7.0 0.3% 2,335.0
Close 2,398.0 2,442.0 44.0 1.8% 2,388.0
Range 58.0 65.0 7.0 12.1% 98.0
ATR 61.9 62.2 0.2 0.4% 0.0
Volume 1,039,708 998,626 -41,082 -4.0% 5,154,885
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,625.3 2,598.7 2,477.8
R3 2,560.3 2,533.7 2,459.9
R2 2,495.3 2,495.3 2,453.9
R1 2,468.7 2,468.7 2,448.0 2,482.0
PP 2,430.3 2,430.3 2,430.3 2,437.0
S1 2,403.7 2,403.7 2,436.0 2,417.0
S2 2,365.3 2,365.3 2,430.1
S3 2,300.3 2,338.7 2,424.1
S4 2,235.3 2,273.7 2,406.3
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,679.3 2,631.7 2,441.9
R3 2,581.3 2,533.7 2,415.0
R2 2,483.3 2,483.3 2,406.0
R1 2,435.7 2,435.7 2,397.0 2,410.5
PP 2,385.3 2,385.3 2,385.3 2,372.8
S1 2,337.7 2,337.7 2,379.0 2,312.5
S2 2,287.3 2,287.3 2,370.0
S3 2,189.3 2,239.7 2,361.1
S4 2,091.3 2,141.7 2,334.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,457.0 2,357.0 100.0 4.1% 65.8 2.7% 85% True False 982,174
10 2,457.0 2,335.0 122.0 5.0% 63.1 2.6% 88% True False 1,039,195
20 2,540.0 2,335.0 205.0 8.4% 55.9 2.3% 52% False False 706,860
40 2,544.0 2,290.0 254.0 10.4% 60.3 2.5% 60% False False 355,504
60 2,544.0 2,043.0 501.0 20.5% 61.8 2.5% 80% False False 237,961
80 2,544.0 1,693.0 851.0 34.8% 65.0 2.7% 88% False False 181,786
100 2,544.0 1,693.0 851.0 34.8% 62.3 2.5% 88% False False 145,561
120 2,544.0 1,693.0 851.0 34.8% 62.5 2.6% 88% False False 121,446
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 11.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,733.3
2.618 2,627.2
1.618 2,562.2
1.000 2,522.0
0.618 2,497.2
HIGH 2,457.0
0.618 2,432.2
0.500 2,424.5
0.382 2,416.8
LOW 2,392.0
0.618 2,351.8
1.000 2,327.0
1.618 2,286.8
2.618 2,221.8
4.250 2,115.8
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 2,436.2 2,431.8
PP 2,430.3 2,421.7
S1 2,424.5 2,411.5

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

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