Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 2,291.0 2,295.0 4.0 0.2% 2,353.0
High 2,334.0 2,310.0 -24.0 -1.0% 2,366.0
Low 2,291.0 2,269.0 -22.0 -1.0% 2,269.0
Close 2,304.0 2,273.0 -31.0 -1.3% 2,273.0
Range 43.0 41.0 -2.0 -4.7% 97.0
ATR 61.5 60.1 -1.5 -2.4% 0.0
Volume 958,312 911,280 -47,032 -4.9% 4,939,223
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,407.0 2,381.0 2,295.6
R3 2,366.0 2,340.0 2,284.3
R2 2,325.0 2,325.0 2,280.5
R1 2,299.0 2,299.0 2,276.8 2,291.5
PP 2,284.0 2,284.0 2,284.0 2,280.3
S1 2,258.0 2,258.0 2,269.2 2,250.5
S2 2,243.0 2,243.0 2,265.5
S3 2,202.0 2,217.0 2,261.7
S4 2,161.0 2,176.0 2,250.5
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,593.7 2,530.3 2,326.4
R3 2,496.7 2,433.3 2,299.7
R2 2,399.7 2,399.7 2,290.8
R1 2,336.3 2,336.3 2,281.9 2,319.5
PP 2,302.7 2,302.7 2,302.7 2,294.3
S1 2,239.3 2,239.3 2,264.1 2,222.5
S2 2,205.7 2,205.7 2,255.2
S3 2,108.7 2,142.3 2,246.3
S4 2,011.7 2,045.3 2,219.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,366.0 2,269.0 97.0 4.3% 48.0 2.1% 4% False True 987,844
10 2,457.0 2,269.0 188.0 8.3% 57.5 2.5% 2% False True 990,201
20 2,516.0 2,269.0 247.0 10.9% 58.5 2.6% 2% False True 998,366
40 2,544.0 2,269.0 275.0 12.1% 57.4 2.5% 1% False True 508,308
60 2,544.0 2,110.0 434.0 19.1% 60.5 2.7% 38% False False 339,506
80 2,544.0 1,911.0 633.0 27.8% 62.7 2.8% 57% False False 257,593
100 2,544.0 1,693.0 851.0 37.4% 63.2 2.8% 68% False False 206,794
120 2,544.0 1,693.0 851.0 37.4% 61.9 2.7% 68% False False 172,456
Crabel Price Patterns
NR True
NR4 True
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 11.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,484.3
2.618 2,417.3
1.618 2,376.3
1.000 2,351.0
0.618 2,335.3
HIGH 2,310.0
0.618 2,294.3
0.500 2,289.5
0.382 2,284.7
LOW 2,269.0
0.618 2,243.7
1.000 2,228.0
1.618 2,202.7
2.618 2,161.7
4.250 2,094.8
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 2,289.5 2,301.5
PP 2,284.0 2,292.0
S1 2,278.5 2,282.5

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

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