Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 2,440.0 2,482.0 42.0 1.7% 2,265.0
High 2,493.0 2,487.0 -6.0 -0.2% 2,493.0
Low 2,434.0 2,453.0 19.0 0.8% 2,252.0
Close 2,458.0 2,471.0 13.0 0.5% 2,471.0
Range 59.0 34.0 -25.0 -42.4% 241.0
ATR 64.6 62.4 -2.2 -3.4% 0.0
Volume 1,295,313 902,100 -393,213 -30.4% 5,839,797
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,572.3 2,555.7 2,489.7
R3 2,538.3 2,521.7 2,480.4
R2 2,504.3 2,504.3 2,477.2
R1 2,487.7 2,487.7 2,474.1 2,479.0
PP 2,470.3 2,470.3 2,470.3 2,466.0
S1 2,453.7 2,453.7 2,467.9 2,445.0
S2 2,436.3 2,436.3 2,464.8
S3 2,402.3 2,419.7 2,461.7
S4 2,368.3 2,385.7 2,452.3
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,128.3 3,040.7 2,603.6
R3 2,887.3 2,799.7 2,537.3
R2 2,646.3 2,646.3 2,515.2
R1 2,558.7 2,558.7 2,493.1 2,602.5
PP 2,405.3 2,405.3 2,405.3 2,427.3
S1 2,317.7 2,317.7 2,448.9 2,361.5
S2 2,164.3 2,164.3 2,426.8
S3 1,923.3 2,076.7 2,404.7
S4 1,682.3 1,835.7 2,338.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,493.0 2,252.0 241.0 9.8% 64.0 2.6% 91% False False 1,167,959
10 2,493.0 2,252.0 241.0 9.8% 56.0 2.3% 91% False False 1,077,902
20 2,493.0 2,252.0 241.0 9.8% 60.8 2.5% 91% False False 1,059,895
40 2,544.0 2,252.0 292.0 11.8% 57.5 2.3% 75% False False 654,108
60 2,544.0 2,185.0 359.0 14.5% 59.4 2.4% 80% False False 436,757
80 2,544.0 1,918.0 626.0 25.3% 62.4 2.5% 88% False False 328,227
100 2,544.0 1,693.0 851.0 34.4% 64.8 2.6% 91% False False 265,174
120 2,544.0 1,693.0 851.0 34.4% 61.3 2.5% 91% False False 221,109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.3
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 2,631.5
2.618 2,576.0
1.618 2,542.0
1.000 2,521.0
0.618 2,508.0
HIGH 2,487.0
0.618 2,474.0
0.500 2,470.0
0.382 2,466.0
LOW 2,453.0
0.618 2,432.0
1.000 2,419.0
1.618 2,398.0
2.618 2,364.0
4.250 2,308.5
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 2,470.7 2,460.0
PP 2,470.3 2,449.0
S1 2,470.0 2,438.0

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

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