Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 2,529.0 2,534.0 5.0 0.2% 2,265.0
High 2,538.0 2,600.0 62.0 2.4% 2,493.0
Low 2,493.0 2,518.0 25.0 1.0% 2,252.0
Close 2,521.0 2,584.0 63.0 2.5% 2,471.0
Range 45.0 82.0 37.0 82.2% 241.0
ATR 59.1 60.8 1.6 2.8% 0.0
Volume 864,809 1,121,314 256,505 29.7% 5,839,797
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,813.3 2,780.7 2,629.1
R3 2,731.3 2,698.7 2,606.6
R2 2,649.3 2,649.3 2,599.0
R1 2,616.7 2,616.7 2,591.5 2,633.0
PP 2,567.3 2,567.3 2,567.3 2,575.5
S1 2,534.7 2,534.7 2,576.5 2,551.0
S2 2,485.3 2,485.3 2,569.0
S3 2,403.3 2,452.7 2,561.5
S4 2,321.3 2,370.7 2,538.9
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 2,600.0 2,453.0 147.0 5.7% 48.8 1.9% 89% True False 949,406
10 2,600.0 2,252.0 348.0 13.5% 57.1 2.2% 95% True False 1,059,600
20 2,600.0 2,252.0 348.0 13.5% 58.9 2.3% 95% True False 1,036,018
40 2,600.0 2,252.0 348.0 13.5% 56.6 2.2% 95% True False 749,875
60 2,600.0 2,225.0 375.0 14.5% 59.4 2.3% 96% True False 500,748
80 2,600.0 1,918.0 682.0 26.4% 62.1 2.4% 98% True False 376,208
100 2,600.0 1,693.0 907.0 35.1% 64.1 2.5% 98% True False 303,582
120 2,600.0 1,693.0 907.0 35.1% 61.2 2.4% 98% True False 253,100
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 False
Bear Hook False
Bull Hook False
Stretch 11.6
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,948.5
2.618 2,814.7
1.618 2,732.7
1.000 2,682.0
0.618 2,650.7
HIGH 2,600.0
0.618 2,568.7
0.500 2,559.0
0.382 2,549.3
LOW 2,518.0
0.618 2,467.3
1.000 2,436.0
1.618 2,385.3
2.618 2,303.3
4.250 2,169.5
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 2,575.7 2,571.5
PP 2,567.3 2,559.0
S1 2,559.0 2,546.5

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

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