Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 2,534.0 2,575.0 41.0 1.6% 2,498.0
High 2,600.0 2,613.0 13.0 0.5% 2,613.0
Low 2,518.0 2,566.0 48.0 1.9% 2,481.0
Close 2,584.0 2,579.0 -5.0 -0.2% 2,579.0
Range 82.0 47.0 -35.0 -42.7% 132.0
ATR 60.8 59.8 -1.0 -1.6% 0.0
Volume 1,121,314 1,033,953 -87,361 -7.8% 4,878,885
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,727.0 2,700.0 2,604.9
R3 2,680.0 2,653.0 2,591.9
R2 2,633.0 2,633.0 2,587.6
R1 2,606.0 2,606.0 2,583.3 2,619.5
PP 2,586.0 2,586.0 2,586.0 2,592.8
S1 2,559.0 2,559.0 2,574.7 2,572.5
S2 2,539.0 2,539.0 2,570.4
S3 2,492.0 2,512.0 2,566.1
S4 2,445.0 2,465.0 2,553.2
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,953.7 2,898.3 2,651.6
R3 2,821.7 2,766.3 2,615.3
R2 2,689.7 2,689.7 2,603.2
R1 2,634.3 2,634.3 2,591.1 2,662.0
PP 2,557.7 2,557.7 2,557.7 2,571.5
S1 2,502.3 2,502.3 2,566.9 2,530.0
S2 2,425.7 2,425.7 2,554.8
S3 2,293.7 2,370.3 2,542.7
S4 2,161.7 2,238.3 2,506.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,613.0 2,481.0 132.0 5.1% 51.4 2.0% 74% True False 975,777
10 2,613.0 2,252.0 361.0 14.0% 57.7 2.2% 91% True False 1,071,868
20 2,613.0 2,252.0 361.0 14.0% 57.6 2.2% 91% True False 1,031,034
40 2,613.0 2,252.0 361.0 14.0% 56.5 2.2% 91% True False 775,651
60 2,613.0 2,252.0 361.0 14.0% 59.1 2.3% 91% True False 517,846
80 2,613.0 1,940.0 673.0 26.1% 61.6 2.4% 95% True False 389,127
100 2,613.0 1,693.0 920.0 35.7% 63.7 2.5% 96% True False 313,916
120 2,613.0 1,693.0 920.0 35.7% 61.3 2.4% 96% True False 261,711
Crabel Price Patterns
NR True
NR4 False
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 11.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,812.8
2.618 2,736.0
1.618 2,689.0
1.000 2,660.0
0.618 2,642.0
HIGH 2,613.0
0.618 2,595.0
0.500 2,589.5
0.382 2,584.0
LOW 2,566.0
0.618 2,537.0
1.000 2,519.0
1.618 2,490.0
2.618 2,443.0
4.250 2,366.3
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 2,589.5 2,570.3
PP 2,586.0 2,561.7
S1 2,582.5 2,553.0

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

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