Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 2,592.0 2,624.0 32.0 1.2% 2,498.0
High 2,618.0 2,667.0 49.0 1.9% 2,613.0
Low 2,551.0 2,600.0 49.0 1.9% 2,481.0
Close 2,597.0 2,657.0 60.0 2.3% 2,579.0
Range 67.0 67.0 0.0 0.0% 132.0
ATR 60.2 60.9 0.7 1.2% 0.0
Volume 1,059,379 1,231,187 171,808 16.2% 4,878,885
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,842.3 2,816.7 2,693.9
R3 2,775.3 2,749.7 2,675.4
R2 2,708.3 2,708.3 2,669.3
R1 2,682.7 2,682.7 2,663.1 2,695.5
PP 2,641.3 2,641.3 2,641.3 2,647.8
S1 2,615.7 2,615.7 2,650.9 2,628.5
S2 2,574.3 2,574.3 2,644.7
S3 2,507.3 2,548.7 2,638.6
S4 2,440.3 2,481.7 2,620.2
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 2,667.0 2,551.0 116.0 4.4% 59.8 2.3% 91% True False 1,040,868
10 2,667.0 2,453.0 214.0 8.1% 54.3 2.0% 95% True False 995,137
20 2,667.0 2,252.0 415.0 15.6% 57.4 2.2% 98% True False 1,050,691
40 2,667.0 2,252.0 415.0 15.6% 56.6 2.1% 98% True False 878,776
60 2,667.0 2,252.0 415.0 15.6% 59.3 2.2% 98% True False 587,233
80 2,667.0 2,043.0 624.0 23.5% 60.7 2.3% 98% True False 441,143
100 2,667.0 1,693.0 974.0 36.7% 63.4 2.4% 99% True False 355,567
120 2,667.0 1,693.0 974.0 36.7% 61.4 2.3% 99% True False 296,416
Crabel Price Patterns
NR False
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 14.2
Fibonacci Retracements and Extensions
4.250 2,951.8
2.618 2,842.4
1.618 2,775.4
1.000 2,734.0
0.618 2,708.4
HIGH 2,667.0
0.618 2,641.4
0.500 2,633.5
0.382 2,625.6
LOW 2,600.0
0.618 2,558.6
1.000 2,533.0
1.618 2,491.6
2.618 2,424.6
4.250 2,315.3
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 2,649.2 2,641.0
PP 2,641.3 2,625.0
S1 2,633.5 2,609.0

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

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