Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 2,762.0 2,749.0 -13.0 -0.5% 2,663.0
High 2,784.0 2,811.0 27.0 1.0% 2,750.0
Low 2,748.0 2,743.0 -5.0 -0.2% 2,583.0
Close 2,769.0 2,802.0 33.0 1.2% 2,737.0
Range 36.0 68.0 32.0 88.9% 167.0
ATR 61.5 61.9 0.5 0.8% 0.0
Volume 1,009,634 1,073,804 64,170 6.4% 5,688,562
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 2,989.3 2,963.7 2,839.4
R3 2,921.3 2,895.7 2,820.7
R2 2,853.3 2,853.3 2,814.5
R1 2,827.7 2,827.7 2,808.2 2,840.5
PP 2,785.3 2,785.3 2,785.3 2,791.8
S1 2,759.7 2,759.7 2,795.8 2,772.5
S2 2,717.3 2,717.3 2,789.5
S3 2,649.3 2,691.7 2,783.3
S4 2,581.3 2,623.7 2,764.6
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,191.0 3,131.0 2,828.9
R3 3,024.0 2,964.0 2,782.9
R2 2,857.0 2,857.0 2,767.6
R1 2,797.0 2,797.0 2,752.3 2,827.0
PP 2,690.0 2,690.0 2,690.0 2,705.0
S1 2,630.0 2,630.0 2,721.7 2,660.0
S2 2,523.0 2,523.0 2,706.4
S3 2,356.0 2,463.0 2,691.1
S4 2,189.0 2,296.0 2,645.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,811.0 2,584.0 227.0 8.1% 60.8 2.2% 96% True False 1,095,610
10 2,811.0 2,583.0 228.0 8.1% 61.6 2.2% 96% True False 1,062,307
20 2,811.0 2,551.0 260.0 9.3% 59.3 2.1% 97% True False 1,005,804
40 2,811.0 2,252.0 559.0 20.0% 58.0 2.1% 98% True False 1,021,942
60 2,811.0 2,252.0 559.0 20.0% 57.5 2.1% 98% True False 883,660
80 2,811.0 2,252.0 559.0 20.0% 59.0 2.1% 98% True False 663,265
100 2,811.0 2,043.0 768.0 27.4% 60.6 2.2% 99% True False 531,226
120 2,811.0 1,693.0 1,118.0 39.9% 63.0 2.2% 99% True False 444,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,100.0
2.618 2,989.0
1.618 2,921.0
1.000 2,879.0
0.618 2,853.0
HIGH 2,811.0
0.618 2,785.0
0.500 2,777.0
0.382 2,769.0
LOW 2,743.0
0.618 2,701.0
1.000 2,675.0
1.618 2,633.0
2.618 2,565.0
4.250 2,454.0
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 2,793.7 2,777.8
PP 2,785.3 2,753.7
S1 2,777.0 2,729.5

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

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