Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 2,795.0 2,783.0 -12.0 -0.4% 2,663.0
High 2,811.0 2,807.0 -4.0 -0.1% 2,750.0
Low 2,777.0 2,761.0 -16.0 -0.6% 2,583.0
Close 2,788.0 2,776.0 -12.0 -0.4% 2,737.0
Range 34.0 46.0 12.0 35.3% 167.0
ATR 59.9 58.9 -1.0 -1.7% 0.0
Volume 1,005,719 972,709 -33,010 -3.3% 5,688,562
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 2,919.3 2,893.7 2,801.3
R3 2,873.3 2,847.7 2,788.7
R2 2,827.3 2,827.3 2,784.4
R1 2,801.7 2,801.7 2,780.2 2,791.5
PP 2,781.3 2,781.3 2,781.3 2,776.3
S1 2,755.7 2,755.7 2,771.8 2,745.5
S2 2,735.3 2,735.3 2,767.6
S3 2,689.3 2,709.7 2,763.4
S4 2,643.3 2,663.7 2,750.7
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 2,648.0 163.0 5.9% 57.2 2.1% 79% False False 1,097,440
10 2,811.0 2,583.0 228.0 8.2% 57.0 2.1% 85% False False 1,065,775
20 2,811.0 2,583.0 228.0 8.2% 56.6 2.0% 85% False False 990,197
40 2,811.0 2,252.0 559.0 20.1% 57.0 2.1% 94% False False 1,020,444
60 2,811.0 2,252.0 559.0 20.1% 56.6 2.0% 94% False False 915,916
80 2,811.0 2,252.0 559.0 20.1% 58.6 2.1% 94% False False 687,974
100 2,811.0 2,043.0 768.0 27.7% 59.8 2.2% 95% False False 550,954
120 2,811.0 1,693.0 1,118.0 40.3% 62.3 2.2% 97% False False 461,339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,002.5
2.618 2,927.4
1.618 2,881.4
1.000 2,853.0
0.618 2,835.4
HIGH 2,807.0
0.618 2,789.4
0.500 2,784.0
0.382 2,778.6
LOW 2,761.0
0.618 2,732.6
1.000 2,715.0
1.618 2,686.6
2.618 2,640.6
4.250 2,565.5
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 2,784.0 2,777.0
PP 2,781.3 2,776.7
S1 2,778.7 2,776.3

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

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