Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 2,712.0 2,700.0 -12.0 -0.4% 2,762.0
High 2,717.0 2,729.0 12.0 0.4% 2,833.0
Low 2,674.0 2,688.0 14.0 0.5% 2,743.0
Close 2,706.0 2,697.0 -9.0 -0.3% 2,804.0
Range 43.0 41.0 -2.0 -4.7% 90.0
ATR 59.0 57.7 -1.3 -2.2% 0.0
Volume 1,312,600 1,040,842 -271,758 -20.7% 4,978,042
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 2,827.7 2,803.3 2,719.6
R3 2,786.7 2,762.3 2,708.3
R2 2,745.7 2,745.7 2,704.5
R1 2,721.3 2,721.3 2,700.8 2,713.0
PP 2,704.7 2,704.7 2,704.7 2,700.5
S1 2,680.3 2,680.3 2,693.2 2,672.0
S2 2,663.7 2,663.7 2,689.5
S3 2,622.7 2,639.3 2,685.7
S4 2,581.7 2,598.3 2,674.5
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,063.3 3,023.7 2,853.5
R3 2,973.3 2,933.7 2,828.8
R2 2,883.3 2,883.3 2,820.5
R1 2,843.7 2,843.7 2,812.3 2,863.5
PP 2,793.3 2,793.3 2,793.3 2,803.3
S1 2,753.7 2,753.7 2,795.8 2,773.5
S2 2,703.3 2,703.3 2,787.5
S3 2,613.3 2,663.7 2,779.3
S4 2,523.3 2,573.7 2,754.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,833.0 2,674.0 159.0 5.9% 50.8 1.9% 14% False False 1,144,031
10 2,833.0 2,648.0 185.0 6.9% 54.0 2.0% 26% False False 1,120,735
20 2,833.0 2,583.0 250.0 9.3% 56.4 2.1% 46% False False 1,045,888
40 2,833.0 2,252.0 581.0 21.5% 56.4 2.1% 77% False False 1,033,111
60 2,833.0 2,252.0 581.0 21.5% 57.1 2.1% 77% False False 1,007,517
80 2,833.0 2,252.0 581.0 21.5% 57.0 2.1% 77% False False 759,394
100 2,833.0 2,110.0 723.0 26.8% 58.9 2.2% 81% False False 607,870
120 2,833.0 1,911.0 922.0 34.2% 60.7 2.2% 85% False False 508,637
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 9.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,903.3
2.618 2,836.3
1.618 2,795.3
1.000 2,770.0
0.618 2,754.3
HIGH 2,729.0
0.618 2,713.3
0.500 2,708.5
0.382 2,703.7
LOW 2,688.0
0.618 2,662.7
1.000 2,647.0
1.618 2,621.7
2.618 2,580.7
4.250 2,513.8
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 2,708.5 2,735.5
PP 2,704.7 2,722.7
S1 2,700.8 2,709.8

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

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