Dow Jones EURO STOXX 50 Index Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 2,708.0 2,785.0 77.0 2.8% 2,786.0
High 2,768.0 2,803.0 35.0 1.3% 2,797.0
Low 2,707.0 2,773.0 66.0 2.4% 2,674.0
Close 2,733.0 2,787.0 54.0 2.0% 2,733.0
Range 61.0 30.0 -31.0 -50.8% 123.0
ATR 58.7 59.5 0.8 1.4% 0.0
Volume 1,099,662 831,369 -268,293 -24.4% 5,903,641
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 2,877.7 2,862.3 2,803.5
R3 2,847.7 2,832.3 2,795.3
R2 2,817.7 2,817.7 2,792.5
R1 2,802.3 2,802.3 2,789.8 2,810.0
PP 2,787.7 2,787.7 2,787.7 2,791.5
S1 2,772.3 2,772.3 2,784.3 2,780.0
S2 2,757.7 2,757.7 2,781.5
S3 2,727.7 2,742.3 2,778.8
S4 2,697.7 2,712.3 2,770.5
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 3,103.7 3,041.3 2,800.7
R3 2,980.7 2,918.3 2,766.8
R2 2,857.7 2,857.7 2,755.6
R1 2,795.3 2,795.3 2,744.3 2,765.0
PP 2,734.7 2,734.7 2,734.7 2,719.5
S1 2,672.3 2,672.3 2,721.7 2,642.0
S2 2,611.7 2,611.7 2,710.5
S3 2,488.7 2,549.3 2,699.2
S4 2,365.7 2,426.3 2,665.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,803.0 2,674.0 129.0 4.6% 54.8 2.0% 88% True False 1,198,145
10 2,833.0 2,674.0 159.0 5.7% 49.3 1.8% 71% False False 1,070,341
20 2,833.0 2,583.0 250.0 9.0% 55.6 2.0% 82% False False 1,060,153
40 2,833.0 2,340.0 493.0 17.7% 54.9 2.0% 91% False False 1,027,829
60 2,833.0 2,252.0 581.0 20.8% 57.5 2.1% 92% False False 1,036,515
80 2,833.0 2,252.0 581.0 20.8% 57.0 2.0% 92% False False 783,447
100 2,833.0 2,110.0 723.0 25.9% 58.7 2.1% 94% False False 627,129
120 2,833.0 1,916.0 917.0 32.9% 60.5 2.2% 95% False False 524,167
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 9.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,930.5
2.618 2,881.5
1.618 2,851.5
1.000 2,833.0
0.618 2,821.5
HIGH 2,803.0
0.618 2,791.5
0.500 2,788.0
0.382 2,784.5
LOW 2,773.0
0.618 2,754.5
1.000 2,743.0
1.618 2,724.5
2.618 2,694.5
4.250 2,645.5
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 2,788.0 2,773.2
PP 2,787.7 2,759.3
S1 2,787.3 2,745.5

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

View Archives - Comment on this page... - Back to Index of Symbols