Dow Jones EURO STOXX 50 Index Future December 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 2,400.0 2,403.0 3.0 0.1% 2,412.0
High 2,414.0 2,420.0 6.0 0.2% 2,420.0
Low 2,347.0 2,364.0 17.0 0.7% 2,327.0
Close 2,386.0 2,375.0 -11.0 -0.5% 2,375.0
Range 67.0 56.0 -11.0 -16.4% 93.0
ATR 57.8 57.7 -0.1 -0.2% 0.0
Volume 3,281 12,521 9,240 281.6% 17,105
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,554.3 2,520.7 2,405.8
R3 2,498.3 2,464.7 2,390.4
R2 2,442.3 2,442.3 2,385.3
R1 2,408.7 2,408.7 2,380.1 2,397.5
PP 2,386.3 2,386.3 2,386.3 2,380.8
S1 2,352.7 2,352.7 2,369.9 2,341.5
S2 2,330.3 2,330.3 2,364.7
S3 2,274.3 2,296.7 2,359.6
S4 2,218.3 2,240.7 2,344.2
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 2,653.0 2,607.0 2,426.2
R3 2,560.0 2,514.0 2,400.6
R2 2,467.0 2,467.0 2,392.1
R1 2,421.0 2,421.0 2,383.5 2,397.5
PP 2,374.0 2,374.0 2,374.0 2,362.3
S1 2,328.0 2,328.0 2,366.5 2,304.5
S2 2,281.0 2,281.0 2,358.0
S3 2,188.0 2,235.0 2,349.4
S4 2,095.0 2,142.0 2,323.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,420.0 2,327.0 93.0 3.9% 61.8 2.6% 52% True False 3,421
10 2,489.0 2,327.0 162.0 6.8% 59.0 2.5% 30% False False 19,159
20 2,533.0 2,327.0 206.0 8.7% 50.9 2.1% 23% False False 12,986
40 2,533.0 2,286.0 247.0 10.4% 53.9 2.3% 36% False False 8,303
60 2,533.0 1,930.0 603.0 25.4% 54.9 2.3% 74% False False 5,893
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 10.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,658.0
2.618 2,566.6
1.618 2,510.6
1.000 2,476.0
0.618 2,454.6
HIGH 2,420.0
0.618 2,398.6
0.500 2,392.0
0.382 2,385.4
LOW 2,364.0
0.618 2,329.4
1.000 2,308.0
1.618 2,273.4
2.618 2,217.4
4.250 2,126.0
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 2,392.0 2,376.5
PP 2,386.3 2,376.0
S1 2,380.7 2,375.5

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

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