Dow Jones EURO STOXX 50 Index Future December 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 2,574.0 2,612.0 38.0 1.5% 2,490.0
High 2,601.0 2,650.0 49.0 1.9% 2,597.0
Low 2,540.0 2,588.0 48.0 1.9% 2,472.0
Close 2,582.0 2,643.0 61.0 2.4% 2,565.0
Range 61.0 62.0 1.0 1.6% 125.0
ATR 55.4 56.3 0.9 1.6% 0.0
Volume 1,701 464 -1,237 -72.7% 9,440
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,813.0 2,790.0 2,677.1
R3 2,751.0 2,728.0 2,660.1
R2 2,689.0 2,689.0 2,654.4
R1 2,666.0 2,666.0 2,648.7 2,677.5
PP 2,627.0 2,627.0 2,627.0 2,632.8
S1 2,604.0 2,604.0 2,637.3 2,615.5
S2 2,565.0 2,565.0 2,631.6
S3 2,503.0 2,542.0 2,626.0
S4 2,441.0 2,480.0 2,608.9
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 2,919.7 2,867.3 2,633.8
R3 2,794.7 2,742.3 2,599.4
R2 2,669.7 2,669.7 2,587.9
R1 2,617.3 2,617.3 2,576.5 2,643.5
PP 2,544.7 2,544.7 2,544.7 2,557.8
S1 2,492.3 2,492.3 2,553.5 2,518.5
S2 2,419.7 2,419.7 2,542.1
S3 2,294.7 2,367.3 2,530.6
S4 2,169.7 2,242.3 2,496.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,650.0 2,540.0 110.0 4.2% 54.0 2.0% 94% True False 1,893
10 2,650.0 2,441.0 209.0 7.9% 49.1 1.9% 97% True False 1,391
20 2,650.0 2,241.0 409.0 15.5% 50.4 1.9% 98% True False 1,078
40 2,650.0 2,241.0 409.0 15.5% 52.3 2.0% 98% True False 6,803
60 2,650.0 2,241.0 409.0 15.5% 53.1 2.0% 98% True False 5,897
80 2,650.0 2,031.0 619.0 23.4% 53.3 2.0% 99% True False 4,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,913.5
2.618 2,812.3
1.618 2,750.3
1.000 2,712.0
0.618 2,688.3
HIGH 2,650.0
0.618 2,626.3
0.500 2,619.0
0.382 2,611.7
LOW 2,588.0
0.618 2,549.7
1.000 2,526.0
1.618 2,487.7
2.618 2,425.7
4.250 2,324.5
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 2,635.0 2,627.0
PP 2,627.0 2,611.0
S1 2,619.0 2,595.0

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

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