Dow Jones EURO STOXX 50 Index Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 2,882.0 2,893.0 11.0 0.4% 2,747.0
High 2,919.0 2,902.0 -17.0 -0.6% 2,892.0
Low 2,877.0 2,855.0 -22.0 -0.8% 2,731.0
Close 2,898.0 2,868.0 -30.0 -1.0% 2,867.0
Range 42.0 47.0 5.0 11.9% 161.0
ATR 55.9 55.3 -0.6 -1.1% 0.0
Volume 794,108 1,110,594 316,486 39.9% 5,143,700
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,016.0 2,989.0 2,893.9
R3 2,969.0 2,942.0 2,880.9
R2 2,922.0 2,922.0 2,876.6
R1 2,895.0 2,895.0 2,872.3 2,885.0
PP 2,875.0 2,875.0 2,875.0 2,870.0
S1 2,848.0 2,848.0 2,863.7 2,838.0
S2 2,828.0 2,828.0 2,859.4
S3 2,781.0 2,801.0 2,855.1
S4 2,734.0 2,754.0 2,842.2
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,313.0 3,251.0 2,955.6
R3 3,152.0 3,090.0 2,911.3
R2 2,991.0 2,991.0 2,896.5
R1 2,929.0 2,929.0 2,881.8 2,960.0
PP 2,830.0 2,830.0 2,830.0 2,845.5
S1 2,768.0 2,768.0 2,852.2 2,799.0
S2 2,669.0 2,669.0 2,837.5
S3 2,508.0 2,607.0 2,822.7
S4 2,347.0 2,446.0 2,778.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,919.0 2,831.0 88.0 3.1% 40.2 1.4% 42% False False 948,709
10 2,919.0 2,728.0 191.0 6.7% 55.3 1.9% 73% False False 1,159,806
20 2,919.0 2,728.0 191.0 6.7% 52.4 1.8% 73% False False 1,135,215
40 2,919.0 2,570.0 349.0 12.2% 50.1 1.7% 85% False False 623,986
60 2,919.0 2,485.0 434.0 15.1% 51.7 1.8% 88% False False 416,572
80 2,919.0 2,241.0 678.0 23.6% 52.0 1.8% 92% False False 312,775
100 2,919.0 2,241.0 678.0 23.6% 52.1 1.8% 92% False False 252,890
120 2,919.0 2,176.0 743.0 25.9% 52.4 1.8% 93% False False 211,178
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 10.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,101.8
2.618 3,025.0
1.618 2,978.0
1.000 2,949.0
0.618 2,931.0
HIGH 2,902.0
0.618 2,884.0
0.500 2,878.5
0.382 2,873.0
LOW 2,855.0
0.618 2,826.0
1.000 2,808.0
1.618 2,779.0
2.618 2,732.0
4.250 2,655.3
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 2,878.5 2,885.5
PP 2,875.0 2,879.7
S1 2,871.5 2,873.8

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

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