Dow Jones EURO STOXX 50 Index Future December 2009


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 2,812.0 2,747.0 -65.0 -2.3% 2,892.0
High 2,817.0 2,830.0 13.0 0.5% 2,953.0
Low 2,742.0 2,745.0 3.0 0.1% 2,863.0
Close 2,772.0 2,815.0 43.0 1.6% 2,879.0
Range 75.0 85.0 10.0 13.3% 90.0
ATR 60.7 62.4 1.7 2.9% 0.0
Volume 1,545,245 1,457,989 -87,256 -5.6% 5,743,920
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,051.7 3,018.3 2,861.8
R3 2,966.7 2,933.3 2,838.4
R2 2,881.7 2,881.7 2,830.6
R1 2,848.3 2,848.3 2,822.8 2,865.0
PP 2,796.7 2,796.7 2,796.7 2,805.0
S1 2,763.3 2,763.3 2,807.2 2,780.0
S2 2,711.7 2,711.7 2,799.4
S3 2,626.7 2,678.3 2,791.6
S4 2,541.7 2,593.3 2,768.3
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 3,168.3 3,113.7 2,928.5
R3 3,078.3 3,023.7 2,903.8
R2 2,988.3 2,988.3 2,895.5
R1 2,933.7 2,933.7 2,887.3 2,916.0
PP 2,898.3 2,898.3 2,898.3 2,889.5
S1 2,843.7 2,843.7 2,870.8 2,826.0
S2 2,808.3 2,808.3 2,862.5
S3 2,718.3 2,753.7 2,854.3
S4 2,628.3 2,663.7 2,829.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,935.0 2,742.0 193.0 6.9% 71.0 2.5% 38% False False 1,361,036
10 2,953.0 2,742.0 211.0 7.5% 66.0 2.3% 35% False False 1,280,778
20 2,953.0 2,728.0 225.0 8.0% 56.7 2.0% 39% False False 1,199,717
40 2,953.0 2,673.0 280.0 9.9% 53.8 1.9% 51% False False 1,001,964
60 2,953.0 2,570.0 383.0 13.6% 53.7 1.9% 64% False False 670,219
80 2,953.0 2,241.0 712.0 25.3% 53.1 1.9% 81% False False 502,966
100 2,953.0 2,241.0 712.0 25.3% 53.2 1.9% 81% False False 404,432
120 2,953.0 2,241.0 712.0 25.3% 52.8 1.9% 81% False False 337,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.3
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 3,191.3
2.618 3,052.5
1.618 2,967.5
1.000 2,915.0
0.618 2,882.5
HIGH 2,830.0
0.618 2,797.5
0.500 2,787.5
0.382 2,777.5
LOW 2,745.0
0.618 2,692.5
1.000 2,660.0
1.618 2,607.5
2.618 2,522.5
4.250 2,383.8
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 2,805.8 2,807.7
PP 2,796.7 2,800.3
S1 2,787.5 2,793.0

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

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