Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 2,640.0 2,635.0 -5.0 -0.2% 2,590.0
High 2,657.0 2,733.0 76.0 2.9% 2,733.0
Low 2,624.0 2,634.0 10.0 0.4% 2,570.0
Close 2,643.0 2,720.0 77.0 2.9% 2,720.0
Range 33.0 99.0 66.0 200.0% 163.0
ATR 45.7 49.5 3.8 8.3% 0.0
Volume 253 240 -13 -5.1% 873
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 2,992.7 2,955.3 2,774.5
R3 2,893.7 2,856.3 2,747.2
R2 2,794.7 2,794.7 2,738.2
R1 2,757.3 2,757.3 2,729.1 2,776.0
PP 2,695.7 2,695.7 2,695.7 2,705.0
S1 2,658.3 2,658.3 2,710.9 2,677.0
S2 2,596.7 2,596.7 2,701.9
S3 2,497.7 2,559.3 2,692.8
S4 2,398.7 2,460.3 2,665.6
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 3,163.3 3,104.7 2,809.7
R3 3,000.3 2,941.7 2,764.8
R2 2,837.3 2,837.3 2,749.9
R1 2,778.7 2,778.7 2,734.9 2,808.0
PP 2,674.3 2,674.3 2,674.3 2,689.0
S1 2,615.7 2,615.7 2,705.1 2,645.0
S2 2,511.3 2,511.3 2,690.1
S3 2,348.3 2,452.7 2,675.2
S4 2,185.3 2,289.7 2,630.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,733.0 2,570.0 163.0 6.0% 45.0 1.7% 92% True False 174
10 2,733.0 2,570.0 163.0 6.0% 41.9 1.5% 92% True False 211
20 2,733.0 2,558.0 175.0 6.4% 36.8 1.4% 93% True False 270
40 2,733.0 2,250.0 483.0 17.8% 36.5 1.3% 97% True False 195
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 9.4
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 3,153.8
2.618 2,992.2
1.618 2,893.2
1.000 2,832.0
0.618 2,794.2
HIGH 2,733.0
0.618 2,695.2
0.500 2,683.5
0.382 2,671.8
LOW 2,634.0
0.618 2,572.8
1.000 2,535.0
1.618 2,473.8
2.618 2,374.8
4.250 2,213.3
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 2,707.8 2,697.2
PP 2,695.7 2,674.3
S1 2,683.5 2,651.5

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

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