Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 2,909.0 2,902.0 -7.0 -0.2% 2,822.0
High 2,926.0 2,902.0 -24.0 -0.8% 2,893.0
Low 2,895.0 2,848.0 -47.0 -1.6% 2,803.0
Close 2,906.0 2,858.0 -48.0 -1.7% 2,875.0
Range 31.0 54.0 23.0 74.2% 90.0
ATR 53.3 53.7 0.3 0.6% 0.0
Volume 485 792 307 63.3% 15,171
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,031.3 2,998.7 2,887.7
R3 2,977.3 2,944.7 2,872.9
R2 2,923.3 2,923.3 2,867.9
R1 2,890.7 2,890.7 2,863.0 2,880.0
PP 2,869.3 2,869.3 2,869.3 2,864.0
S1 2,836.7 2,836.7 2,853.1 2,826.0
S2 2,815.3 2,815.3 2,848.1
S3 2,761.3 2,782.7 2,843.2
S4 2,707.3 2,728.7 2,828.3
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,127.0 3,091.0 2,924.5
R3 3,037.0 3,001.0 2,899.8
R2 2,947.0 2,947.0 2,891.5
R1 2,911.0 2,911.0 2,883.3 2,929.0
PP 2,857.0 2,857.0 2,857.0 2,866.0
S1 2,821.0 2,821.0 2,866.8 2,839.0
S2 2,767.0 2,767.0 2,858.5
S3 2,677.0 2,731.0 2,850.3
S4 2,587.0 2,641.0 2,825.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,926.0 2,845.0 81.0 2.8% 34.8 1.2% 16% False False 2,892
10 2,926.0 2,738.0 188.0 6.6% 38.2 1.3% 64% False False 1,900
20 2,926.0 2,679.0 247.0 8.6% 52.7 1.8% 72% False False 5,216
40 2,948.0 2,679.0 269.0 9.4% 52.0 1.8% 67% False False 2,908
60 2,948.0 2,668.0 280.0 9.8% 47.6 1.7% 68% False False 4,144
80 2,948.0 2,570.0 378.0 13.2% 45.8 1.6% 76% False False 3,175
100 2,948.0 2,250.0 698.0 24.4% 42.6 1.5% 87% False False 2,560
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 10.1
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3,131.5
2.618 3,043.4
1.618 2,989.4
1.000 2,956.0
0.618 2,935.4
HIGH 2,902.0
0.618 2,881.4
0.500 2,875.0
0.382 2,868.6
LOW 2,848.0
0.618 2,814.6
1.000 2,794.0
1.618 2,760.6
2.618 2,706.6
4.250 2,618.5
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 2,875.0 2,887.0
PP 2,869.3 2,877.3
S1 2,863.7 2,867.7

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

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