Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 2,866.0 2,855.0 -11.0 -0.4% 2,907.0
High 2,873.0 2,899.0 26.0 0.9% 2,926.0
Low 2,819.0 2,855.0 36.0 1.3% 2,819.0
Close 2,826.0 2,888.0 62.0 2.2% 2,826.0
Range 54.0 44.0 -10.0 -18.5% 107.0
ATR 53.7 55.1 1.4 2.6% 0.0
Volume 1,272 394 -878 -69.0% 4,638
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,012.7 2,994.3 2,912.2
R3 2,968.7 2,950.3 2,900.1
R2 2,924.7 2,924.7 2,896.1
R1 2,906.3 2,906.3 2,892.0 2,915.5
PP 2,880.7 2,880.7 2,880.7 2,885.3
S1 2,862.3 2,862.3 2,884.0 2,871.5
S2 2,836.7 2,836.7 2,879.9
S3 2,792.7 2,818.3 2,875.9
S4 2,748.7 2,774.3 2,863.8
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 3,178.0 3,109.0 2,884.9
R3 3,071.0 3,002.0 2,855.4
R2 2,964.0 2,964.0 2,845.6
R1 2,895.0 2,895.0 2,835.8 2,876.0
PP 2,857.0 2,857.0 2,857.0 2,847.5
S1 2,788.0 2,788.0 2,816.2 2,769.0
S2 2,750.0 2,750.0 2,806.4
S3 2,643.0 2,681.0 2,796.6
S4 2,536.0 2,574.0 2,767.2
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 2,819.0 107.0 3.7% 41.0 1.4% 64% False False 656
10 2,926.0 2,819.0 107.0 3.7% 36.7 1.3% 64% False False 1,964
20 2,926.0 2,679.0 247.0 8.6% 50.3 1.7% 85% False False 5,263
40 2,948.0 2,679.0 269.0 9.3% 51.2 1.8% 78% False False 2,919
60 2,948.0 2,668.0 280.0 9.7% 48.3 1.7% 79% False False 4,166
80 2,948.0 2,570.0 378.0 13.1% 46.5 1.6% 84% False False 3,176
100 2,948.0 2,250.0 698.0 24.2% 43.2 1.5% 91% False False 2,576
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,086.0
2.618 3,014.2
1.618 2,970.2
1.000 2,943.0
0.618 2,926.2
HIGH 2,899.0
0.618 2,882.2
0.500 2,877.0
0.382 2,871.8
LOW 2,855.0
0.618 2,827.8
1.000 2,811.0
1.618 2,783.8
2.618 2,739.8
4.250 2,668.0
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 2,884.3 2,878.8
PP 2,880.7 2,869.7
S1 2,877.0 2,860.5

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

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