Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 2,813.0 2,846.0 33.0 1.2% 2,895.0
High 2,853.0 2,881.0 28.0 1.0% 2,903.0
Low 2,806.0 2,846.0 40.0 1.4% 2,795.0
Close 2,843.0 2,858.0 15.0 0.5% 2,858.0
Range 47.0 35.0 -12.0 -25.5% 108.0
ATR 58.7 57.3 -1.5 -2.5% 0.0
Volume 90,962 170,768 79,806 87.7% 552,533
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 2,966.7 2,947.3 2,877.3
R3 2,931.7 2,912.3 2,867.6
R2 2,896.7 2,896.7 2,864.4
R1 2,877.3 2,877.3 2,861.2 2,887.0
PP 2,861.7 2,861.7 2,861.7 2,866.5
S1 2,842.3 2,842.3 2,854.8 2,852.0
S2 2,826.7 2,826.7 2,851.6
S3 2,791.7 2,807.3 2,848.4
S4 2,756.7 2,772.3 2,838.8
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,176.0 3,125.0 2,917.4
R3 3,068.0 3,017.0 2,887.7
R2 2,960.0 2,960.0 2,877.8
R1 2,909.0 2,909.0 2,867.9 2,880.5
PP 2,852.0 2,852.0 2,852.0 2,837.8
S1 2,801.0 2,801.0 2,848.1 2,772.5
S2 2,744.0 2,744.0 2,838.2
S3 2,636.0 2,693.0 2,828.3
S4 2,528.0 2,585.0 2,798.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,903.0 2,795.0 108.0 3.8% 49.0 1.7% 58% False False 110,506
10 2,925.0 2,786.0 139.0 4.9% 52.4 1.8% 52% False False 58,689
20 2,926.0 2,729.0 197.0 6.9% 51.8 1.8% 65% False False 29,922
40 2,948.0 2,679.0 269.0 9.4% 54.1 1.9% 67% False False 17,513
60 2,948.0 2,679.0 269.0 9.4% 52.7 1.8% 67% False False 11,879
80 2,948.0 2,668.0 280.0 9.8% 48.8 1.7% 68% False False 10,554
100 2,948.0 2,558.0 390.0 13.6% 46.4 1.6% 77% False False 8,497
120 2,948.0 2,250.0 698.0 24.4% 44.7 1.6% 87% False False 7,101
Crabel Price Patterns
NR True
NR4 True
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 7.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,029.8
2.618 2,972.6
1.618 2,937.6
1.000 2,916.0
0.618 2,902.6
HIGH 2,881.0
0.618 2,867.6
0.500 2,863.5
0.382 2,859.4
LOW 2,846.0
0.618 2,824.4
1.000 2,811.0
1.618 2,789.4
2.618 2,754.4
4.250 2,697.3
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 2,863.5 2,851.3
PP 2,861.7 2,844.7
S1 2,859.8 2,838.0

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

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