Dow Jones EURO STOXX 50 Index Future March 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	2,970.0	3,000.0	30.0	1.0%	2,877.0
High	2,982.0	3,000.0	18.0	0.6%	2,982.0
Low	2,944.0	2,975.0	31.0	1.1%	2,871.0
Close	2,951.0	2,986.0	35.0	1.2%	2,951.0
Range	38.0	25.0	-13.0	-34.2%	111.0
ATR	54.0	53.7	-0.4	-0.7%	0.0
Volume	440,885	230,829	-210,056	-47.6%	1,776,803

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,062.0	3,049.0	2,999.8
R3	3,037.0	3,024.0	2,992.9
R2	3,012.0	3,012.0	2,990.6
R1	2,999.0	2,999.0	2,988.3	2,993.0
PP	2,987.0	2,987.0	2,987.0	2,984.0
S1	2,974.0	2,974.0	2,983.7	2,968.0
S2	2,962.0	2,962.0	2,981.4
S3	2,937.0	2,949.0	2,979.1
S4	2,912.0	2,924.0	2,972.3

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,267.7	3,220.3	3,012.1
R3	3,156.7	3,109.3	2,981.5
R2	3,045.7	3,045.7	2,971.4
R1	2,998.3	2,998.3	2,961.2	3,022.0
PP	2,934.7	2,934.7	2,934.7	2,946.5
S1	2,887.3	2,887.3	2,940.8	2,911.0
S2	2,823.7	2,823.7	2,930.7
S3	2,712.7	2,776.3	2,920.5
S4	2,601.7	2,665.3	2,890.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,000.0	2,858.0	142.0	4.8%	43.8	1.5%	90%	True	False	658,477
10	3,000.0	2,846.0	154.0	5.2%	43.2	1.4%	91%	True	False	710,784
20	3,000.0	2,729.0	271.0	9.1%	51.8	1.7%	95%	True	False	376,238
40	3,000.0	2,679.0	321.0	10.8%	50.4	1.7%	96%	True	False	190,817
60	3,000.0	2,679.0	321.0	10.8%	51.0	1.7%	96%	True	False	127,372
80	3,000.0	2,679.0	321.0	10.8%	49.8	1.7%	96%	True	False	97,253
100	3,000.0	2,570.0	430.0	14.4%	48.0	1.6%	97%	True	False	77,840
120	3,000.0	2,250.0	750.0	25.1%	45.1	1.5%	98%	True	False	64,898

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	7.5
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	3,106.3
2.618	3,065.5
1.618	3,040.5
1.000	3,025.0
0.618	3,015.5
HIGH	3,000.0
0.618	2,990.5
0.500	2,987.5
0.382	2,984.6
LOW	2,975.0
0.618	2,959.6
1.000	2,950.0
1.618	2,934.6
2.618	2,909.6
4.250	2,868.8

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	2,987.5	2,978.7
PP	2,987.0	2,971.3
S1	2,986.5	2,964.0

Download as Excel Spreadsheet

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

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