Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
30-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 2,990.0 2,979.0 -11.0 -0.4% 3,000.0
High 2,996.0 3,027.0 31.0 1.0% 3,003.0
Low 2,964.0 2,974.0 10.0 0.3% 2,964.0
Close 2,972.0 3,015.0 43.0 1.4% 2,972.0
Range 32.0 53.0 21.0 65.6% 39.0
ATR 49.8 50.2 0.4 0.7% 0.0
Volume 314,584 867,757 553,173 175.8% 961,696
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,164.3 3,142.7 3,044.2
R3 3,111.3 3,089.7 3,029.6
R2 3,058.3 3,058.3 3,024.7
R1 3,036.7 3,036.7 3,019.9 3,047.5
PP 3,005.3 3,005.3 3,005.3 3,010.8
S1 2,983.7 2,983.7 3,010.1 2,994.5
S2 2,952.3 2,952.3 3,005.3
S3 2,899.3 2,930.7 3,000.4
S4 2,846.3 2,877.7 2,985.9
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,096.7 3,073.3 2,993.5
R3 3,057.7 3,034.3 2,982.7
R2 3,018.7 3,018.7 2,979.2
R1 2,995.3 2,995.3 2,975.6 2,987.5
PP 2,979.7 2,979.7 2,979.7 2,975.8
S1 2,956.3 2,956.3 2,968.4 2,948.5
S2 2,940.7 2,940.7 2,964.9
S3 2,901.7 2,917.3 2,961.3
S4 2,862.7 2,878.3 2,950.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,027.0 2,944.0 83.0 2.8% 33.4 1.1% 86% True False 454,067
10 3,027.0 2,858.0 169.0 5.6% 42.7 1.4% 93% True False 694,660
20 3,027.0 2,795.0 232.0 7.7% 45.6 1.5% 95% True False 456,028
40 3,027.0 2,704.0 323.0 10.7% 47.7 1.6% 96% True False 230,467
60 3,027.0 2,679.0 348.0 11.5% 49.8 1.7% 97% True False 153,997
80 3,027.0 2,679.0 348.0 11.5% 50.1 1.7% 97% True False 117,178
100 3,027.0 2,570.0 457.0 15.2% 47.6 1.6% 97% True False 93,820
120 3,027.0 2,372.0 655.0 21.7% 45.0 1.5% 98% True False 78,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,252.3
2.618 3,165.8
1.618 3,112.8
1.000 3,080.0
0.618 3,059.8
HIGH 3,027.0
0.618 3,006.8
0.500 3,000.5
0.382 2,994.2
LOW 2,974.0
0.618 2,941.2
1.000 2,921.0
1.618 2,888.2
2.618 2,835.2
4.250 2,748.8
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 3,010.2 3,008.5
PP 3,005.3 3,002.0
S1 3,000.5 2,995.5

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

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