Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 2,979.0 3,011.0 32.0 1.1% 3,000.0
High 3,027.0 3,027.0 0.0 0.0% 3,003.0
Low 2,974.0 3,001.0 27.0 0.9% 2,964.0
Close 3,015.0 3,011.0 -4.0 -0.1% 2,972.0
Range 53.0 26.0 -27.0 -50.9% 39.0
ATR 50.2 48.5 -1.7 -3.4% 0.0
Volume 867,757 812,390 -55,367 -6.4% 961,696
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,091.0 3,077.0 3,025.3
R3 3,065.0 3,051.0 3,018.2
R2 3,039.0 3,039.0 3,015.8
R1 3,025.0 3,025.0 3,013.4 3,024.0
PP 3,013.0 3,013.0 3,013.0 3,012.5
S1 2,999.0 2,999.0 3,008.6 2,998.0
S2 2,987.0 2,987.0 3,006.2
S3 2,961.0 2,973.0 3,003.9
S4 2,935.0 2,947.0 2,996.7
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 2,964.0 63.0 2.1% 31.0 1.0% 75% True False 528,368
10 3,027.0 2,858.0 169.0 5.6% 39.1 1.3% 91% True False 671,280
20 3,027.0 2,795.0 232.0 7.7% 45.2 1.5% 93% True False 496,615
40 3,027.0 2,704.0 323.0 10.7% 47.4 1.6% 95% True False 249,110
60 3,027.0 2,679.0 348.0 11.6% 49.8 1.7% 95% True False 167,536
80 3,027.0 2,679.0 348.0 11.6% 49.7 1.7% 95% True False 127,269
100 3,027.0 2,570.0 457.0 15.2% 47.6 1.6% 96% True False 101,938
120 3,027.0 2,426.0 601.0 20.0% 44.7 1.5% 97% True False 84,984
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 8.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,137.5
2.618 3,095.1
1.618 3,069.1
1.000 3,053.0
0.618 3,043.1
HIGH 3,027.0
0.618 3,017.1
0.500 3,014.0
0.382 3,010.9
LOW 3,001.0
0.618 2,984.9
1.000 2,975.0
1.618 2,958.9
2.618 2,932.9
4.250 2,890.5
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 3,014.0 3,005.8
PP 3,013.0 3,000.7
S1 3,012.0 2,995.5

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

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