Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 3,009.0 3,004.0 -5.0 -0.2% 3,000.0
High 3,016.0 3,018.0 2.0 0.1% 3,003.0
Low 2,996.0 2,977.0 -19.0 -0.6% 2,964.0
Close 3,006.0 3,007.0 1.0 0.0% 2,972.0
Range 20.0 41.0 21.0 105.0% 39.0
ATR 46.4 46.1 -0.4 -0.8% 0.0
Volume 800,473 807,307 6,834 0.9% 961,696
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,123.7 3,106.3 3,029.6
R3 3,082.7 3,065.3 3,018.3
R2 3,041.7 3,041.7 3,014.5
R1 3,024.3 3,024.3 3,010.8 3,033.0
PP 3,000.7 3,000.7 3,000.7 3,005.0
S1 2,983.3 2,983.3 3,003.2 2,992.0
S2 2,959.7 2,959.7 2,999.5
S3 2,918.7 2,942.3 2,995.7
S4 2,877.7 2,901.3 2,984.5
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% 34.4 1.1% 68% False False 720,502
10 3,027.0 2,871.0 156.0 5.2% 34.9 1.2% 87% False False 602,642
20 3,027.0 2,795.0 232.0 7.7% 41.7 1.4% 91% False False 575,419
40 3,027.0 2,729.0 298.0 9.9% 45.4 1.5% 93% False False 289,237
60 3,027.0 2,679.0 348.0 11.6% 49.7 1.7% 94% False False 194,308
80 3,027.0 2,679.0 348.0 11.6% 49.5 1.6% 94% False False 147,249
100 3,027.0 2,570.0 457.0 15.2% 47.2 1.6% 96% False False 118,010
120 3,027.0 2,483.0 544.0 18.1% 44.9 1.5% 96% False False 98,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,192.3
2.618 3,125.3
1.618 3,084.3
1.000 3,059.0
0.618 3,043.3
HIGH 3,018.0
0.618 3,002.3
0.500 2,997.5
0.382 2,992.7
LOW 2,977.0
0.618 2,951.7
1.000 2,936.0
1.618 2,910.7
2.618 2,869.7
4.250 2,802.8
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 3,003.8 3,005.3
PP 3,000.7 3,003.7
S1 2,997.5 3,002.0

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

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