Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 3,004.0 3,023.0 19.0 0.6% 2,979.0
High 3,018.0 3,029.0 11.0 0.4% 3,029.0
Low 2,977.0 2,992.0 15.0 0.5% 2,974.0
Close 3,007.0 3,018.0 11.0 0.4% 3,018.0
Range 41.0 37.0 -4.0 -9.8% 55.0
ATR 46.1 45.4 -0.6 -1.4% 0.0
Volume 807,307 1,003,071 195,764 24.2% 4,290,998
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,124.0 3,108.0 3,038.4
R3 3,087.0 3,071.0 3,028.2
R2 3,050.0 3,050.0 3,024.8
R1 3,034.0 3,034.0 3,021.4 3,023.5
PP 3,013.0 3,013.0 3,013.0 3,007.8
S1 2,997.0 2,997.0 3,014.6 2,986.5
S2 2,976.0 2,976.0 3,011.2
S3 2,939.0 2,960.0 3,007.8
S4 2,902.0 2,923.0 2,997.7
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,172.0 3,150.0 3,048.3
R3 3,117.0 3,095.0 3,033.1
R2 3,062.0 3,062.0 3,028.1
R1 3,040.0 3,040.0 3,023.0 3,051.0
PP 3,007.0 3,007.0 3,007.0 3,012.5
S1 2,985.0 2,985.0 3,013.0 2,996.0
S2 2,952.0 2,952.0 3,007.9
S3 2,897.0 2,930.0 3,002.9
S4 2,842.0 2,875.0 2,987.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,029.0 2,974.0 55.0 1.8% 35.4 1.2% 80% True False 858,199
10 3,029.0 2,928.0 101.0 3.3% 32.4 1.1% 89% True False 632,511
20 3,029.0 2,795.0 234.0 7.8% 42.0 1.4% 95% True False 619,092
40 3,029.0 2,729.0 300.0 9.9% 44.8 1.5% 96% True False 314,300
60 3,029.0 2,679.0 350.0 11.6% 49.7 1.6% 97% True False 211,021
80 3,029.0 2,679.0 350.0 11.6% 49.2 1.6% 97% True False 159,677
100 3,029.0 2,570.0 459.0 15.2% 47.5 1.6% 98% True False 128,040
120 3,029.0 2,489.0 540.0 17.9% 45.2 1.5% 98% True False 106,741
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,186.3
2.618 3,125.9
1.618 3,088.9
1.000 3,066.0
0.618 3,051.9
HIGH 3,029.0
0.618 3,014.9
0.500 3,010.5
0.382 3,006.1
LOW 2,992.0
0.618 2,969.1
1.000 2,955.0
1.618 2,932.1
2.618 2,895.1
4.250 2,834.8
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 3,015.5 3,013.0
PP 3,013.0 3,008.0
S1 3,010.5 3,003.0

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

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