Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 2,947.0 2,982.0 35.0 1.2% 3,040.0
High 3,003.0 2,984.0 -19.0 -0.6% 3,044.0
Low 2,921.0 2,901.0 -20.0 -0.7% 2,926.0
Close 2,983.0 2,914.0 -69.0 -2.3% 2,936.0
Range 82.0 83.0 1.0 1.2% 118.0
ATR 50.2 52.5 2.3 4.7% 0.0
Volume 1,276,988 1,719,961 442,973 34.7% 5,767,079
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,182.0 3,131.0 2,959.7
R3 3,099.0 3,048.0 2,936.8
R2 3,016.0 3,016.0 2,929.2
R1 2,965.0 2,965.0 2,921.6 2,949.0
PP 2,933.0 2,933.0 2,933.0 2,925.0
S1 2,882.0 2,882.0 2,906.4 2,866.0
S2 2,850.0 2,850.0 2,898.8
S3 2,767.0 2,799.0 2,891.2
S4 2,684.0 2,716.0 2,868.4
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,322.7 3,247.3 3,000.9
R3 3,204.7 3,129.3 2,968.5
R2 3,086.7 3,086.7 2,957.6
R1 3,011.3 3,011.3 2,946.8 2,990.0
PP 2,968.7 2,968.7 2,968.7 2,958.0
S1 2,893.3 2,893.3 2,925.2 2,872.0
S2 2,850.7 2,850.7 2,914.4
S3 2,732.7 2,775.3 2,903.6
S4 2,614.7 2,657.3 2,871.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,008.0 2,901.0 107.0 3.7% 64.6 2.2% 12% False True 1,295,940
10 3,044.0 2,901.0 143.0 4.9% 52.3 1.8% 9% False True 1,137,487
20 3,044.0 2,858.0 186.0 6.4% 45.7 1.6% 30% False False 904,384
40 3,044.0 2,729.0 315.0 10.8% 50.1 1.7% 59% False False 532,971
60 3,044.0 2,679.0 365.0 12.5% 50.9 1.7% 64% False False 357,044
80 3,044.0 2,679.0 365.0 12.5% 51.4 1.8% 64% False False 267,932
100 3,044.0 2,668.0 376.0 12.9% 48.4 1.7% 65% False False 215,668
120 3,044.0 2,570.0 474.0 16.3% 47.1 1.6% 73% False False 179,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.1
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 3,336.8
2.618 3,201.3
1.618 3,118.3
1.000 3,067.0
0.618 3,035.3
HIGH 2,984.0
0.618 2,952.3
0.500 2,942.5
0.382 2,932.7
LOW 2,901.0
0.618 2,849.7
1.000 2,818.0
1.618 2,766.7
2.618 2,683.7
4.250 2,548.3
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 2,942.5 2,954.5
PP 2,933.0 2,941.0
S1 2,923.5 2,927.5

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

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