Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 2,943.0 2,840.0 -103.0 -3.5% 2,947.0
High 2,947.0 2,858.0 -89.0 -3.0% 3,003.0
Low 2,824.0 2,763.0 -61.0 -2.2% 2,763.0
Close 2,861.0 2,836.0 -25.0 -0.9% 2,836.0
Range 123.0 95.0 -28.0 -22.8% 240.0
ATR 57.6 60.4 2.9 5.0% 0.0
Volume 2,169,372 2,048,380 -120,992 -5.6% 7,214,701
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,104.0 3,065.0 2,888.3
R3 3,009.0 2,970.0 2,862.1
R2 2,914.0 2,914.0 2,853.4
R1 2,875.0 2,875.0 2,844.7 2,847.0
PP 2,819.0 2,819.0 2,819.0 2,805.0
S1 2,780.0 2,780.0 2,827.3 2,752.0
S2 2,724.0 2,724.0 2,818.6
S3 2,629.0 2,685.0 2,809.9
S4 2,534.0 2,590.0 2,783.8
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,587.3 3,451.7 2,968.0
R3 3,347.3 3,211.7 2,902.0
R2 3,107.3 3,107.3 2,880.0
R1 2,971.7 2,971.7 2,858.0 2,919.5
PP 2,867.3 2,867.3 2,867.3 2,841.3
S1 2,731.7 2,731.7 2,814.0 2,679.5
S2 2,627.3 2,627.3 2,792.0
S3 2,387.3 2,491.7 2,770.0
S4 2,147.3 2,251.7 2,704.0
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 2,763.0 245.0 8.6% 93.0 3.3% 30% False True 1,745,483
10 3,044.0 2,763.0 281.0 9.9% 68.0 2.4% 26% False True 1,398,485
20 3,044.0 2,763.0 281.0 9.9% 51.5 1.8% 26% False True 1,000,563
40 3,044.0 2,729.0 315.0 11.1% 52.8 1.9% 34% False False 638,363
60 3,044.0 2,679.0 365.0 12.9% 52.6 1.9% 43% False False 427,329
80 3,044.0 2,679.0 365.0 12.9% 52.7 1.9% 43% False False 320,637
100 3,044.0 2,668.0 376.0 13.3% 49.9 1.8% 45% False False 257,843
120 3,044.0 2,570.0 474.0 16.7% 48.3 1.7% 56% False False 214,910
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 9.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,261.8
2.618 3,106.7
1.618 3,011.7
1.000 2,953.0
0.618 2,916.7
HIGH 2,858.0
0.618 2,821.7
0.500 2,810.5
0.382 2,799.3
LOW 2,763.0
0.618 2,704.3
1.000 2,668.0
1.618 2,609.3
2.618 2,514.3
4.250 2,359.3
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 2,827.5 2,873.5
PP 2,819.0 2,861.0
S1 2,810.5 2,848.5

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

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