Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 2,890.0 2,897.0 7.0 0.2% 2,747.0
High 2,914.0 2,913.0 -1.0 0.0% 2,896.0
Low 2,875.0 2,882.0 7.0 0.2% 2,736.0
Close 2,908.0 2,894.0 -14.0 -0.5% 2,878.0
Range 39.0 31.0 -8.0 -20.5% 160.0
ATR 55.3 53.6 -1.7 -3.1% 0.0
Volume 1,376,714 1,046,374 -330,340 -24.0% 5,491,352
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,989.3 2,972.7 2,911.1
R3 2,958.3 2,941.7 2,902.5
R2 2,927.3 2,927.3 2,899.7
R1 2,910.7 2,910.7 2,896.8 2,903.5
PP 2,896.3 2,896.3 2,896.3 2,892.8
S1 2,879.7 2,879.7 2,891.2 2,872.5
S2 2,865.3 2,865.3 2,888.3
S3 2,834.3 2,848.7 2,885.5
S4 2,803.3 2,817.7 2,877.0
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,316.7 3,257.3 2,966.0
R3 3,156.7 3,097.3 2,922.0
R2 2,996.7 2,996.7 2,907.3
R1 2,937.3 2,937.3 2,892.7 2,967.0
PP 2,836.7 2,836.7 2,836.7 2,851.5
S1 2,777.3 2,777.3 2,863.3 2,807.0
S2 2,676.7 2,676.7 2,848.7
S3 2,516.7 2,617.3 2,834.0
S4 2,356.7 2,457.3 2,790.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,914.0 2,821.0 93.0 3.2% 41.4 1.4% 78% False False 1,097,480
10 2,914.0 2,683.0 231.0 8.0% 43.5 1.5% 91% False False 1,098,767
20 2,914.0 2,652.0 262.0 9.1% 50.3 1.7% 92% False False 1,288,070
40 3,008.0 2,597.0 411.0 14.2% 62.7 2.2% 72% False False 1,496,936
60 3,044.0 2,597.0 447.0 15.4% 55.3 1.9% 66% False False 1,239,707
80 3,044.0 2,597.0 447.0 15.4% 54.4 1.9% 66% False False 934,135
100 3,044.0 2,597.0 447.0 15.4% 55.1 1.9% 66% False False 748,216
120 3,044.0 2,597.0 447.0 15.4% 53.9 1.9% 66% False False 624,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,044.8
2.618 2,994.2
1.618 2,963.2
1.000 2,944.0
0.618 2,932.2
HIGH 2,913.0
0.618 2,901.2
0.500 2,897.5
0.382 2,893.8
LOW 2,882.0
0.618 2,862.8
1.000 2,851.0
1.618 2,831.8
2.618 2,800.8
4.250 2,750.3
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 2,897.5 2,891.2
PP 2,896.3 2,888.3
S1 2,895.2 2,885.5

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

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