Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 2,905.0 2,893.0 -12.0 -0.4% 2,898.0
High 2,923.0 2,897.0 -26.0 -0.9% 2,923.0
Low 2,891.0 2,867.0 -24.0 -0.8% 2,857.0
Close 2,898.0 2,873.0 -25.0 -0.9% 2,898.0
Range 32.0 30.0 -2.0 -6.3% 66.0
ATR 52.0 50.5 -1.5 -2.9% 0.0
Volume 1,120,818 1,483,009 362,191 32.3% 5,394,803
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,969.0 2,951.0 2,889.5
R3 2,939.0 2,921.0 2,881.3
R2 2,909.0 2,909.0 2,878.5
R1 2,891.0 2,891.0 2,875.8 2,885.0
PP 2,879.0 2,879.0 2,879.0 2,876.0
S1 2,861.0 2,861.0 2,870.3 2,855.0
S2 2,849.0 2,849.0 2,867.5
S3 2,819.0 2,831.0 2,864.8
S4 2,789.0 2,801.0 2,856.5
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,090.7 3,060.3 2,934.3
R3 3,024.7 2,994.3 2,916.2
R2 2,958.7 2,958.7 2,910.1
R1 2,928.3 2,928.3 2,904.1 2,931.0
PP 2,892.7 2,892.7 2,892.7 2,894.0
S1 2,862.3 2,862.3 2,892.0 2,865.0
S2 2,826.7 2,826.7 2,885.9
S3 2,760.7 2,796.3 2,879.9
S4 2,694.7 2,730.3 2,861.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,923.0 2,857.0 66.0 2.3% 34.0 1.2% 24% False False 1,213,959
10 2,923.0 2,762.0 161.0 5.6% 40.1 1.4% 69% False False 1,126,927
20 2,923.0 2,674.0 249.0 8.7% 46.6 1.6% 80% False False 1,246,957
40 3,008.0 2,597.0 411.0 14.3% 62.4 2.2% 67% False False 1,512,781
60 3,044.0 2,597.0 447.0 15.6% 55.0 1.9% 62% False False 1,278,742
80 3,044.0 2,597.0 447.0 15.6% 54.2 1.9% 62% False False 966,537
100 3,044.0 2,597.0 447.0 15.6% 54.6 1.9% 62% False False 774,250
120 3,044.0 2,597.0 447.0 15.6% 53.8 1.9% 62% False False 645,311
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,024.5
2.618 2,975.5
1.618 2,945.5
1.000 2,927.0
0.618 2,915.5
HIGH 2,897.0
0.618 2,885.5
0.500 2,882.0
0.382 2,878.5
LOW 2,867.0
0.618 2,848.5
1.000 2,837.0
1.618 2,818.5
2.618 2,788.5
4.250 2,739.5
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 2,882.0 2,895.0
PP 2,879.0 2,887.7
S1 2,876.0 2,880.3

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

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