Dow Jones EURO STOXX 50 Index Future March 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 2,893.0 2,892.0 -1.0 0.0% 2,898.0
High 2,897.0 2,915.0 18.0 0.6% 2,923.0
Low 2,867.0 2,882.0 15.0 0.5% 2,857.0
Close 2,873.0 2,907.0 34.0 1.2% 2,898.0
Range 30.0 33.0 3.0 10.0% 66.0
ATR 50.5 49.9 -0.6 -1.2% 0.0
Volume 1,483,009 1,776,530 293,521 19.8% 5,394,803
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,000.3 2,986.7 2,925.2
R3 2,967.3 2,953.7 2,916.1
R2 2,934.3 2,934.3 2,913.1
R1 2,920.7 2,920.7 2,910.0 2,927.5
PP 2,901.3 2,901.3 2,901.3 2,904.8
S1 2,887.7 2,887.7 2,904.0 2,894.5
S2 2,868.3 2,868.3 2,901.0
S3 2,835.3 2,854.7 2,897.9
S4 2,802.3 2,821.7 2,888.9
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 2,867.0 56.0 1.9% 33.0 1.1% 71% False False 1,360,689
10 2,923.0 2,776.0 147.0 5.1% 39.6 1.4% 89% False False 1,203,405
20 2,923.0 2,674.0 249.0 8.6% 44.9 1.5% 94% False False 1,258,182
40 3,003.0 2,597.0 406.0 14.0% 61.2 2.1% 76% False False 1,519,376
60 3,044.0 2,597.0 447.0 15.4% 55.0 1.9% 69% False False 1,299,627
80 3,044.0 2,597.0 447.0 15.4% 54.2 1.9% 69% False False 988,722
100 3,044.0 2,597.0 447.0 15.4% 54.6 1.9% 69% False False 792,014
120 3,044.0 2,597.0 447.0 15.4% 53.8 1.9% 69% False False 660,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,055.3
2.618 3,001.4
1.618 2,968.4
1.000 2,948.0
0.618 2,935.4
HIGH 2,915.0
0.618 2,902.4
0.500 2,898.5
0.382 2,894.6
LOW 2,882.0
0.618 2,861.6
1.000 2,849.0
1.618 2,828.6
2.618 2,795.6
4.250 2,741.8
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 2,904.2 2,903.0
PP 2,901.3 2,899.0
S1 2,898.5 2,895.0

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

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