Dow Jones EURO STOXX 50 Index Future June 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 2,903.0 2,924.0 21.0 0.7% 2,820.0
High 2,908.0 2,924.0 16.0 0.6% 2,908.0
Low 2,878.0 2,910.0 32.0 1.1% 2,809.0
Close 2,884.0 2,919.0 35.0 1.2% 2,884.0
Range 30.0 14.0 -16.0 -53.3% 99.0
ATR 50.8 50.1 -0.8 -1.5% 0.0
Volume 660 65 -595 -90.2% 1,125
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 2,959.7 2,953.3 2,926.7
R3 2,945.7 2,939.3 2,922.9
R2 2,931.7 2,931.7 2,921.6
R1 2,925.3 2,925.3 2,920.3 2,921.5
PP 2,917.7 2,917.7 2,917.7 2,915.8
S1 2,911.3 2,911.3 2,917.7 2,907.5
S2 2,903.7 2,903.7 2,916.4
S3 2,889.7 2,897.3 2,915.2
S4 2,875.7 2,883.3 2,911.3
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 3,164.0 3,123.0 2,938.5
R3 3,065.0 3,024.0 2,911.2
R2 2,966.0 2,966.0 2,902.2
R1 2,925.0 2,925.0 2,893.1 2,945.5
PP 2,867.0 2,867.0 2,867.0 2,877.3
S1 2,826.0 2,826.0 2,874.9 2,846.5
S2 2,768.0 2,768.0 2,865.9
S3 2,669.0 2,727.0 2,856.8
S4 2,570.0 2,628.0 2,829.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,924.0 2,794.0 130.0 4.5% 36.8 1.3% 96% True False 3,199
10 2,924.0 2,782.0 142.0 4.9% 39.0 1.3% 96% True False 10,437
20 2,924.0 2,670.0 254.0 8.7% 45.2 1.5% 98% True False 6,228
40 2,924.0 2,617.0 307.0 10.5% 43.4 1.5% 98% True False 3,458
60 2,924.0 2,617.0 307.0 10.5% 44.6 1.5% 98% True False 2,425
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.3
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 2,983.5
2.618 2,960.7
1.618 2,946.7
1.000 2,938.0
0.618 2,932.7
HIGH 2,924.0
0.618 2,918.7
0.500 2,917.0
0.382 2,915.3
LOW 2,910.0
0.618 2,901.3
1.000 2,896.0
1.618 2,887.3
2.618 2,873.3
4.250 2,850.5
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 2,918.3 2,910.8
PP 2,917.7 2,902.7
S1 2,917.0 2,894.5

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

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