Dow Jones EURO STOXX 50 Index Future June 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 2,822.0 2,849.0 27.0 1.0% 2,823.0
High 2,844.0 2,870.0 26.0 0.9% 2,850.0
Low 2,812.0 2,843.0 31.0 1.1% 2,786.0
Close 2,835.0 2,859.0 24.0 0.8% 2,826.0
Range 32.0 27.0 -5.0 -15.6% 64.0
ATR 46.6 45.8 -0.8 -1.8% 0.0
Volume 1,004,321 1,115,239 110,918 11.0% 671,604
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,938.3 2,925.7 2,873.9
R3 2,911.3 2,898.7 2,866.4
R2 2,884.3 2,884.3 2,864.0
R1 2,871.7 2,871.7 2,861.5 2,878.0
PP 2,857.3 2,857.3 2,857.3 2,860.5
S1 2,844.7 2,844.7 2,856.5 2,851.0
S2 2,830.3 2,830.3 2,854.1
S3 2,803.3 2,817.7 2,851.6
S4 2,776.3 2,790.7 2,844.2
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,012.7 2,983.3 2,861.2
R3 2,948.7 2,919.3 2,843.6
R2 2,884.7 2,884.7 2,837.7
R1 2,855.3 2,855.3 2,831.9 2,870.0
PP 2,820.7 2,820.7 2,820.7 2,828.0
S1 2,791.3 2,791.3 2,820.1 2,806.0
S2 2,756.7 2,756.7 2,814.3
S3 2,692.7 2,727.3 2,808.4
S4 2,628.7 2,663.3 2,790.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,870.0 2,795.0 75.0 2.6% 29.8 1.0% 85% True False 597,869
10 2,870.0 2,718.0 152.0 5.3% 36.4 1.3% 93% True False 343,705
20 2,870.0 2,604.0 266.0 9.3% 40.8 1.4% 96% True False 174,486
40 2,875.0 2,528.0 347.0 12.1% 54.1 1.9% 95% False False 88,795
60 2,975.0 2,528.0 447.0 15.6% 48.9 1.7% 74% False False 59,827
80 2,975.0 2,528.0 447.0 15.6% 47.7 1.7% 74% False False 46,297
100 2,975.0 2,528.0 447.0 15.6% 48.0 1.7% 74% False False 37,133
120 2,975.0 2,528.0 447.0 15.6% 47.4 1.7% 74% False False 30,998
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 True
Bear Hook False
Bull Hook False
Stretch 7.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,984.8
2.618 2,940.7
1.618 2,913.7
1.000 2,897.0
0.618 2,886.7
HIGH 2,870.0
0.618 2,859.7
0.500 2,856.5
0.382 2,853.3
LOW 2,843.0
0.618 2,826.3
1.000 2,816.0
1.618 2,799.3
2.618 2,772.3
4.250 2,728.3
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 2,858.2 2,850.2
PP 2,857.3 2,841.3
S1 2,856.5 2,832.5

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

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