Dow Jones EURO STOXX 50 Index Future June 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 2,862.0 2,814.0 -48.0 -1.7% 2,824.0
High 2,862.0 2,829.0 -33.0 -1.2% 2,870.0
Low 2,811.0 2,776.0 -35.0 -1.2% 2,795.0
Close 2,824.0 2,815.0 -9.0 -0.3% 2,824.0
Range 51.0 53.0 2.0 3.9% 75.0
ATR 45.0 45.6 0.6 1.3% 0.0
Volume 1,324,272 1,176,671 -147,601 -11.1% 4,948,488
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,965.7 2,943.3 2,844.2
R3 2,912.7 2,890.3 2,829.6
R2 2,859.7 2,859.7 2,824.7
R1 2,837.3 2,837.3 2,819.9 2,848.5
PP 2,806.7 2,806.7 2,806.7 2,812.3
S1 2,784.3 2,784.3 2,810.1 2,795.5
S2 2,753.7 2,753.7 2,805.3
S3 2,700.7 2,731.3 2,800.4
S4 2,647.7 2,678.3 2,785.9
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,054.7 3,014.3 2,865.3
R3 2,979.7 2,939.3 2,844.6
R2 2,904.7 2,904.7 2,837.8
R1 2,864.3 2,864.3 2,830.9 2,861.5
PP 2,829.7 2,829.7 2,829.7 2,828.3
S1 2,789.3 2,789.3 2,817.1 2,786.5
S2 2,754.7 2,754.7 2,810.3
S3 2,679.7 2,714.3 2,803.4
S4 2,604.7 2,639.3 2,782.8
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 2,776.0 94.0 3.3% 38.4 1.4% 41% False True 1,103,038
10 2,870.0 2,776.0 94.0 3.3% 35.6 1.3% 41% False True 677,184
20 2,870.0 2,604.0 266.0 9.4% 41.5 1.5% 79% False False 342,811
40 2,870.0 2,528.0 342.0 12.1% 51.1 1.8% 84% False False 173,456
60 2,975.0 2,528.0 447.0 15.9% 48.8 1.7% 64% False False 116,167
80 2,975.0 2,528.0 447.0 15.9% 48.7 1.7% 64% False False 88,730
100 2,975.0 2,528.0 447.0 15.9% 47.5 1.7% 64% False False 71,081
120 2,975.0 2,528.0 447.0 15.9% 47.3 1.7% 64% False False 59,292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3,054.3
2.618 2,967.8
1.618 2,914.8
1.000 2,882.0
0.618 2,861.8
HIGH 2,829.0
0.618 2,808.8
0.500 2,802.5
0.382 2,796.2
LOW 2,776.0
0.618 2,743.2
1.000 2,723.0
1.618 2,690.2
2.618 2,637.2
4.250 2,550.8
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 2,810.8 2,819.0
PP 2,806.7 2,817.7
S1 2,802.5 2,816.3

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

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