Dow Jones EURO STOXX 50 Index Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 2,814.0 2,817.0 3.0 0.1% 2,824.0
High 2,829.0 2,856.0 27.0 1.0% 2,870.0
Low 2,776.0 2,814.0 38.0 1.4% 2,795.0
Close 2,815.0 2,842.0 27.0 1.0% 2,824.0
Range 53.0 42.0 -11.0 -20.8% 75.0
ATR 45.6 45.4 -0.3 -0.6% 0.0
Volume 1,176,671 1,057,553 -119,118 -10.1% 4,948,488
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,963.3 2,944.7 2,865.1
R3 2,921.3 2,902.7 2,853.6
R2 2,879.3 2,879.3 2,849.7
R1 2,860.7 2,860.7 2,845.9 2,870.0
PP 2,837.3 2,837.3 2,837.3 2,842.0
S1 2,818.7 2,818.7 2,838.2 2,828.0
S2 2,795.3 2,795.3 2,834.3
S3 2,753.3 2,776.7 2,830.5
S4 2,711.3 2,734.7 2,818.9
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% 40.4 1.4% 70% False False 1,113,685
10 2,870.0 2,776.0 94.0 3.3% 36.1 1.3% 70% False False 775,040
20 2,870.0 2,604.0 266.0 9.4% 39.8 1.4% 89% False False 395,486
40 2,870.0 2,528.0 342.0 12.0% 50.3 1.8% 92% False False 199,890
60 2,975.0 2,528.0 447.0 15.7% 49.0 1.7% 70% False False 133,781
80 2,975.0 2,528.0 447.0 15.7% 48.8 1.7% 70% False False 101,925
100 2,975.0 2,528.0 447.0 15.7% 47.3 1.7% 70% False False 81,654
120 2,975.0 2,528.0 447.0 15.7% 47.3 1.7% 70% False False 68,105
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,034.5
2.618 2,966.0
1.618 2,924.0
1.000 2,898.0
0.618 2,882.0
HIGH 2,856.0
0.618 2,840.0
0.500 2,835.0
0.382 2,830.0
LOW 2,814.0
0.618 2,788.0
1.000 2,772.0
1.618 2,746.0
2.618 2,704.0
4.250 2,635.5
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 2,839.7 2,834.3
PP 2,837.3 2,826.7
S1 2,835.0 2,819.0

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

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