Dow Jones EURO STOXX 50 Index Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 2,877.0 2,878.0 1.0 0.0% 2,814.0
High 2,892.0 2,899.0 7.0 0.2% 2,884.0
Low 2,858.0 2,862.0 4.0 0.1% 2,776.0
Close 2,877.0 2,871.0 -6.0 -0.2% 2,864.0
Range 34.0 37.0 3.0 8.8% 108.0
ATR 44.2 43.7 -0.5 -1.2% 0.0
Volume 803,323 806,811 3,488 0.4% 5,825,362
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,988.3 2,966.7 2,891.4
R3 2,951.3 2,929.7 2,881.2
R2 2,914.3 2,914.3 2,877.8
R1 2,892.7 2,892.7 2,874.4 2,885.0
PP 2,877.3 2,877.3 2,877.3 2,873.5
S1 2,855.7 2,855.7 2,867.6 2,848.0
S2 2,840.3 2,840.3 2,864.2
S3 2,803.3 2,818.7 2,860.8
S4 2,766.3 2,781.7 2,850.7
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 3,165.3 3,122.7 2,923.4
R3 3,057.3 3,014.7 2,893.7
R2 2,949.3 2,949.3 2,883.8
R1 2,906.7 2,906.7 2,873.9 2,928.0
PP 2,841.3 2,841.3 2,841.3 2,852.0
S1 2,798.7 2,798.7 2,854.1 2,820.0
S2 2,733.3 2,733.3 2,844.2
S3 2,625.3 2,690.7 2,834.3
S4 2,517.3 2,582.7 2,804.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,899.0 2,797.0 102.0 3.6% 40.8 1.4% 73% True False 1,040,254
10 2,899.0 2,776.0 123.0 4.3% 40.6 1.4% 77% True False 1,076,969
20 2,899.0 2,707.0 192.0 6.7% 39.5 1.4% 85% True False 654,804
40 2,899.0 2,528.0 371.0 12.9% 47.2 1.6% 92% True False 329,652
60 2,975.0 2,528.0 447.0 15.6% 50.4 1.8% 77% False False 220,430
80 2,975.0 2,528.0 447.0 15.6% 47.5 1.7% 77% False False 166,897
100 2,975.0 2,528.0 447.0 15.6% 45.8 1.6% 77% False False 133,643
120 2,975.0 2,528.0 447.0 15.6% 47.0 1.6% 77% False False 111,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,056.3
2.618 2,995.9
1.618 2,958.9
1.000 2,936.0
0.618 2,921.9
HIGH 2,899.0
0.618 2,884.9
0.500 2,880.5
0.382 2,876.1
LOW 2,862.0
0.618 2,839.1
1.000 2,825.0
1.618 2,802.1
2.618 2,765.1
4.250 2,704.8
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 2,880.5 2,877.5
PP 2,877.3 2,875.3
S1 2,874.2 2,873.2

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

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