Dow Jones EURO STOXX 50 Index Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 2,878.0 2,873.0 -5.0 -0.2% 2,814.0
High 2,899.0 2,877.0 -22.0 -0.8% 2,884.0
Low 2,862.0 2,837.0 -25.0 -0.9% 2,776.0
Close 2,871.0 2,851.0 -20.0 -0.7% 2,864.0
Range 37.0 40.0 3.0 8.1% 108.0
ATR 43.7 43.4 -0.3 -0.6% 0.0
Volume 806,811 1,143,625 336,814 41.7% 5,825,362
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 2,975.0 2,953.0 2,873.0
R3 2,935.0 2,913.0 2,862.0
R2 2,895.0 2,895.0 2,858.3
R1 2,873.0 2,873.0 2,854.7 2,864.0
PP 2,855.0 2,855.0 2,855.0 2,850.5
S1 2,833.0 2,833.0 2,847.3 2,824.0
S2 2,815.0 2,815.0 2,843.7
S3 2,775.0 2,793.0 2,840.0
S4 2,735.0 2,753.0 2,829.0
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 2,830.0 69.0 2.4% 38.2 1.3% 30% False False 980,082
10 2,899.0 2,776.0 123.0 4.3% 41.9 1.5% 61% False False 1,079,808
20 2,899.0 2,718.0 181.0 6.3% 39.2 1.4% 73% False False 711,757
40 2,899.0 2,528.0 371.0 13.0% 47.1 1.7% 87% False False 358,184
60 2,975.0 2,528.0 447.0 15.7% 50.8 1.8% 72% False False 239,472
80 2,975.0 2,528.0 447.0 15.7% 47.6 1.7% 72% False False 181,181
100 2,975.0 2,528.0 447.0 15.7% 45.3 1.6% 72% False False 145,071
120 2,975.0 2,528.0 447.0 15.7% 47.1 1.7% 72% False False 120,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 7.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,047.0
2.618 2,981.7
1.618 2,941.7
1.000 2,917.0
0.618 2,901.7
HIGH 2,877.0
0.618 2,861.7
0.500 2,857.0
0.382 2,852.3
LOW 2,837.0
0.618 2,812.3
1.000 2,797.0
1.618 2,772.3
2.618 2,732.3
4.250 2,667.0
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 2,857.0 2,868.0
PP 2,855.0 2,862.3
S1 2,853.0 2,856.7

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

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