Dow Jones EURO STOXX 50 Index Future September 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 2,718.0 2,740.0 22.0 0.8% 2,648.0
High 2,761.0 2,793.0 32.0 1.2% 2,773.0
Low 2,703.0 2,735.0 32.0 1.2% 2,569.0
Close 2,755.0 2,780.0 25.0 0.9% 2,744.0
Range 58.0 58.0 0.0 0.0% 204.0
ATR 58.5 58.4 0.0 -0.1% 0.0
Volume 1,193,010 1,090,032 -102,978 -8.6% 5,509,334
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 2,943.3 2,919.7 2,811.9
R3 2,885.3 2,861.7 2,796.0
R2 2,827.3 2,827.3 2,790.6
R1 2,803.7 2,803.7 2,785.3 2,815.5
PP 2,769.3 2,769.3 2,769.3 2,775.3
S1 2,745.7 2,745.7 2,774.7 2,757.5
S2 2,711.3 2,711.3 2,769.4
S3 2,653.3 2,687.7 2,764.1
S4 2,595.3 2,629.7 2,748.1
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 3,307.3 3,229.7 2,856.2
R3 3,103.3 3,025.7 2,800.1
R2 2,899.3 2,899.3 2,781.4
R1 2,821.7 2,821.7 2,762.7 2,860.5
PP 2,695.3 2,695.3 2,695.3 2,714.8
S1 2,617.7 2,617.7 2,725.3 2,656.5
S2 2,491.3 2,491.3 2,706.6
S3 2,287.3 2,413.7 2,687.9
S4 2,083.3 2,209.7 2,631.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,793.0 2,703.0 90.0 3.2% 47.6 1.7% 86% True False 798,532
10 2,793.0 2,569.0 224.0 8.1% 57.3 2.1% 94% True False 960,058
20 2,793.0 2,552.0 241.0 8.7% 57.1 2.1% 95% True False 1,019,770
40 2,849.0 2,552.0 297.0 10.7% 58.8 2.1% 77% False False 1,059,953
60 2,849.0 2,492.0 357.0 12.8% 60.9 2.2% 81% False False 1,141,537
80 2,849.0 2,432.0 417.0 15.0% 65.4 2.4% 83% False False 901,138
100 2,890.0 2,350.0 540.0 19.4% 71.9 2.6% 80% False False 721,240
120 2,951.0 2,350.0 601.0 21.6% 66.3 2.4% 72% False False 601,194
Crabel Price Patterns
NR False
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 8.3
Fibonacci Retracements and Extensions
4.250 3,039.5
2.618 2,944.8
1.618 2,886.8
1.000 2,851.0
0.618 2,828.8
HIGH 2,793.0
0.618 2,770.8
0.500 2,764.0
0.382 2,757.2
LOW 2,735.0
0.618 2,699.2
1.000 2,677.0
1.618 2,641.2
2.618 2,583.2
4.250 2,488.5
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 2,774.7 2,769.3
PP 2,769.3 2,758.7
S1 2,764.0 2,748.0

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

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