Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 3,832.0 3,871.0 39.0 1.0% 3,800.0
High 3,879.0 3,891.0 12.0 0.3% 3,891.0
Low 3,823.0 3,850.0 27.0 0.7% 3,772.0
Close 3,842.0 3,852.0 10.0 0.3% 3,852.0
Range 56.0 41.0 -15.0 -26.8% 119.0
ATR 61.2 60.3 -0.9 -1.4% 0.0
Volume 2,574 834 -1,740 -67.6% 8,299
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 3,987.3 3,960.7 3,874.6
R3 3,946.3 3,919.7 3,863.3
R2 3,905.3 3,905.3 3,859.5
R1 3,878.7 3,878.7 3,855.8 3,871.5
PP 3,864.3 3,864.3 3,864.3 3,860.8
S1 3,837.7 3,837.7 3,848.2 3,830.5
S2 3,823.3 3,823.3 3,844.5
S3 3,782.3 3,796.7 3,840.7
S4 3,741.3 3,755.7 3,829.5
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 4,195.3 4,142.7 3,917.5
R3 4,076.3 4,023.7 3,884.7
R2 3,957.3 3,957.3 3,873.8
R1 3,904.7 3,904.7 3,862.9 3,931.0
PP 3,838.3 3,838.3 3,838.3 3,851.5
S1 3,785.7 3,785.7 3,841.1 3,812.0
S2 3,719.3 3,719.3 3,830.2
S3 3,600.3 3,666.7 3,819.3
S4 3,481.3 3,547.7 3,786.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,891.0 3,772.0 119.0 3.1% 46.2 1.2% 67% True False 1,659
10 3,891.0 3,765.0 126.0 3.3% 43.6 1.1% 69% True False 1,748
20 3,891.0 3,653.0 238.0 6.2% 49.9 1.3% 84% True False 1,289
40 3,891.0 3,415.0 476.0 12.4% 60.3 1.6% 92% True False 2,743
60 3,891.0 3,359.0 532.0 13.8% 66.1 1.7% 93% True False 5,491
80 3,891.0 3,359.0 532.0 13.8% 69.7 1.8% 93% True False 4,371
Crabel Price Patterns
NR True
NR4 True
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 11.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,065.3
2.618 3,998.3
1.618 3,957.3
1.000 3,932.0
0.618 3,916.3
HIGH 3,891.0
0.618 3,875.3
0.500 3,870.5
0.382 3,865.7
LOW 3,850.0
0.618 3,824.7
1.000 3,809.0
1.618 3,783.7
2.618 3,742.7
4.250 3,675.8
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 3,870.5 3,849.8
PP 3,864.3 3,847.7
S1 3,858.2 3,845.5

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

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