Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 3,597.0 3,615.0 18.0 0.5% 3,812.0
High 3,626.0 3,635.0 9.0 0.2% 3,812.0
Low 3,575.0 3,523.0 -52.0 -1.5% 3,589.0
Close 3,609.0 3,544.0 -65.0 -1.8% 3,634.0
Range 51.0 112.0 61.0 119.6% 223.0
ATR 62.8 66.3 3.5 5.6% 0.0
Volume 35,730 85,886 50,156 140.4% 58,569
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 3,903.3 3,835.7 3,605.6
R3 3,791.3 3,723.7 3,574.8
R2 3,679.3 3,679.3 3,564.5
R1 3,611.7 3,611.7 3,554.3 3,589.5
PP 3,567.3 3,567.3 3,567.3 3,556.3
S1 3,499.7 3,499.7 3,533.7 3,477.5
S2 3,455.3 3,455.3 3,523.5
S3 3,343.3 3,387.7 3,513.2
S4 3,231.3 3,275.7 3,482.4
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 4,347.3 4,213.7 3,756.7
R3 4,124.3 3,990.7 3,695.3
R2 3,901.3 3,901.3 3,674.9
R1 3,767.7 3,767.7 3,654.4 3,723.0
PP 3,678.3 3,678.3 3,678.3 3,656.0
S1 3,544.7 3,544.7 3,613.6 3,500.0
S2 3,455.3 3,455.3 3,593.1
S3 3,232.3 3,321.7 3,572.7
S4 3,009.3 3,098.7 3,511.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,753.0 3,523.0 230.0 6.5% 83.8 2.4% 9% False True 31,267
10 3,822.0 3,523.0 299.0 8.4% 67.9 1.9% 7% False True 20,955
20 3,905.0 3,523.0 382.0 10.8% 58.7 1.7% 5% False True 12,272
40 3,905.0 3,523.0 382.0 10.8% 55.1 1.6% 5% False True 6,809
60 3,905.0 3,359.0 546.0 15.4% 61.8 1.7% 34% False False 7,971
80 3,905.0 3,359.0 546.0 15.4% 64.8 1.8% 34% False False 7,160
100 3,905.0 3,359.0 546.0 15.4% 70.9 2.0% 34% False False 5,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,111.0
2.618 3,928.2
1.618 3,816.2
1.000 3,747.0
0.618 3,704.2
HIGH 3,635.0
0.618 3,592.2
0.500 3,579.0
0.382 3,565.8
LOW 3,523.0
0.618 3,453.8
1.000 3,411.0
1.618 3,341.8
2.618 3,229.8
4.250 3,047.0
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 3,579.0 3,584.0
PP 3,567.3 3,570.7
S1 3,555.7 3,557.3

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

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