Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 3,615.0 3,540.0 -75.0 -2.1% 3,812.0
High 3,635.0 3,585.0 -50.0 -1.4% 3,812.0
Low 3,523.0 3,537.0 14.0 0.4% 3,589.0
Close 3,544.0 3,572.0 28.0 0.8% 3,634.0
Range 112.0 48.0 -64.0 -57.1% 223.0
ATR 66.3 65.0 -1.3 -2.0% 0.0
Volume 85,886 99,535 13,649 15.9% 58,569
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 3,708.7 3,688.3 3,598.4
R3 3,660.7 3,640.3 3,585.2
R2 3,612.7 3,612.7 3,580.8
R1 3,592.3 3,592.3 3,576.4 3,602.5
PP 3,564.7 3,564.7 3,564.7 3,569.8
S1 3,544.3 3,544.3 3,567.6 3,554.5
S2 3,516.7 3,516.7 3,563.2
S3 3,468.7 3,496.3 3,558.8
S4 3,420.7 3,448.3 3,545.6
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 6.4% 83.6 2.3% 21% False False 48,724
10 3,822.0 3,523.0 299.0 8.4% 67.6 1.9% 16% False False 29,873
20 3,905.0 3,523.0 382.0 10.7% 58.3 1.6% 13% False False 17,120
40 3,905.0 3,523.0 382.0 10.7% 54.5 1.5% 13% False False 9,208
60 3,905.0 3,415.0 490.0 13.7% 61.3 1.7% 32% False False 8,559
80 3,905.0 3,359.0 546.0 15.3% 64.8 1.8% 39% False False 8,398
100 3,905.0 3,359.0 546.0 15.3% 68.9 1.9% 39% False False 6,914
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,789.0
2.618 3,710.7
1.618 3,662.7
1.000 3,633.0
0.618 3,614.7
HIGH 3,585.0
0.618 3,566.7
0.500 3,561.0
0.382 3,555.3
LOW 3,537.0
0.618 3,507.3
1.000 3,489.0
1.618 3,459.3
2.618 3,411.3
4.250 3,333.0
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 3,568.3 3,579.0
PP 3,564.7 3,576.7
S1 3,561.0 3,574.3

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

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