Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 3,585.0 3,525.0 -60.0 -1.7% 3,606.0
High 3,585.0 3,544.0 -41.0 -1.1% 3,645.0
Low 3,519.0 3,505.0 -14.0 -0.4% 3,523.0
Close 3,531.0 3,518.0 -13.0 -0.4% 3,594.0
Range 66.0 39.0 -27.0 -40.9% 122.0
ATR 65.2 63.3 -1.9 -2.9% 0.0
Volume 1,348,349 1,246,900 -101,449 -7.5% 446,568
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 3,639.3 3,617.7 3,539.5
R3 3,600.3 3,578.7 3,528.7
R2 3,561.3 3,561.3 3,525.2
R1 3,539.7 3,539.7 3,521.6 3,531.0
PP 3,522.3 3,522.3 3,522.3 3,518.0
S1 3,500.7 3,500.7 3,514.4 3,492.0
S2 3,483.3 3,483.3 3,510.9
S3 3,444.3 3,461.7 3,507.3
S4 3,405.3 3,422.7 3,496.6
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 3,953.3 3,895.7 3,661.1
R3 3,831.3 3,773.7 3,627.6
R2 3,709.3 3,709.3 3,616.4
R1 3,651.7 3,651.7 3,605.2 3,619.5
PP 3,587.3 3,587.3 3,587.3 3,571.3
S1 3,529.7 3,529.7 3,582.8 3,497.5
S2 3,465.3 3,465.3 3,571.6
S3 3,343.3 3,407.7 3,560.5
S4 3,221.3 3,285.7 3,526.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,613.0 3,505.0 108.0 3.1% 60.4 1.7% 12% False True 951,510
10 3,753.0 3,505.0 248.0 7.0% 72.0 2.0% 5% False True 500,117
20 3,822.0 3,505.0 317.0 9.0% 60.2 1.7% 4% False True 253,812
40 3,905.0 3,505.0 400.0 11.4% 53.9 1.5% 3% False True 128,042
60 3,905.0 3,505.0 400.0 11.4% 58.6 1.7% 3% False True 85,685
80 3,905.0 3,359.0 546.0 15.5% 65.0 1.8% 29% False False 67,779
100 3,905.0 3,359.0 546.0 15.5% 65.0 1.8% 29% False False 54,467
120 4,423.0 3,359.0 1,064.0 30.2% 68.5 1.9% 15% False False 45,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.9
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3,709.8
2.618 3,646.1
1.618 3,607.1
1.000 3,583.0
0.618 3,568.1
HIGH 3,544.0
0.618 3,529.1
0.500 3,524.5
0.382 3,519.9
LOW 3,505.0
0.618 3,480.9
1.000 3,466.0
1.618 3,441.9
2.618 3,402.9
4.250 3,339.3
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 3,524.5 3,559.0
PP 3,522.3 3,545.3
S1 3,520.2 3,531.7

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

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