Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 3,524.0 3,444.0 -80.0 -2.3% 3,604.0
High 3,533.0 3,478.0 -55.0 -1.6% 3,613.0
Low 3,418.0 3,438.0 20.0 0.6% 3,418.0
Close 3,453.0 3,458.0 5.0 0.1% 3,453.0
Range 115.0 40.0 -75.0 -65.2% 195.0
ATR 67.0 65.1 -1.9 -2.9% 0.0
Volume 1,862,686 1,058,669 -804,017 -43.2% 6,407,570
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 3,578.0 3,558.0 3,480.0
R3 3,538.0 3,518.0 3,469.0
R2 3,498.0 3,498.0 3,465.3
R1 3,478.0 3,478.0 3,461.7 3,488.0
PP 3,458.0 3,458.0 3,458.0 3,463.0
S1 3,438.0 3,438.0 3,454.3 3,448.0
S2 3,418.0 3,418.0 3,450.7
S3 3,378.0 3,398.0 3,447.0
S4 3,338.0 3,358.0 3,436.0
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 4,079.7 3,961.3 3,560.3
R3 3,884.7 3,766.3 3,506.6
R2 3,689.7 3,689.7 3,488.8
R1 3,571.3 3,571.3 3,470.9 3,533.0
PP 3,494.7 3,494.7 3,494.7 3,475.5
S1 3,376.3 3,376.3 3,435.1 3,338.0
S2 3,299.7 3,299.7 3,417.3
S3 3,104.7 3,181.3 3,399.4
S4 2,909.7 2,986.3 3,345.8
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 3,418.0 195.0 5.6% 62.8 1.8% 21% False False 1,380,890
10 3,635.0 3,418.0 217.0 6.3% 66.8 1.9% 18% False False 790,005
20 3,822.0 3,418.0 404.0 11.7% 64.0 1.8% 10% False False 399,646
40 3,905.0 3,418.0 487.0 14.1% 54.6 1.6% 8% False False 201,032
60 3,905.0 3,418.0 487.0 14.1% 58.9 1.7% 8% False False 134,343
80 3,905.0 3,359.0 546.0 15.8% 65.4 1.9% 18% False False 104,287
100 3,905.0 3,359.0 546.0 15.8% 65.9 1.9% 18% False False 83,667
120 4,336.0 3,359.0 977.0 28.3% 68.7 2.0% 10% False False 69,795
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 10.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,648.0
2.618 3,582.7
1.618 3,542.7
1.000 3,518.0
0.618 3,502.7
HIGH 3,478.0
0.618 3,462.7
0.500 3,458.0
0.382 3,453.3
LOW 3,438.0
0.618 3,413.3
1.000 3,398.0
1.618 3,373.3
2.618 3,333.3
4.250 3,268.0
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 3,458.0 3,481.0
PP 3,458.0 3,473.3
S1 3,458.0 3,465.7

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

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